# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-23-009170
**Filing Date:** 2023-2
**Character Count:** 1172792
**Document Hash:** ed26a57e9bfcf5c74708d8fc156acd95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009170.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009170

**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:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 23663151

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $4962946510.16

**Total Liabilities:** $101802036.04

**Net Assets:** $4861144474.12

**Delayed Delivery Securities:** $100624110.76

**Cash Not Reported:** $46.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 23053.557100000000 | **1-Year:** 31603.216800000000 | **5-Year:** 250096.653100000000 | **10-Year:** 569796.056600000000 | **30-Year:** 768858.032600000000

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

- **3-Month:** 398.016500000000 | **1-Year:** 12402.388300000000 | **5-Year:** 138487.115000000000 | **10-Year:** 114535.238300000000 | **30-Year:** 85152.732000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087798 | -1.30%               | 3.50%                | -0.53%               |
| Class ID C000087799 | -1.30%               | 3.52%                | -0.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-41909953.33            | $-27656271.69                              |
| Month 2  | $-28580454.02            | $177218866.75                              |
| Month 3  | $-6115087.85             | $-30582331.93                              |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA_13-81                                                       | FNMA_13-81                                                            | CUSIP: 3136AFK60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1160590 | PA      | $1107531.59   | 0.02%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                                                           | CUSIP: 3136AGA69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2662486 | PA      | $2508068.03   | 0.05%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-92                                            | FNMA_13-92                                                            | CUSIP: 3136AGGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    646966 | PA      | $466561.08    | 0.01%             | 2043-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-M13                                           | FNMA_13-M13                                                           | CUSIP: 3136AGJ60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    518071 | PA      | $512405.02    | 0.01%             | 2023-04-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-108                                           | FNMA_13-108                                                           | CUSIP: 3136AGMM1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2228090 | PA      | $2088236.38   | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-100                                           | FNMA_13-100                                                           | CUSIP: 3136AGWP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2614890 | PA      | $2451216.53   | 0.05%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                                                           | CUSIP: 3136AGZH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000165 | PA      | $758921.76    | 0.02%             | 2043-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA_13-128                                                      | FNMA_13-128                                                           | CUSIP: 3136AHNE6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    582201 | PA      | $441236.52    | 0.01%             | 2043-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_14-M3                                        | FNMA_14-M3                                                            | CUSIP: 3136AJLC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    382259 | PA      | $375284.02    | 0.01%             | 2024-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_15-M10                                       | FNMA_15-M10                                                           | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8126570 | PA      | $7683440.22   | 0.16%             | 2027-04-25      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-M11                                           | FNMA_15-M11                                                           | CUSIP: 3136APSZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1807851 | PA      | $1737590.47   | 0.04%             | 2025-04-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-84                                            | FNMA_15-84                                                            | CUSIP: 3136AQQT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2420413 | PA      | $2188161.35   | 0.05%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FNMA_16-57                                                            | CUSIP: 3136ATEP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4839180 | PA      | $4019106.01   | 0.08%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-48                                            | FNMA_16-48                                                            | CUSIP: 3136ATLW2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2333040 | PA      | $2100646.75   | 0.04%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-T1                                            | FNMA_17-T1                                                            | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2763164 | PA      | $2586025.67   | 0.05%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M7                                       | FNMA_17-M7                                                            | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    491345 | PA      | $462498.28    | 0.01%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-13                                            | FNMA_17-13                                                            | CUSIP: 3136AVFH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     51450 | PA      | $46690.13     | 0.00%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M5                                       | FNMA_17-M5                                                            | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1576093 | PA      | $1459642.68   | 0.03%             | 2029-04-25      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M12                                      | FNMA_17-M12                                                           | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1660350 | PA      | $1557171.68   | 0.03%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-8                                             | FNMA_18-8                                                             | CUSIP: 3136B0VP8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    847722 | PA      | $740862.62    | 0.02%             | 2047-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-14                                            | FNMA_18-14                                                            | CUSIP: 3136B1FM1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    115844 | PA      | $107881.53    | 0.00%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_18-M3                                       | FNMA_18-M3                                                            | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    929775 | PA      | $853214.07    | 0.02%             | 2030-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_18-M4                                        | FNMA_18-M4                                                            | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1319931 | PA      | $1228700.01   | 0.03%             | 2028-03-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_18-M10                                      | FNMA_18-M10                                                           | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2683000 | PA      | $2557981.05   | 0.05%             | 2028-07-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_18-85                                     | FNMA_18-85                                                            | CUSIP: 3136B3QC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3640804 | PA      | $3554535.87   | 0.07%             | 2048-12-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| FNMA_19-8                                                        | FNMA_19-8                                                             | CUSIP: 3136B3W30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4052941 | PA      | $3670500.29   | 0.08%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-25                                            | FNMA_19-25                                                            | CUSIP: 3136B4B64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1899957 | PA      | $1724068.37   | 0.04%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_20-M5                                        | FNMA_20-M5                                                            | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5369750 | PA      | $4608400.31   | 0.09%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-48                                            | FNMA_20-48                                                            | CUSIP: 3136BATZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3104930 | PA      | $2656838.53   | 0.05%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-48                                            | FNMA_20-48                                                            | CUSIP: 3136BAUL6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2217824 | PA      | $1868522.96   | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-50                 | FNMA_20-50                                                            | CUSIP: 3136BAZX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3773666 | PA      | $3336391.66   | 0.07%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_21-M3                                        | FNMA_21-M3                                                            | CUSIP: 3136BDXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3578368 | PA      | $3366295.50   | 0.07%             | 2033-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_21-M3                                        | FNMA_21-M3                                                            | CUSIP: 3136BDXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  36192966 | PA      | $3234485.72   | 0.07%             | 2033-11-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-27                                            | FNMA_21-27                                                            | CUSIP: 3136BHAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4323310 | PA      | $3533363.72   | 0.07%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-78                 | FNMA_21-78                                                            | CUSIP: 3136BJVQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1775440 | PA      | $1544120.39   | 0.03%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR_21-78                                             | FNMA_21-78                                                            | CUSIP: 3136BJVY8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10290248 | PA      | $8554058.79   | 0.18%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M3                 | FNMA_22-M3                                                            | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16900000 | PA      | $13296597.21  | 0.27%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-11                 | FNMA_22-11                                                            | CUSIP: 3136BMEM6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5008136 | PA      | $4517749.40   | 0.09%             | 2047-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-28                 | FNMA_22-28C                                                           | CUSIP: 3136BMN38<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1915499 | PA      | $1684458.18   | 0.03%             | 2048-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M10                | FNMA_22-M10                                                           | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7800000 | PA      | $6342752.52   | 0.13%             | 2032-01-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-M1S                                           | FNMA_22-M1S                                                           | CUSIP: 3136BNET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8700000 | PA      | $7161104.85   | 0.15%             | 2032-04-25      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-M13                                           | FNMA_22-M13                                                           | CUSIP: 3136BNX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13271000 | PA      | $11490176.46  | 0.24%             | 2032-06-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31371LG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    167074 | PA      | $167426.48    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31371MSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5001 | PA      | $5000.54      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31371MT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30381 | PA      | $32293.73     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  20YR                                                            | CUSIP: 31371MWM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60137 | PA      | $61612.27     | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31371PAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    173580 | PA      | $187942.34    | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                             | FEDERAL REALTY INVESTMENT TRUST                                       | CUSIP: 313747AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1113357.40   | 0.02%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA MEGA 30YR REMIC-BACKED LTV >1                                    | CUSIP: 31374CR24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8828940 | PA      | $8202484.39   | 0.17%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA MEGA 30YR REMIC-BACKED LTV >1                                    | CUSIP: 31374CR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5200872 | PA      | $4832375.38   | 0.10%             | 2043-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP FHLMC_3688                       | FHLMC_3688                                                            | CUSIP: 3137A0ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    217806 | PA      | $231486.17    | 0.00%             | 2046-11-15      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3714                                           | FHLMC_3714                                                            | CUSIP: 3137A0WW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    129040 | PA      | $10047.11     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                                            | CUSIP: 3137A0XM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    303382 | PA      | $322680.48    | 0.01%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                                            | CUSIP: 3137A0Y41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    291278 | PA      | $313083.11    | 0.01%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                                            | CUSIP: 3137A0YK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    203232 | PA      | $219777.20    | 0.00%             | 2036-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3707                                           | FHLMC_3707                                                            | CUSIP: 3137A1DH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    323541 | PA      | $321452.83    | 0.01%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3802                                           | FHLMC_3802                                                            | CUSIP: 3137A6CE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    326613 | PA      | $12040.31     | 0.00%             | 2040-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3819                                           | FHLMC_3819                                                            | CUSIP: 3137A8N20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    310438 | PA      | $321358.35    | 0.01%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3852                                           | FHLMC_3852                                                            | CUSIP: 3137ABAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    165494 | PA      | $158099.97    | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3890                                           | FHLMC_3890                                                            | CUSIP: 3137ADLC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $1003166.50   | 0.02%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4015                                           | FHLMC_4015                                                            | CUSIP: 3137ANDK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1918026 | PA      | $1788133.75   | 0.04%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4048                                           | FHLMC_4048                                                            | CUSIP: 3137AQUG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    327716 | PA      | $322615.28    | 0.01%             | 2037-07-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4177                                           | FHLMC_4177                                                            | CUSIP: 3137B16U1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $845887.10    | 0.02%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4205                                           | FHLMC_4205                                                            | CUSIP: 3137B26P0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1915743 | PA      | $1616249.28   | 0.03%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC_4217                                                       | FHLMC_4217                                                            | CUSIP: 3137B2KH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1200000 | PA      | $1033746.60   | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4240                                           | FHLMC_4240                                                            | CUSIP: 3137B3TZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2000000 | PA      | $1857091.00   | 0.04%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4272                                           | FHLMC_4272                                                            | CUSIP: 3137B6DC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1146287 | PA      | $1155765.90   | 0.02%             | 2040-04-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_KS07                                                            | CUSIP: 3137BS6F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3600000 | PA      | $3424773.96   | 0.07%             | 2025-09-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K065                                                            | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1408000 | PA      | $1326367.54   | 0.03%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K065                                                            | CUSIP: 3137F1G51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    755000 | PA      | $717615.87    | 0.01%             | 2027-05-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K066                                                            | CUSIP: 3137F2LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1858000 | PA      | $1757342.48   | 0.04%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FHLMC_4742                                                            | CUSIP: 3137FCAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1265532 | PA      | $1147351.83   | 0.02%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070              | FHLMC_K070                                                            | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1311000 | PA      | $1246289.43   | 0.03%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_W5FX       | FHLMC_W5FX                                                            | CUSIP: 3137FG6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1256000 | PA      | $1165151.64   | 0.02%             | 2028-04-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081               | FHLMC_K081                                                            | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2245000 | PA      | $2180269.02   | 0.04%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_19-4880                                        | FHLMC_4880                                                            | CUSIP: 3137FLTS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1177603 | PA      | $1072856.03   | 0.02%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_KL05       | FHLMC_KL05                                                            | CUSIP: 3137FNAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  75000000 | PA      | $3668452.50   | 0.08%             | 2029-06-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5091                | FHLMC_5091                                                            | CUSIP: 3137FYM52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2565764 | PA      | $2096592.18   | 0.04%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                                            | CUSIP: 3137GARP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    158571 | PA      | $9230.18      | 0.00%             | 2040-10-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                                            | CUSIP: 3137GARQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    218931 | PA      | $21380.83     | 0.00%             | 2040-10-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5119                                           | FHLMC_5119                                                            | CUSIP: 3137H0RQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1520093 | PA      | $1228014.57   | 0.03%             | 2049-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFICATES SERIES FHMR_21-P011          | FHLMC_21-P011                                                         | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20828680 | PA      | $2603389.17   | 0.05%             | 2045-09-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5178B                                          | FHLMC_5178B                                                           | CUSIP: 3137H56A0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2551080 | PA      | $2186668.60   | 0.04%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5182                | FHLMC_5182                                                            | CUSIP: 3137H5CE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1599743 | PA      | $1408319.43   | 0.03%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5203                | FHLMC_5203                                                            | CUSIP: 3137H5YN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1028685 | PA      | $898560.12    | 0.02%             | 2048-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202                | FHLMC_5202                                                            | CUSIP: 3137H62P9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2311756 | PA      | $1993383.78   | 0.04%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5201                                           | FHLMC_5201                                                            | CUSIP: 3137H64V4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2324945 | PA      | $2068856.32   | 0.04%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5217                                           | FHLMC_5217                                                            | CUSIP: 3137H6SL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2029450 | PA      | $1844792.67   | 0.04%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K144             | FHLMC-K144                                                            | CUSIP: 3137H7M91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2320000 | PA      | $1960035.06   | 0.04%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K145        | FHLMC_K145                                                            | CUSIP: 3137H7QH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2320000 | PA      | $1980451.53   | 0.04%             | 2055-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144        | FHLMC_K145                                                            | CUSIP: 3137H7YZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8250000 | PA      | $6995623.80   | 0.14%             | 2055-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K146        | FHLMC_K146                                                            | CUSIP: 3137H7ZB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10324000 | PA      | $9073191.65   | 0.19%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                | IMOLA MERGER CORP                                                     | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1507606.49   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE PLAZA TRUST IPT_18-INDP                             | IPT_18-INDP                                                           | CUSIP: 45378YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $1923341.45   | 0.04%             | 2035-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST RAST_04-IP2               | RAST_04-IP2                                                           | CUSIP: 45660LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195246 | PA      | $194731.44    | 0.00%             | 2034-12-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                      | INEOS QUATTRO FINANCE 2 PLC                                           | CUSIP: 45674GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    990000 | PA      | $895464.18    | 0.02%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                          | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    317000 | PA      | $284707.57    | 0.01%             | 2026-07-01      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140K9TA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1069252 | PA      | $989181.75    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140K9W39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3328718 | PA      | $2958124.14   | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                          | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $242233.27    | 0.00%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                          | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1095054.50   | 0.02%             | 2049-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140KEB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6406701 | PA      | $5697080.24   | 0.12%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140KLYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2031287 | PA      | $1785949.17   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                          | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    298000 | PA      | $286046.79    | 0.01%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    239000 | PA      | $149058.35    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                            | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1543656.34   | 0.03%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $1820369.98   | 0.04%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 3140KSZM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2312802 | PA      | $1949520.55   | 0.04%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140LEJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1333671 | PA      | $1121234.04   | 0.02%             | 2033-11-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                     | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    887000 | PA      | $782679.27    | 0.02%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTERCHILE SA                                                    | INTERCHILE SA                                                         | CUSIP: 45846AAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    769000 | PA      | $641407.55    | 0.01%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                    | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    302000 | PA      | $253168.02    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                    | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    172000 | PA      | $122592.91    | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140LESQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1641279 | PA      | $1379456.07   | 0.03%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                                           | CUSIP: 3140LFSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4039962.45   | 0.08%             | 2035-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                    | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    390000 | PA      | $264873.24    | 0.01%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC                                     | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $312369.38    | 0.01%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                   | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2956000 | PA      | $1916891.45   | 0.04%             | 2042-06-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| INVESCO FINANCE PLC                                              | INVESCO FINANCE PLC                                                   | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    193000 | PA      | $185284.61    | 0.00%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP                                        | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $208136.74    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPERATING PARTNER                                    | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1413966.25   | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                  | AMERICAN AIRLINES/AADVANTAGE                                          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2328319.08   | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                                             | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1553434.20   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $966911.38    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                                                     | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    340000 | PA      | $295274.01    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | AID-ISRAEL                                                            | CUSIP: 465139VD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   5000000 | PA      | $4581523.90   | 0.09%             | 2024-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                                           | CUSIP: 3140LGA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8944364 | PA      | $8380403.68   | 0.17%             | 2030-05-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                                           | CUSIP: 3140LGA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6236000 | PA      | $5695340.98   | 0.12%             | 2031-02-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | AID - ISRAEL                                                          | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $1067085.09   | 0.02%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                              | ITALY (REPUBLIC OF)                                                   | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    323000 | PA      | $213659.03    | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140LGBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5565000 | PA      | $4972989.29   | 0.10%             | 2032-05-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140LGR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7921000 | PA      | $7356070.32   | 0.15%             | 2032-06-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | ABBOTT LABORATORIES                                                   | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    297000 | PA      | $294148.59    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $243141.18    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                                                     | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    530000 | PA      | $448222.73    | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                                                     | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    428000 | PA      | $422828.38    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140LH3S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4717000 | PA      | $4830565.83   | 0.10%             | 2032-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140LHSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3446851.90   | 0.07%             | 2032-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_06-A2                             | JPMMT_06-A2                                                           | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81576 | PA      | $77594.95     | 0.00%             | 2033-11-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_06-CB | JPMCC_06-CB15                                                         | CUSIP: 46627QBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873932 | PA      | $3046.53      | 0.00%             | 2043-06-12      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                            | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    614000 | PA      | $555044.43    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                            | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    830000 | PA      | $720243.36    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_07-A1                             | JPMMT_07-A1                                                           | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78251 | PA      | $75582.03     | 0.00%             | 2035-07-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_13-C12          | JPMBB_13-C12                                                          | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $1892729.21   | 0.04%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4813000 | PA      | $4121946.96   | 0.08%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                            | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5739000 | PA      | $4824014.76   | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140LHTF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3995273 | PA      | $3906812.11   | 0.08%             | 2032-11-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140LHXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6605000 | PA      | $6418327.51   | 0.13%             | 2032-11-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURI                                 | JPMBB_13-C17                                                          | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $595183.39    | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C1 | JPMCC_13-C16                                                          | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2645000 | PA      | $2607690.16   | 0.05%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                            | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    341000 | PA      | $318776.80    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ACADEMIC LOAN FUNDING TRUST ALFT                                 | ALFT_13-1A                                                            | CUSIP: 00389VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534307 | PA      | $500841.20    | 0.01%             | 2044-12-26      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMBB_14-C23                                                     | JPMBB_14-C23                                                          | CUSIP: 46643ABD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485836 | PA      | $469616.72    | 0.01%             | 2047-09-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_15-C28          | JPMBB_15-C28                                                          | CUSIP: 46644FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2443579 | PA      | $2305908.06   | 0.05%             | 2048-10-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1343306.89   | 0.03%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC                                          | ACTIVISION BLIZZARD INC                                               | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   3736000 | PA      | $2306127.52   | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2272347.81   | 0.05%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO.                                                  | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2326520.95   | 0.05%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                                                       | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $766953.51    | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD                   | ADANI INTL CONTAINER TERMINAL                                         | CUSIP: 00654UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    796875 | PA      | $628646.03    | 0.01%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | ADIENT GLOBAL HOLDINGS LTD                                            | CUSIP: 00687YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1055000 | PA      | $981834.84    | 0.02%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH AND HOSPITALS CORP                               | ADVOCATE HEALTH & HOSPITALS CORP                                      | CUSIP: 007589AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $193577.29    | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8502000 | PA      | $7403289.01   | 0.15%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2103000 | PA      | $1850949.81   | 0.04%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                                                | CUSIP: 3140LW2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1278369 | PA      | $1265306.13   | 0.03%             | 2052-11-01      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/6M 30D SOFR ARM                                                 | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    741344 | PA      | $707126.97    | 0.01%             | 2052-08-01      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1828118.65   | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12437000 | PA      | $11507614.08  | 0.24%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAPITAL DAC/AERCAP                                     | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $495762.51    | 0.01%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP DAC/AERCAP TRST                                    | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $383489.96    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 3140MFNC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6881442 | PA      | $5800518.71   | 0.12%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1377754 | PA      | $1132151.92   | 0.02%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1320334.81   | 0.03%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2027340.20   | 0.04%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1025003 | PA      | $874251.11    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1650654 | PA      | $1404435.94   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAPITAL DAC/AERCAP                                     | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    215000 | PA      | $203416.55    | 0.00%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAPITAL DAC / AERCA                                    | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1285000 | PA      | $1305378.85   | 0.03%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAPITAL DAC/AERCAP                                     | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    990000 | PA      | $982633.07    | 0.02%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAPITAL DAC / AERCA                                    | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    980000 | PA      | $950485.35    | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1691412.75   | 0.03%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATIONAL LIFE GLOBAL FD                                       | CUSIP: 46849LTC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $267488.28    | 0.01%             | 2025-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP DAC/AERCAP                                         | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5104000 | PA      | $4910529.00   | 0.10%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAP/AERCAP GLOBAL                                      | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    220000 | PA      | $203157.07    | 0.00%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | JAZZ SECURITIES DAC                                                   | CUSIP: 47216FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1250000 | PA      | $1122055.89   | 0.02%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                       | CUSIP: 476556CX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146248.55    | 0.00%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                                                  | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2956352 | PA      | $2919816.81   | 0.06%             | 2052-08-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7/6M 30D SOFR ARM                                                | CUSIP: 3140MMX37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3350158 | PA      | $3272085.16   | 0.07%             | 2052-08-01      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/AERCAP GLOBAL                                      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $166165.54    | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP DAC/AERCAP GLOB                                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    235000 | PA      | $197233.42    | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT COMPA                                    | CUSIP: 476556DC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $250951.32    | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                       | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1114669.47   | 0.02%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/AERCAP GLOBAL                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $175795.45    | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                       | ADVANCED MICRO DEVICES INC                                            | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2544726.29   | 0.05%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10/6M 30D SOFR ARM                                               | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2898511 | PA      | $2787196.59   | 0.06%             | 2052-07-01      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                                                  | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3238233 | PA      | $3166551.08   | 0.07%             | 2052-07-01      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    201000 | PA      | $214714.56    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                                                             | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $923198.55    | 0.02%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KSBA_12-2                                                        | KSBA_12-2                                                             | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826427 | PA      | $12894.58     | 0.00%             | 2038-08-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                         | KLA CORP                                                              | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    925000 | PA      | $670608.64    | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                                                | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2209994 | PA      | $2169174.14   | 0.04%             | 2052-11-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 5/6M 30D SOFR ARM                                                  | CUSIP: 3140MSRD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2375000 | PA      | $2359282.27   | 0.05%             | 2052-12-01      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                         | KLA CORP                                                              | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    788000 | PA      | $739561.91    | 0.02%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KSBA_13-2                                                        | KSBA_13-2                                                             | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1327719 | PA      | $38827.82     | 0.00%             | 2039-03-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                                              | CUSIP: 008513AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1448038.44   | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                                              | CUSIP: 008513AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $304332.73    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                                                  | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3748847 | PA      | $3698843.48   | 0.08%             | 2052-08-01      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                                                  | CUSIP: 3140MX6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1879943 | PA      | $1790503.42   | 0.04%             | 2052-08-01      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| KSBA_14-2                                                        | KSBA_14-2                                                             | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344521 | PA      | $21834.35     | 0.00%             | 2040-04-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION                                           | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $924894.41    | 0.02%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                                              | CUSIP: 008513AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888000 | PA      | $816629.16    | 0.02%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2013-1A PTT                                           | AIR CANADA                                                            | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1368090 | PA      | $1241285.50   | 0.03%             | 2025-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIR CANADA PASS THROUGH CERTIFICATES SERIES 2017-1               | AIR CANADA 2017-1AA PTT                                               | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    305357 | PA      | $258296.79    | 0.01%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1A PASS THROUGH TRUST                            | AIR CANADA 2017-1A PTT                                                | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    432589 | PA      | $340177.90    | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7/6M 30D SOFR ARM                                                | CUSIP: 3140MYA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    863207 | PA      | $837266.75    | 0.02%             | 2052-09-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                                             | CUSIP: 3140Q9U92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    394967 | PA      | $386964.70    | 0.01%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                 | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    177000 | PA      | $173773.91    | 0.00%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                 | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208913.21    | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                 | KANSAS CITY POWER & LIGHT COMPANY                                     | CUSIP: 485134BM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $718797.78    | 0.01%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                 | KANSAS CITY POWER & LIGHT COMPANY                                     | CUSIP: 485134BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $324898.06    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                 | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338070.95    | 0.01%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE SA                                           | AIR LIQUIDE FINANCE SA                                                | CUSIP: 00913RAC0<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $308288.52    | 0.01%             | 2023-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140QA2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30148 | PA      | $29098.49     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140QAMZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3851774 | PA      | $3702509.86   | 0.08%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                 | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191510.80    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                 | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    515000 | PA      | $485687.89    | 0.01%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QDLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4044469 | PA      | $3565817.79   | 0.07%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6114524 | PA      | $5261889.84   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                 | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    749000 | PA      | $693520.08    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC                                   | AIR PRODUCTS & CHEMICALS INC                                          | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    566000 | PA      | $504132.27    | 0.01%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                             | KANSAS CITY SOUTHERN                                                  | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    494000 | PA      | $429719.01    | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                               | KENNEDY-WILSON INC                                                    | CUSIP: 489399AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1137263.94   | 0.02%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                        | AIRBUS GROUP SE                                                       | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    409000 | PA      | $380244.11    | 0.01%             | 2027-04-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                        | AIRBUS GROUP SE                                                       | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $122329.85    | 0.00%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic Of)                                              | KENYA (REPUBLIC OF)                                                   | CUSIP: 491798AH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $310297.34    | 0.01%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic Of)                                              | KENYA (REPUBLIC OF)                                                   | CUSIP: 491798AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | KE        |    900000 | PA      | $767637.77    | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QEEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2241731 | PA      | $2057205.58   | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3570217 | PA      | $3078457.03   | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_21-B                              | AJAXM_21-B                                                            | CUSIP: 00970LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2989987 | PA      | $2758279.88   | 0.06%             | 2066-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                           | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    282000 | PA      | $248098.63    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic Of)                                              | KENYA (REPUBLIC OF)                                                   | CUSIP: 491798AL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KE        |    790000 | PA      | $608757.51    | 0.01%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                             | KEURIG DR PEPPER INC                                                  | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59376.03     | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12429221 | PA      | $10585089.38  | 0.22%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS                                                        | CUSIP: 3140QGJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4989306 | PA      | $4578206.34   | 0.09%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                           | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1081000 | PA      | $950081.87    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                                                 | CUSIP: 010392EC8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162052.32    | 0.00%             | 2033-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                | KIMCO REALTY CORPORATION                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1228225.54   | 0.03%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                                      | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    710000 | PA      | $607825.17    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5979810 | PA      | $4915939.72   | 0.10%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3939475 | PA      | $3464674.35   | 0.07%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                                                     | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $754836.20    | 0.02%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                                                     | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2763000 | PA      | $2495372.75   | 0.05%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                                                 | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74397.02     | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                                                 | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    360000 | PA      | $248586.29    | 0.01%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    956821 | PA      | $824865.75    | 0.02%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS                                                        | CUSIP: 3140QKWD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5899147 | PA      | $5412909.83   | 0.11%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | KINETIK HOLDINGS LP                                                   | CUSIP: 49461MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $590401.49    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                              | KLABIN AUSTRIA GMBH                                                   | CUSIP: 49836AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    300000 | PA      | $295833.59    | 0.01%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5733449 | PA      | $4874176.47   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5294051 | PA      | $4648309.03   | 0.10%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC  | ALBERTSONS COMPANIES LLC/SAFEWAY                                      | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3457063.43   | 0.07%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                       | ALCOA NEDERLAND HOLDING BV                                            | CUSIP: 013822AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1950000 | PA      | $1919958.92   | 0.04%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | KROGER CO                                                             | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    240000 | PA      | $202707.48    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | KROGER CO                                                             | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    682000 | PA      | $551848.26    | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QMDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7312564 | PA      | $6291046.31   | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5283372 | PA      | $4511419.93   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                         | LABL ESCROW ISSUER LLC                                                | CUSIP: 50168AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $863800.10    | 0.02%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1982464.47   | 0.04%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                          | ALEXANDER FUNDING TRUST                                               | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1481061.22   | 0.03%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES                                       | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118097.91    | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2533822 | PA      | $2163610.06   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7696000 | PA      | $6571553.97   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES                                       | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $171202.64    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES                                       | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    341000 | PA      | $331914.74    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL COMMERCIAL MORTGAGE SECURITIES LLC LCCM_13-GCP    | LCCM_13-GCP                                                           | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1367037.08   | 0.03%             | 2036-02-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_21-RTL1                               | LHOME_21-RTL1                                                         | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2205000 | PA      | $2090560.94   | 0.04%             | 2026-09-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QQ4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    755027 | PA      | $797147.11    | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QQGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2475536 | PA      | $2559028.94   | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES                                       | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $167638.10    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                     | ALIMENTATION COUCHE-TARD INC                                          | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    433000 | PA      | $305361.43    | 0.01%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC                                                      | CUSIP: 50212YAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $430744.72    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPMS_21-1A                                                       | LPMS_21-1A                                                            | CUSIP: 50214GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6824179.69   | 0.14%             | 2041-04-15      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INCORPORATE                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    840000 | PA      | $802826.52    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                               | ATLAS LUXCO 4 SARL/ALLIED UNIV                                        | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    910000 | PA      | $752081.18    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPLMS_21-2                                                       | LPLMS_21-2A                                                           | CUSIP: 50214JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7381000 | PA      | $6757651.48   | 0.14%             | 2029-01-15      | Fixed         | 2.33%                 | No            |                  3 | On Loan: No      |
| LSEGA FINANCING PLC                                              | LSEGA FINANCING PLC                                                   | CUSIP: 50220PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    721000 | PA      | $614048.43    | 0.01%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QQWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1187651 | PA      | $1246198.45   | 0.03%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140X54C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    912022 | PA      | $876464.91    | 0.02%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                | LYB INTERNATIONAL FINANCE III LLC                                     | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $328967.61    | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | LAMAR MEDIA CORP                                                      | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $847150.17    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140X5YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4239372 | PA      | $4026504.70   | 0.08%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140X7TJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1467109 | PA      | $1451219.67   | 0.03%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | ALLISON TRANSMISSION INC                                              | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $967116.49    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                 | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19100000 | PA      | $19381840.75  | 0.40%             | 2053-01-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC                                              | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1038061.93   | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                       | LEIDOS INC                                                            | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $148462.47    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                                                  | CUSIP: 3140XBKE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4469964 | PA      | $4101457.36   | 0.08%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XBXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2475018 | PA      | $2117562.75   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                 | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14600000 | PA      | $14950032.23  | 0.31%             | 2053-01-12      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                 | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11100000 | PA      | $11348776.64  | 0.23%             | 2053-02-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_19-2A                                 | LFT_19-2A                                                             | CUSIP: 52604AAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $3745083.71   | 0.08%             | 2028-04-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| LDPT_20-REV1                                                     | LDPT_20-REV1                                                          | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3708000 | PA      | $3599429.76   | 0.07%             | 2028-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                           | ALLYA_22-3                                                            | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013000 | PA      | $1021072.39   | 0.02%             | 2031-06-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-1                           | ALLYA_22-1                                                            | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2356000 | PA      | $2293494.14   | 0.05%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A                | LDPT_21-A                                                             | CUSIP: 52607FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2103685 | PA      | $2086493.24   | 0.04%             | 2028-12-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A                | LDPT_21-A                                                             | CUSIP: 52607FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3805000 | PA      | $3599724.44   | 0.07%             | 2028-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-2                           | ALLYA_22-2                                                            | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2019000 | PA      | $2011182.23   | 0.04%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                   | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $484907.51    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-B                | LDPT_21-B                                                             | CUSIP: 52607HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4852000 | PA      | $4641747.31   | 0.10%             | 2029-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                                             | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1314374.26   | 0.03%             | 2031-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2012854 | PA      | $1759071.86   | 0.04%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3842299 | PA      | $3449937.54   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                                                      | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1375000 | PA      | $1028412.10   | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA                                              | CUSIP: 02156TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    905000 | PA      | $534344.78    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    550000 | PA      | $487832.69    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    594000 | PA      | $443589.83    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                                             | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4029373.50   | 0.08%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                        | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    725000 | PA      | $519518.91    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                        | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917278.01    | 0.02%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XCW38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2827547 | PA      | $2414783.94   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4170884 | PA      | $3551972.89   | 0.07%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                        | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1931020.55   | 0.04%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                        | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $2305915.61   | 0.05%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XEAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1121375 | PA      | $1085427.09   | 0.02%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4818134 | PA      | $3950291.50   | 0.08%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION                                                    | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211205.75    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                          | AMERICA MOVIL SAB DE CV                                               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    662000 | PA      | $565530.15    | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XFWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3241987 | PA      | $3042661.87   | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6888698 | PA      | $5643658.84   | 0.12%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                          | AMERICA MOVIL SAB DE CV                                               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    795000 | PA      | $723928.13    | 0.01%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS A                                 | AMERICAN AIRLINES 2016-3 AA                                           | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1266654 | PA      | $1095695.86   | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC                                     | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1636474.24   | 0.03%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                         | ABC SUPPLY CO INC                                                     | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $788975.30    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13463979 | PA      | $12603886.58  | 0.26%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1486848 | PA      | $1331299.79   | 0.03%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                              | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165625.82    | 0.00%             | 2024-12-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1246728.88   | 0.03%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2325678 | PA      | $2045679.98   | 0.04%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4416250 | PA      | $3941633.20   | 0.08%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XGVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3787469 | PA      | $3192602.14   | 0.07%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25513497 | PA      | $23161519.53  | 0.48%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16281113 | PA      | $14618039.32  | 0.30%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9530384 | PA      | $8505446.61   | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3          | AMXCA_22-3                                                            | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4380000 | PA      | $4279791.29   | 0.09%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-4          | AMXCA_22-4                                                            | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273000 | PA      | $3298164.46   | 0.07%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5435943 | PA      | $4808170.07   | 0.10%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2140251 | PA      | $1804102.53   | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AH4R_14-SFR2                                                     | AH4R_14-SFR2                                                          | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2230161 | PA      | $2132834.38   | 0.04%             | 2036-10-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| AH4R_14-SFR2                                                     | AH4R_14-SFR2                                                          | CUSIP: 02665UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486261.75    | 0.01%             | 2036-10-17      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3                           | AH4R_14-SFR3                                                          | CUSIP: 02665XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982054 | PA      | $941341.03    | 0.02%             | 2036-12-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3                           | AH4R_14-SFR3                                                          | CUSIP: 02665XAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194474.42    | 0.00%             | 2036-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3                           | AH4R_14-SFR3                                                          | CUSIP: 02665XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $982810.10    | 0.02%             | 2036-12-17      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR1                               | AH4R_15-SFR1                                                          | CUSIP: 02666AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071619 | PA      | $1011183.08   | 0.02%             | 2052-04-17      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR1                               | AH4R_15-SFR1                                                          | CUSIP: 02666AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1111083.77   | 0.02%             | 2052-04-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8379648 | PA      | $7746226.84   | 0.16%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2178437 | PA      | $1979105.31   | 0.04%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12385072 | PA      | $11119977.67  | 0.23%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                                                  | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13498358 | PA      | $13173928.73  | 0.27%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                 | ACCO BRANDS CORP                                                      | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1060634.91   | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                                                      | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $726760.98    | 0.01%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                                                      | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $486251.15    | 0.01%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| ACC TRUST ACC_21-1                                               | ACC_21-1                                                              | CUSIP: 00091KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2128611.59   | 0.04%             | 2024-12-20      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ACC TRUST ACC_21-1                                               | ACC_21-1                                                              | CUSIP: 00091KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5085870.92   | 0.10%             | 2027-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                                          | CUSIP: 00115AAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $305274.97    | 0.01%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                                          | CUSIP: 00115AAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $381981.53    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | AGL CAPITAL CORP                                                      | CUSIP: 001192AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $157940.56    | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    957000 | PA      | $852713.21    | 0.02%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                    | AIA GROUP LTD                                                         | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    500000 | PA      | $470088.19    | 0.01%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                    | AIA GROUP LTD                                                         | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    540000 | PA      | $387422.58    | 0.01%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB GROUP PLC                                                         | CUSIP: 00135TAA2<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    577000 | PA      | $570547.57    | 0.01%             | 2023-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB GROUP PLC                                                         | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    655000 | PA      | $633964.46    | 0.01%             | 2025-04-10      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMERICA GLOBAL FINANCING                                  | AIG SUNAMERICA GLOBAL FINANCING X                                     | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |    199000 | PA      | $212435.34    | 0.00%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_20-SFR2                                          | AMSR_20-SFR2                                                          | CUSIP: 00178UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3623025.60   | 0.07%             | 2037-07-17      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR1                                          | AMSR_21-SFR1                                                          | CUSIP: 00179DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1741884.08   | 0.04%             | 2038-06-17      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR1                                          | AMSR_21-SFR1                                                          | CUSIP: 00179DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1739810.93   | 0.04%             | 2038-06-17      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR2                                          | AMSR_21-SFR2                                                          | CUSIP: 00179VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4128621.12   | 0.08%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR2                                          | AMSR_21-SFR2                                                          | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $4475616.08   | 0.09%             | 2026-08-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_22-SFR1                                          | AMSR_22-SFR1                                                          | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $7533823.53   | 0.15%             | 2039-03-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_20-SFR3                                          | AMSR_20-SFR3                                                          | CUSIP: 001807AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3206590.56   | 0.07%             | 2037-09-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                          | AMSR_21-SFR3                                                          | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3845000 | PA      | $3216756.22   | 0.07%             | 2038-10-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)                         | ANZ NEW ZEALAND INTL/LDN                                              | CUSIP: 00182EBM0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    298000 | PA      | $246406.64    | 0.01%             | 2030-02-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ANTLER MORTGAGE TRUST ANTLR_21-RTL1                              | ANTLR_21-RTL1                                                         | CUSIP: 00201QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3399000 | PA      | $3234639.32   | 0.07%             | 2024-11-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ANTLER MORTGAGE TRUST ANTLR_21-RTL1                              | ANTLR_21-RTL1                                                         | CUSIP: 00201QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4600000 | PA      | $4090125.42   | 0.08%             | 2025-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                           | APT PIPELINES LTD                                                     | CUSIP: 00205GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    194000 | PA      | $181203.06    | 0.00%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    951000 | PA      | $847467.47    | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    908000 | PA      | $677657.94    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                              | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    107000 | PA      | $90525.88     | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                              | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    889000 | PA      | $601822.36    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $3817880.62   | 0.08%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                              | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2291618.15   | 0.05%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $1772919.10   | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASB BANK LTD                                                     | ASB BANK LTD                                                          | CUSIP: 00216LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |    293000 | PA      | $284518.15    | 0.01%             | 2024-05-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                  | AMERICAN AIRLINES/AADVANTAGE                                          | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $865496.42    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_16-K5                                 | FREMF_16-K59                                                          | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2383000 | PA      | $2288119.66   | 0.05%             | 2049-11-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_19-K92                                | FREMF_19-K92                                                          | CUSIP: 302973AG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5413770.60   | 0.11%             | 2052-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_20-K737                               | FREMF_20-K737                                                         | CUSIP: 30300SAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3653796.40   | 0.08%             | 2053-01-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                    | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2124338.78   | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F&G GLOBAL FUNDING                                                    | CUSIP: 30321L2A9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $115878.70    | 0.00%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                                         | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $3610582.80   | 0.07%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                                         | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3709000 | PA      | $3084649.94   | 0.06%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                                         | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2781000 | PA      | $2306458.78   | 0.05%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_21-3FP                                     | FREED_21-3FP                                                          | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2230000 | PA      | $2028868.50   | 0.04%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_239                                       | FHLMC_239                                                             | CUSIP: 31282YNU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    181226 | PA      | $24778.54     | 0.00%             | 2036-08-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR BI-WEEKLY                                                  | CUSIP: 31288LRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51189 | PA      | $51895.92     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR BI-WEEKLY                                                  | CUSIP: 31288LUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    340878 | PA      | $354637.20    | 0.01%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 10/1 12M LIBOR ARM                                              | CUSIP: 31288QFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3255327 | PA      | $3288361.81   | 0.07%             | 2045-09-01      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 7/1 HYBRID ARM                                                  | CUSIP: 31288QFY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    724535 | PA      | $702160.56    | 0.01%             | 2049-05-01      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 5/1 12M LIBOR ARM                                               | CUSIP: 31288QL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1499463 | PA      | $1488788.92   | 0.03%             | 2049-03-01      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/1 12M Libor ARM                                                  | CUSIP: 31288QRC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3392486 | PA      | $3398768.95   | 0.07%             | 2048-04-01      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/1 12M Libor ARM                                                  | CUSIP: 31288QRD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1666430 | PA      | $1689921.41   | 0.03%             | 2047-09-01      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    312000 | PA      | $270554.10    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $2048487.25   | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC                                                 | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    650000 | PA      | $575522.27    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC                                                 | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $892211.31    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAPITAL LLC                                            | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $915527.18    | 0.02%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                | OWENS & MINOR INC                                                     | CUSIP: 690732AE2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    865000 | PA      | $834613.15    | 0.02%             | 2024-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC.                              | OWENS-BROCKWAY GLASS CONTAINER INC                                    | CUSIP: 69073TAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1143623.16   | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPRORATION III                                | OWL ROCK CAPITAL CORP III                                             | CUSIP: 69122JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1154000 | PA      | $955341.12    | 0.02%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                        | CUSIP: 693304AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $323475.48    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                        | CUSIP: 693304BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1011413.73   | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    816000 | PA      | $746700.31    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    610000 | PA      | $555082.27    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY                                                | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $154596.81    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY FUNDING LLC                                    | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $261273.75    | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY FUNDING LLC                                    | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $485060.63    | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                              | PGT INNOVATIONS INC                                                   | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    785000 | PA      | $657545.61    | 0.01%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | PERFORMANCE FOOD GROUP INC                                            | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1158955.95   | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2796000 | PA      | $2922608.72   | 0.06%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC BANK NATIONAL ASSOCIATION                                    | PNC BANK NA                                                           | CUSIP: 69349LAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284561.03    | 0.01%             | 2023-01-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                               | PPG INDUSTRIES INC                                                    | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    213000 | PA      | $188821.48    | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_20-1                                               | PRPM_21-1                                                             | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3117894 | PA      | $2832235.80   | 0.06%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3                        | PRPM_21-2                                                             | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2185846 | PA      | $1982659.49   | 0.04%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL6                | PRET_21-NPL6                                                          | CUSIP: 69362GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3720058 | PA      | $3436822.74   | 0.07%             | 2051-07-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_22-NPL1                                            | PRET_22-NPL1                                                          | CUSIP: 69362NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4077648 | PA      | $3641327.70   | 0.07%             | 2052-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                          | PTC INC                                                               | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    880000 | PA      | $796476.78    | 0.02%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $1948244.11   | 0.04%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    183000 | PA      | $122080.20    | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $330654.65    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    435000 | PA      | $399983.47    | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1352119.81   | 0.03%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    676000 | PA      | $578815.59    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $654562.01    | 0.01%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2643000 | PA      | $2070673.60   | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397B28<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1997233.08   | 0.04%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397B69<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $551113.09    | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397B77<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1362517.37   | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC                                              | CUSIP: 345397B93<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1234984.43   | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                                                  | CUSIP: 31288QUY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2938068 | PA      | $2817380.77   | 0.06%             | 2052-10-01      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHSTR_12-262                                   | FHLMC_262                                                             | CUSIP: 3128HXKY0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2114470 | PA      | $1976053.94   | 0.04%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397XU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1576134.39   | 0.03%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397ZR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1863622.49   | 0.04%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    435000 | PA      | $340513.85    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    734000 | PA      | $549639.84    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                       | FORTIS INC                                                            | CUSIP: 349553AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    620000 | PA      | $575918.86    | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST FFIN_19-1A                              | FFIN_19-1A                                                            | CUSIP: 35041JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293480 | PA      | $287390.47    | 0.01%             | 2034-11-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST FFIN_20-1                               | FFIN_20-1A                                                            | CUSIP: 35041KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1463781 | PA      | $1402903.18   | 0.03%             | 2040-07-16      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_21-2         | FCRT_21-2                                                             | CUSIP: 35105UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $785496.39    | 0.02%             | 2027-09-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN1                   | MSCR_21-MN1                                                           | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3152052 | PA      | $2949814.66   | 0.06%             | 2051-01-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN1                   | MSCR_21-MN1                                                           | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $893074.00    | 0.02%             | 2051-01-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4                   | MSCR_22-MN4                                                           | CUSIP: 35563HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975560 | PA      | $3913164.44   | 0.08%             | 2052-05-25      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4                   | MSCR_22-MN4                                                           | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2456160.50   | 0.05%             | 2052-05-25      | Variable      | 10.44%                | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY                                      | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387050.89    | 0.01%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $838738.38    | 0.02%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN2                   | MSCR_21-MN2                                                           | CUSIP: 35563JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $6260399.65   | 0.13%             | 2041-07-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-4                          | FHLMC_18-4                                                            | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3817300 | PA      | $2993214.75   | 0.06%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                          | SCRT_19-3                                                             | CUSIP: 35563PLJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1570000 | PA      | $1335810.01   | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCRT_19-4                                                        | SCRT_19-4                                                             | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1800936 | PA      | $1673764.53   | 0.03%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                     | SLST_18-2                                                             | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3136977 | PA      | $2939262.94   | 0.06%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_22-1FP                                     | FREED_22-1FP                                                          | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $3839851.41   | 0.08%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FREEDOM FINANCIAL FREED_21-1CP                                   | FREED_21-1CP                                                          | CUSIP: 35635BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929619 | PA      | $924524.42    | 0.02%             | 2028-03-20      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FREEDOM FINANCIAL FREED_21-2                                     | FREED_21-2                                                            | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2235121.83   | 0.05%             | 2028-06-19      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                                                  | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1304793.97   | 0.03%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                                                  | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2546035.67   | 0.05%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                                                  | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    464000 | PA      | $423407.97    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                                                  | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $972125.70    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP                                                            | CUSIP: 695114CG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212537.18    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP                                                            | CUSIP: 695114CV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1302514.81   | 0.03%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1284376.03   | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER PTY LTD                                         | GAIF BOND ISSUER PTY LTD                                              | CUSIP: 361435AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    314000 | PA      | $290944.27    | 0.01%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                                                 | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $599682.65    | 0.01%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                                                 | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    980000 | PA      | $852583.84    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                                                 | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $318894.16    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II REVERSE MTG                                                   | CUSIP: 36179ACN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12723 | PA      | $12475.11     | 0.00%             | 2063-05-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    564825 | PA      | $568158.07    | 0.01%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4055638 | PA      | $4079574.04   | 0.08%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2211124 | PA      | $2122801.51   | 0.04%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179TUD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1477378 | PA      | $1491245.25   | 0.03%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179TXX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1538126 | PA      | $1548646.04   | 0.03%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1112380 | PA      | $1093824.53   | 0.02%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP                                                            | CUSIP: 695114CZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1393479.09   | 0.03%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                        | PACKAGING CORP OF AMERICA                                             | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    268000 | PA      | $205775.92    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179TZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2450966 | PA      | $2466962.92   | 0.05%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    493900 | PA      | $496505.76    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-1                         | PAID_21-1                                                             | CUSIP: 69547JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4498146 | PA      | $4089062.80   | 0.08%             | 2027-11-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                   | PAKISTAN (ISLAMIC REPUBLIC OF)                                        | CUSIP: 695847AS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PK        |   1100000 | PA      | $435938.05    | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    380465 | PA      | $382085.94    | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8470108 | PA      | $7347084.64   | 0.15%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | PANTHER BF AGGREGATOR 2 LP                                            | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    556000 | PA      | $544053.31    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                           | PAR PHARMACEUTICAL INC                                                | CUSIP: 69888XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $596621.41    | 0.01%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13163396 | PA      | $12457101.05  | 0.26%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1M 1Y CMT ARM                                                   | CUSIP: 3617F5YU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5914799 | PA      | $6156173.21   | 0.13%             | 2072-04-20      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                                                | CUSIP: 699149AF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |   1800000 | PA      | $1574737.99   | 0.03%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                                                | CUSIP: 699149AH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |   1629000 | PA      | $1409085.00   | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617F96J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    673013 | PA      | $604710.82    | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617FSXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    345394 | PA      | $307228.96    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Park Aerospace                                                   | PARK AEROSPACE HOLDINGS LTD                                           | CUSIP: 70014LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    188000 | PA      | $185687.31    | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Park Aerospace                                                   | PARK AEROSPACE HOLDINGS LTD                                           | CUSIP: 70014LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    175000 | PA      | $174562.15    | 0.00%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617G1E38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    649773 | PA      | $605280.18    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617GGQ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179019 | PA      | $170414.19    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617GGSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    257145 | PA      | $244784.55    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617GGSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175581 | PA      | $167141.36    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_264                                            | FHLMC_264                                                             | CUSIP: 3128HXMV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    269193 | PA      | $244065.64    | 0.01%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                      | CUSIP: 3128M52J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60814 | PA      | $64217.24     | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617GGTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    182053 | PA      | $173402.03    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617HXWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1036444 | PA      | $1007742.10   | 0.02%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617J76E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    925172 | PA      | $931198.29    | 0.02%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617K1YJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1398013 | PA      | $1361689.16   | 0.03%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617LD6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    697868 | PA      | $697797.41    | 0.01%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617LE6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    827992 | PA      | $796639.55    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                      | CUSIP: 3128M5A75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    376906 | PA      | $393921.86    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                      | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2795894 | PA      | $2520046.21   | 0.05%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                      | PARKER HANNIFIN CORPORATION                                           | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2577000 | PA      | $2504119.97   | 0.05%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                      | PARKER HANNIFIN CORPORATION                                           | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1652164.52   | 0.03%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617LEY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    191490 | PA      | $181693.51    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617LNSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4810439 | PA      | $4450324.90   | 0.09%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                      | CUSIP: 3128MJYZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1068410 | PA      | $994398.56    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 20YR                                                            | CUSIP: 3128P7C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114898 | PA      | $116137.07    | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST PNFED_22-A                   | PNFED_22-A                                                            | CUSIP: 706874AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $1892243.10   | 0.04%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST PNFED_22-A                   | PNFED_22-A                                                            | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    948000 | PA      | $931673.64    | 0.02%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                            | CUSIP: 312927B88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79139 | PA      | $81665.16     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 1YR CMT ARM                                                     | CUSIP: 31300LJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36546 | PA      | $37098.50     | 0.00%             | 2036-07-01      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC COMPANY                                    | PENNSYLVANIA ELECTRIC COMPANY                                         | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1236311.94   | 0.03%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                                            | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $348232.08    | 0.01%             | 2023-03-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617LRZZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1851715 | PA      | $1806899.31   | 0.04%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617LWTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1513025 | PA      | $1498045.48   | 0.03%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                      | PENSKE AUTOMOTIVE GROUP INC                                           | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    903000 | PA      | $733373.68    | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEPPERDINE UNIVERSITY                                            | PEPPERDINE UNIVERSITY                                                 | CUSIP: 71338QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $351499.43    | 0.01%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (THE REPUBLIC OF)                                                | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     98000 | PA      | $97238.73     | 0.00%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (REPUBLIC OF)                                                    | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    645000 | PA      | $509834.18    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617M2K57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3713950 | PA      | $3450540.99   | 0.07%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617M2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8249270 | PA      | $7579989.82   | 0.16%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (REPUBLIC OF)                                                    | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    499000 | PA      | $326141.04    | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                   | CUSIP: 71654QBV3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $944485.01    | 0.02%             | 2025-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617M2KD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    641991 | PA      | $611751.14    | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617MJMX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1244457 | PA      | $1151188.20   | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                   | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1100000 | PA      | $925537.68    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                   | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    720000 | PA      | $546349.23    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617MJMY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    921907 | PA      | $878155.52    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617MJMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    886078 | PA      | $844024.92    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP                                        | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1839537.44   | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | PFIZER INC                                                            | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2949000 | PA      | $2143601.85   | 0.04%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617MJNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1280647 | PA      | $1176749.76   | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617MJNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1192908 | PA      | $1100555.33   | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | PFIZER INC                                                            | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1378113.73   | 0.03%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                        | PG&E RECOVERY FND LLC                                                 | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $841055.27    | 0.02%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 12M LIBOR ARM                                                   | CUSIP: 31300LUY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88996 | PA      | $90039.96     | 0.00%             | 2040-07-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                                                | CUSIP: 3131Y1WR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1198230 | PA      | $1175236.14   | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                       | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1070918.90   | 0.02%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                       | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $2016258.74   | 0.04%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR                                      | CUSIP: 3132AEN51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2199554 | PA      | $2091621.59   | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR                                      | CUSIP: 3132AEQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1291016 | PA      | $1194372.86   | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS SUPER                                                 | CUSIP: 3132D9JA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1622510 | PA      | $1367653.68   | 0.03%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS SUPER                                                 | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2899156 | PA      | $2443820.09   | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $3037507.48   | 0.06%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1541409.50   | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS SUPER                                                 | CUSIP: 3132D9LF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2966145 | PA      | $2500308.42   | 0.05%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DM5S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6148189 | PA      | $5234972.51   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DMW43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    933035 | PA      | $795530.64    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DNH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1007911 | PA      | $900587.42    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                      | PHILLIPS 66                                                           | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36747.12     | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                   | PHILLIPS 66                                                           | CUSIP: 718547AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $160348.37    | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  17699123 | PA      | $15891234.62  | 0.33%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC UMBS 30YR SUPER                                                 | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2533102 | PA      | $2445223.26   | 0.05%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6153850 | PA      | $5291316.24   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR REVERSE REMIC GIAN                                    | CUSIP: 3132FCAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24621 | PA      | $24985.86     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                   | PHILLIPS 66                                                           | CUSIP: 718547AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $229394.52    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                               | PIONEER NATURAL RESOURCES COMPANY                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    436000 | PA      | $342122.49    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 20YR  LTV >125                                             | CUSIP: 3132G7DH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    215595 | PA      | $203657.79    | 0.00%             | 2032-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 20YR  LTV >125                                             | CUSIP: 3132G7H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245660 | PA      | $222954.68    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617MJNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    655580 | PA      | $625073.22    | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617MNJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    846822 | PA      | $791735.66    | 0.02%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 20YR  LTV >125                                             | CUSIP: 3132G7HK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    316253 | PA      | $289094.90    | 0.01%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_299                                            | FHLMC_299                                                             | CUSIP: 3132HTJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    254807 | PA      | $232098.82    | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                               | PIONEER NATURAL RESOURCES COMPANY                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1004070.96   | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP                                       | CUSIP: 72650RBD3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379591.20    | 0.01%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_310                                                             | CUSIP: 3132HTSS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    879335 | PA      | $622549.47    | 0.01%             | 2043-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                       | CUSIP: 3132VLHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1083037 | PA      | $1087785.07   | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617N9NB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2537618 | PA      | $2418558.11   | 0.05%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617N9PX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3529048 | PA      | $3093677.70   | 0.06%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC MULTIFAM 55DAY INTEREST ONLY                                    | CUSIP: 3132XFJB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7300000 | PA      | $6291555.88   | 0.13%             | 2028-11-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC UMBS 30YR                                                       | CUSIP: 31334WFA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    777373 | PA      | $741519.97    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | Port Authority of New York & New Jersey                               | CUSIP: 73358WCW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $871951.00    | 0.02%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | Port Authority of New York & New Jersey                               | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1605319.93   | 0.03%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617QKY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2617704 | PA      | $2415040.78   | 0.05%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617XLK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4220663 | PA      | $3720303.87   | 0.08%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                      | CUSIP: 31335PMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92903 | PA      | $94810.48     | 0.00%             | 2038-10-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2399                                                       | FHLMC_2399                                                            | CUSIP: 31339MWA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     94013 | PA      | $97411.47     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                     | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    544000 | PA      | $526776.93    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                     | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    915000 | PA      | $789405.02    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133A4LM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2594661 | PA      | $2218205.69   | 0.05%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3527660 | PA      | $2887884.51   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | G2 1M/1M 1Y CMT ARM                                                   | CUSIP: 3617XXCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5979086 | PA      | $6214231.93   | 0.13%             | 2072-02-20      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | G2 1M/1M 1Y CMT ARM                                                   | CUSIP: 3617XXDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6367415 | PA      | $6622991.85   | 0.14%             | 2072-04-20      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    958970 | PA      | $785056.10    | 0.02%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    659956 | PA      | $562640.69    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER COMPANY                                   | POTOMAC ELECTRIC POWER CO                                             | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $192295.80    | 0.00%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER COMPANY                                   | POTOMAC ELECTRIC POWER CO                                             | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211097.05    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617Y5ME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1287748 | PA      | $1145472.87   | 0.02%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617Y5N88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78797 | PA      | $70092.46     | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133B6YK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5516356 | PA      | $5183140.45   | 0.11%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2186855 | PA      | $1860657.01   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617Y5P86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    941024 | PA      | $837060.17    | 0.02%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617Y9AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1074246 | PA      | $993991.82    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD                                 | PRESIDENT & FELLOWS OF HARVARD                                        | CUSIP: 740816AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    673000 | PA      | $438791.83    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDINGS INC                                            | PRESIDIO HOLDINGS INC                                                 | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1117641.98   | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617Y9AV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1884265 | PA      | $1742948.16   | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617Y9TQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1371552 | PA      | $1220005.48   | 0.03%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YCV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4466868 | PA      | $4249384.94   | 0.09%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YM4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2074679 | PA      | $1864130.41   | 0.04%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                              | PRESTIGE BRANDS INC                                                   | CUSIP: 74112BAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $812332.62    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1                    | PRET_21-NPL1                                                          | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3527289 | PA      | $3212603.74   | 0.07%             | 2060-09-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YMMB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3935147 | PA      | $3464969.68   | 0.07%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YNTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    545631 | PA      | $485346.37    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL4                | PRET_21-NPL4                                                          | CUSIP: 741391AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3171502 | PA      | $2788497.77   | 0.06%             | 2060-10-27      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN3                                             | PRET_21-RN3                                                           | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4875788 | PA      | $4345077.58   | 0.09%             | 2051-09-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YNVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    414211 | PA      | $368444.26    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YNWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    390583 | PA      | $347824.47    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | PRICELINE GROUP INC/THE                                               | CUSIP: 741503BB1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    321000 | PA      | $319596.45    | 0.01%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | PRIME SECURITY SERVICES/PRIME FIN                                     | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1907905.84   | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YNXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    155707 | PA      | $138503.82    | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YNY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133889 | PA      | $119103.64    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                | ADT CORP                                                              | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    580000 | PA      | $493372.14    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3617YQYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    202762 | PA      | $180413.27    | 0.00%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36183SXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    804333 | PA      | $777414.37    | 0.02%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II                                     | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    822000 | PA      | $776052.18    | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GC14                        | GSMS_13-GC14                                                          | CUSIP: 36198FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1209000 | PA      | $1197020.74   | 0.02%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6316000 | PA      | $6064762.78   | 0.12%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1837077.45   | 0.04%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1512543.02   | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36202EWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43914 | PA      | $45999.82     | 0.00%             | 2038-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3620AWQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    188846 | PA      | $181527.68    | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1851049.73   | 0.04%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147377.45    | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    770000 | PA      | $714931.73    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $845478.95    | 0.02%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    197000 | PA      | $190613.01    | 0.00%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOODG_17-1A                                                      | GOODG_17-1A                                                           | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169427 | PA      | $156945.38    | 0.00%             | 2052-10-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GOODGREEN GOODG_17-R1A                                           | GOODG_17-R1                                                           | CUSIP: 38218AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    790829 | PA      | $636142.49    | 0.01%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| GOODGREEN TRUST GOODG_19-2A                                      | GOODG_19-2A                                                           | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203677 | PA      | $1035112.31   | 0.02%             | 2055-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST GOODG_17-2A                                      | GOODG_17-2A                                                           | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880602 | PA      | $791151.59    | 0.02%             | 2053-10-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY                                        | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    385000 | PA      | $398138.18    | 0.01%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY                                        | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    495000 | PA      | $415466.18    | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY (TH                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    630000 | PA      | $525514.01    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY (TH                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    695000 | PA      | $568779.67    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-64              | GNMA_09-64                                                            | CUSIP: 38373A2C9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    157136 | PA      | $8193.12      | 0.00%             | 2039-07-16      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GNMA_09-72                                                       | GNMA_09-72                                                            | CUSIP: 38373AGM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    324062 | PA      | $19566.66     | 0.00%             | 2039-08-16      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67              | GNMA_09-67                                                            | CUSIP: 38373AQT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    127306 | PA      | $7938.37      | 0.00%             | 2039-08-16      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-16              | GNMA_07-16                                                            | CUSIP: 38373MA91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     45897 | PA      | $48618.31     | 0.00%             | 2037-04-20      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-23              | GNMA_08-23                                                            | CUSIP: 383742VQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    424901 | PA      | $425768.36    | 0.01%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-75              | GNMA_03-75                                                            | CUSIP: 38374CDG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    320051 | PA      | $324465.89    | 0.01%             | 2033-09-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-26              | GNMA_05-26                                                            | CUSIP: 38374KP23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    290382 | PA      | $295358.40    | 0.01%             | 2035-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-3               | GNMA_05-3                                                             | CUSIP: 38374KQJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    417074 | PA      | $19474.86     | 0.00%             | 2035-01-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-72              | GNMA_05-72                                                            | CUSIP: 38374L7K1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    326147 | PA      | $329873.94    | 0.01%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-17              | GNMA_06-17                                                            | CUSIP: 38374MX46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    129189 | PA      | $132148.43    | 0.00%             | 2036-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-38              | GNMA_06-38                                                            | CUSIP: 38374NQB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    457598 | PA      | $464248.25    | 0.01%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H01             | GNMA_13-H01                                                           | CUSIP: 38375BE73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1094 | PA      | $981.26       | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H01             | GNMA_13-H01                                                           | CUSIP: 38375BE99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4471 | PA      | $4387.03      | 0.00%             | 2063-01-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17             | GNMA_10-H17                                                           | CUSIP: 38375BEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3387 | PA      | $2717.55      | 0.00%             | 2060-07-20      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H04            | GNMA_13-H04                                                           | CUSIP: 38375BK84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3737 | PA      | $3472.29      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H05            | GNMA_13-H05                                                           | CUSIP: 38375BL75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5653 | PA      | $5528.15      | 0.00%             | 2062-02-20      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                                           | CUSIP: 38375BN32<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    545438 | PA      | $540516.74    | 0.01%             | 2063-03-20      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H07                                                      | GNMA_13-H07                                                           | CUSIP: 38375BQ70<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    551815 | PA      | $547463.84    | 0.01%             | 2063-03-20      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H07                                                      | GNMA_13-H07                                                           | CUSIP: 38375BQ96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    490693 | PA      | $486256.94    | 0.01%             | 2063-03-20      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                                           | CUSIP: 38375BR95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     31918 | PA      | $29730.30     | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H10             | GNMA_12-H10                                                           | CUSIP: 38375BRB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    518541 | PA      | $515263.43    | 0.01%             | 2061-12-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                                           | CUSIP: 38375BS37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    553614 | PA      | $550095.57    | 0.01%             | 2063-04-20      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                                           | CUSIP: 38375BS52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1466886 | PA      | $1453207.35   | 0.03%             | 2063-04-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                                           | CUSIP: 38375BWA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7309 | PA      | $7243.90      | 0.00%             | 2061-05-20      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                                           | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6519 | PA      | $6458.11      | 0.00%             | 2061-05-20      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28             | GNMA_12-H28                                                           | CUSIP: 38375BYE6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5502 | PA      | $5436.70      | 0.00%             | 2062-09-20      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H26             | GNMA_12-H26                                                           | CUSIP: 38375BYQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2928 | PA      | $2887.31      | 0.00%             | 2062-07-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GNMA_12-H29                                                      | GNMA_12-H29                                                           | CUSIP: 38375BZQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    500182 | PA      | $496963.92    | 0.01%             | 2062-10-20      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-76              | GNMA_08-76                                                            | CUSIP: 38375DUZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    322928 | PA      | $10585.47     | 0.00%             | 2038-09-20      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-95              | GNMA_08-95                                                            | CUSIP: 38375DYP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    270463 | PA      | $12742.22     | 0.00%             | 2038-12-20      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-69              | GNMA_06-69                                                            | CUSIP: 38375JCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    524150 | PA      | $532397.61    | 0.01%             | 2036-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40              | GNMA_07-40                                                            | CUSIP: 38375KB68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    286283 | PA      | $8652.29      | 0.00%             | 2037-07-20      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_08-1                                                             | CUSIP: 38375PCK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     47226 | PA      | $38057.97     | 0.00%             | 2038-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H21                                                      | GNMA_13-H21                                                           | CUSIP: 38375UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    937867 | PA      | $935551.32    | 0.02%             | 2063-09-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H21                                                      | GNMA_13-H21                                                           | CUSIP: 38375UAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1389819 | PA      | $1385064.18   | 0.03%             | 2063-09-20      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-62              | GNMA_08-62                                                            | CUSIP: 38375XHT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    265642 | PA      | $3915.17      | 0.00%             | 2038-07-20      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-81              | GNMA_09-81                                                            | CUSIP: 38376F4W9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    451129 | PA      | $31172.58     | 0.00%             | 2039-09-20      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106             | GNMA_09-106                                                           | CUSIP: 38376JFW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    451222 | PA      | $23632.68     | 0.00%             | 2038-02-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104             | GNMA_09-104                                                           | CUSIP: 38376JMG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    148829 | PA      | $149644.14    | 0.00%             | 2039-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H15                                                      | GNMA_15-H15                                                           | CUSIP: 38376RDE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2183787 | PA      | $2160905.54   | 0.04%             | 2065-06-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H16                                                      | GNMA_15-H16                                                           | CUSIP: 38376RDR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1139076 | PA      | $1126261.91   | 0.02%             | 2065-07-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H16                                                      | GNMA_15-H16                                                           | CUSIP: 38376RDY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2050083 | PA      | $2026301.81   | 0.04%             | 2065-07-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H18             | GNMA_15-H18                                                           | CUSIP: 38376REW2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    502354 | PA      | $497736.02    | 0.01%             | 2065-06-20      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-H23                                                           | CUSIP: 38376RHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    954747 | PA      | $945327.84    | 0.02%             | 2065-09-20      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H26                                                      | GNMA_15-H26                                                           | CUSIP: 38376RKA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    523669 | PA      | $516136.20    | 0.01%             | 2065-10-20      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-H30                                                           | CUSIP: 38376RLL8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4200124 | PA      | $4164137.75   | 0.09%             | 2065-11-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47              | GNMA_10-47                                                            | CUSIP: 38376YT68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    521432 | PA      | $40174.04     | 0.00%             | 2037-06-20      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-107             | GNMA_10-107                                                           | CUSIP: 38377JFF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    347447 | PA      | $75266.24     | 0.00%             | 2039-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-130             | GNMA_10-130                                                           | CUSIP: 38377LK72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    229026 | PA      | $243472.95    | 0.01%             | 2040-10-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-157             | GNMA_10-157                                                           | CUSIP: 38377NF41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    246365 | PA      | $203552.28    | 0.00%             | 2040-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-75              | GNMA_11-75                                                            | CUSIP: 38377WFA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    248849 | PA      | $14548.81     | 0.00%             | 2041-05-20      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-137             | GNMA_11-137                                                           | CUSIP: 38377YX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    444702 | PA      | $461631.28    | 0.01%             | 2040-07-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-141             | GNMA_12-141                                                           | CUSIP: 38378GPG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    302221 | PA      | $288891.39    | 0.01%             | 2042-01-20      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| GNMA_13-75                                                       | GNMA_13-75                                                            | CUSIP: 38378J4C3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    256286 | PA      | $257190.45    | 0.01%             | 2040-06-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-54              | GNMA_13-54                                                            | CUSIP: 38378MRL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    844578 | PA      | $838727.69    | 0.02%             | 2042-11-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3620AWRQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95831 | PA      | $89573.74     | 0.00%             | 2040-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3620AWRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141121 | PA      | $132491.39    | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-168                                                           | CUSIP: 38378XG54<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1026382 | PA      | $1021716.47   | 0.02%             | 2047-06-16      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-167             | GNMA_17-167                                                           | CUSIP: 38380H3A8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    896565 | PA      | $815608.04    | 0.02%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 3620C5BW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131914 | PA      | $123847.81    | 0.00%             | 2040-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST GSR_03-7                                 | GSR_03-7F                                                             | CUSIP: 36228FTW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99724 | PA      | $96924.09     | 0.00%             | 2033-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 3622A23F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126744 | PA      | $125847.84    | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 3622AACC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    579279 | PA      | $554665.17    | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-H05             | GNMA_20-H05                                                           | CUSIP: 38380L4U4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2800443 | PA      | $2731530.64   | 0.06%             | 2070-03-20      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-30              | GNMA_20-30                                                            | CUSIP: 38382DF20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3348650 | PA      | $3286009.60   | 0.07%             | 2048-03-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                      | MISSISSIPPI POWER CO                                                  | CUSIP: 605417BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $472329.79    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 3622AAEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50118 | PA      | $50069.39     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 3622AAFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238611 | PA      | $238378.63    | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                      | MISSISSIPPI POWER CO                                                  | CUSIP: 605417CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1420456.80   | 0.03%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                      | MISSISSIPPI POWER COMPANY                                             | CUSIP: 605417CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $968345.47    | 0.02%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8               | GNMA_21-8                                                             | CUSIP: 38382MUU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1295952 | PA      | $1282451.82   | 0.03%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                                            | CUSIP: 38382NFF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1408692 | PA      | $1375173.83   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 3622AAHY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2301200 | PA      | $2233109.95   | 0.05%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 3622AAXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4183306 | PA      | $3802777.33   | 0.08%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    384000 | PA      | $376368.95    | 0.01%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    228000 | PA      | $226229.60    | 0.00%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                                            | CUSIP: 38382NFU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1420223 | PA      | $1424521.81   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                                            | CUSIP: 38382NJU2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1631463 | PA      | $1588371.41   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    257000 | PA      | $251309.93    | 0.01%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    242000 | PA      | $195978.51    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                                            | CUSIP: 38382NLJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1791120 | PA      | $1772734.35   | 0.04%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23              | GNMA_21-23                                                            | CUSIP: 38382NXF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2973823 | PA      | $2460963.54   | 0.05%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    709000 | PA      | $663806.99    | 0.01%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    549000 | PA      | $433203.28    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-31              | GNMA_22-31                                                            | CUSIP: 38383GS44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4503018 | PA      | $3983489.32   | 0.08%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-205             | GNMA_22-205                                                           | CUSIP: 38383HAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2429000 | PA      | $1958803.70   | 0.04%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1771000 | PA      | $1365560.65   | 0.03%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $364655.20    | 0.01%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-50              | GNMA_22-50                                                            | CUSIP: 38383PHZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2031715 | PA      | $1742551.55   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-84              | GNMA_22-84                                                            | CUSIP: 38383RU96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2060901 | PA      | $1714227.58   | 0.04%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1258000 | PA      | $1202678.17   | 0.02%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3535000 | PA      | $3512496.19   | 0.07%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-107             | GNMA_22-107                                                           | CUSIP: 38383TLM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6648620 | PA      | $5421367.20   | 0.11%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                  | WW GRAINGER INC                                                       | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181818.43    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                            | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    219000 | PA      | $182825.16    | 0.00%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                            | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    392000 | PA      | $360776.95    | 0.01%             | 2026-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                              | GRAPHIC PACKAGING INTL LLC                                            | CUSIP: 38869PAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $403475.57    | 0.01%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC.                                             | GRAY TELEVISION INC                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $777821.30    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                            | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $333268.69    | 0.01%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                            | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1165000 | PA      | $1164044.54   | 0.02%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                            | GRAY OAK PIPELINE LLC                                                 | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $215581.38    | 0.00%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                            | GRAY OAK PIPELINE LLC                                                 | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $717374.71    | 0.01%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                       | MONDELEZ INTERNATIONAL INC                                            | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $380022.17    | 0.01%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-L1                         | MSC_18-L1                                                             | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888000 | PA      | $839562.80    | 0.02%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                 | GREENKO DUTCH BV                                                      | CUSIP: 39530LAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |    191000 | PA      | $165680.31    | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_20-HR8                        | MSC_20-HR8                                                            | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1424000 | PA      | $1130953.62   | 0.02%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684044.10    | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1444239.38   | 0.03%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1559043.76   | 0.03%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    467000 | PA      | $429262.27    | 0.01%             | 2025-10-21      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4653000 | PA      | $3487654.66   | 0.07%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4322000 | PA      | $3793000.21   | 0.08%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    523000 | PA      | $519772.74    | 0.01%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3777705.55   | 0.08%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    889000 | PA      | $817119.68    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    333000 | PA      | $304776.57    | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188800.21    | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANELY CAPITAL I TRUST MSC_06-T21                        | MSC_06-T21                                                            | CUSIP: 617451CU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1795157 | PA      | $2.87         | 0.00%             | 2052-10-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MSM_04-3                                                         | MSM_04-3                                                              | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116087 | PA      | $111636.32    | 0.00%             | 2034-04-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144523.32    | 0.00%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5476000 | PA      | $5102363.54   | 0.10%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5132924.44   | 0.11%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $2871107.83   | 0.06%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1078589.03   | 0.02%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    291000 | PA      | $236012.26    | 0.00%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    855000 | PA      | $833964.89    | 0.02%             | 2025-04-17      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2952000 | PA      | $2803937.36   | 0.06%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4641000 | PA      | $4855347.37   | 0.10%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANELY CAPITAL I TRUST MSC_19-L2                         | MSC_19-L2                                                             | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1425000 | PA      | $1300878.23   | 0.03%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                       | MOZART DEBT MERGER SUB INC                                            | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1221027.25   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                          | MULTICARE HEALTH SYSTEM                                               | CUSIP: 62548LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $336522.09    | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1              | MCAS_20-01                                                            | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6008000 | PA      | $5548650.55   | 0.11%             | 2050-03-25      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                                                       | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654511.51    | 0.01%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                                                       | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1284493.26   | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                         | NGL ENERGY OPERATING/FIN CORP                                         | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $556693.89    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                        | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106283.03    | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                        | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1329364.48   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    605000 | PA      | $534513.79    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                        | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    585000 | PA      | $515667.16    | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                        | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    293000 | PA      | $261113.54    | 0.01%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                        | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    960000 | PA      | $796252.43    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NAA_04-R2                                                        | NAA_04-R2                                                             | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87249 | PA      | $75046.03     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA                                        | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1749000 | PA      | $1368036.09   | 0.03%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV / NXP FUNDING LLC / NXP USA                                    | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    928000 | PA      | $644959.20    | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC                                    | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1177000 | PA      | $1015700.84   | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA                                        | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1025000 | PA      | $982372.70    | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                            | NYU HOSPITALS CENTER                                                  | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $366710.91    | 0.01%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_21-FNT2              | NZES_21-FNT2                                                          | CUSIP: 62955WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3554352 | PA      | $3147674.23   | 0.06%             | 2026-05-25      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                      | NATIONAL AUSTRALIA BANK LIMITED                                       | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    935000 | PA      | $787723.64    | 0.02%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                      | NATIONAL AUSTRALIA BANK LTD                                           | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $759511.34    | 0.02%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                          | NATIONAL OILWELL VARCO INC                                            | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879564.28    | 0.02%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC                                   | NATIONAL RETAIL PROPERTIES INC                                        | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    248000 | PA      | $238933.13    | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC                                   | NATIONAL RETAIL PROPERTIES INC                                        | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    211000 | PA      | $196556.54    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                           | CUSIP: 63859UBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    203000 | PA      | $180383.50    | 0.00%             | 2025-08-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1085318.16   | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                             | NATURA COSMETICOS SA                                                  | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    300000 | PA      | $244998.49    | 0.01%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                                                     | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $890292.70    | 0.02%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                                                   | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1530000 | PA      | $1328258.15   | 0.03%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-HA                           | NAVSL_20-HA                                                           | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259475 | PA      | $1117578.13   | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-FA                           | NAVSL_19-FA                                                           | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557615 | PA      | $1443661.36   | 0.03%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL                                 | NAVSL_16-AA                                                           | CUSIP: 63939NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1497021 | PA      | $1509903.76   | 0.03%             | 2045-12-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-A                            | NAVSL_18-A                                                            | CUSIP: 63940PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32214 | PA      | $31768.43     | 0.00%             | 2042-02-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-DA                           | NAVSL_18-DA                                                           | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1842597 | PA      | $1759630.45   | 0.04%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-CA                           | NAVSL_18-CA                                                           | CUSIP: 63940VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83812 | PA      | $81752.72     | 0.00%             | 2042-06-16      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-CA                           | NAVSL_19-CA                                                           | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703671 | PA      | $663720.71    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-A                            | NAVSL_19-A                                                            | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1067699 | PA      | $1016707.77   | 0.02%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-D                            | NAVSL_19-D                                                            | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100263 | PA      | $1943813.17   | 0.04%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-BA                           | NAVSL_20-BA                                                           | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859570 | PA      | $778992.92    | 0.02%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-BA                           | NAVSL_19-BA                                                           | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1592289 | PA      | $1501719.48   | 0.03%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-E                  | NAVSL_20-EA                                                           | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4162539 | PA      | $3667371.01   | 0.08%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-GA                 | NAVSL_20-GA                                                           | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920483 | PA      | $1653341.26   | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-IA                           | NAVSL_20-IA                                                           | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4101442 | PA      | $3473877.10   | 0.07%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                            | NAVSL_21-A                                                            | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3014287 | PA      | $2604744.83   | 0.05%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-EA                           | NAVSL_21-EA                                                           | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5333634 | PA      | $4506087.84   | 0.09%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-FA                           | NAVSL_21-FA                                                           | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2755881 | PA      | $2326786.64   | 0.05%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-CA                           | NAVSL_21-CA                                                           | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3221667 | PA      | $2732002.52   | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-GA                 | NAVSL_21-GA                                                           | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1927386 | PA      | $1647374.37   | 0.03%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-BA                           | NAVSL_21-BA                                                           | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842178 | PA      | $709667.34    | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133D4KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1208519 | PA      | $1018709.68   | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133D4KR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1614466 | PA      | $1360900.92   | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KGYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1130120 | PA      | $1082988.94   | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1533274 | PA      | $1305769.06   | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    229152 | PA      | $195153.04    | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1662332 | PA      | $1401247.58   | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2279332 | PA      | $1921362.08   | 0.04%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYWA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1707842 | PA      | $1439602.90   | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14069806 | PA      | $11859859.76  | 0.24%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    828415 | PA      | $698291.58    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3564247 | PA      | $3004384.37   | 0.06%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    798427 | PA      | $694318.54    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYWR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1560092 | PA      | $1315032.20   | 0.03%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                                                       | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3357899 | PA      | $2915908.28   | 0.06%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2127                                           | FHLMC_2127                                                            | CUSIP: 3133TJM34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     70286 | PA      | $70603.33     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC_2165                                                       | FHLMC_2165                                                            | CUSIP: 3133TLEK0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     36735 | PA      | $37316.71     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2326                                           | FHLMC_2326                                                            | CUSIP: 3133TTX48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    184584 | PA      | $188334.12    | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC                                                                 | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3534000 | PA      | $2597899.13   | 0.05%             | 2029-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_197                                            | FHLMC_197                                                             | CUSIP: 31351BWQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68048 | PA      | $62011.42     | 0.00%             | 2028-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA                                                                  | CUSIP: 31358DDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10386000 | PA      | $7405036.87   | 0.15%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_G94-8                                            | FNMA_G94-8                                                            | CUSIP: 31359H3X0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17051 | PA      | $17298.39     | 0.00%             | 2024-07-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_96-4                                             | FNMA_96-4                                                             | CUSIP: 31359LR49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6460 | PA      | $99.20        | 0.00%             | 2024-02-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| FNMA_99-7                                                        | FNMA_99-7                                                             | CUSIP: 31359VLW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     80705 | PA      | $80875.28     | 0.00%             | 2029-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA                                                                  | CUSIP: 3135GACR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4045000 | PA      | $2719454.88   | 0.06%             | 2036-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_293                                        | FNMA_293                                                              | CUSIP: 31364HR74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     13698 | PA      | $13399.51     | 0.00%             | 2024-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-75                                            | FNMA_11-75                                                            | CUSIP: 3136A0GK7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    148320 | PA      | $147353.40    | 0.00%             | 2041-08-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-118                                           | FNMA_11-118                                                           | CUSIP: 3136A12F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    323062 | PA      | $341700.86    | 0.01%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-118                                           | FNMA_11-118                                                           | CUSIP: 3136A1Y82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    361178 | PA      | $384671.75    | 0.01%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-66                                            | FNMA_12-66                                                            | CUSIP: 3136A6ZU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2819523 | PA      | $2649408.34   | 0.05%             | 2032-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-151                                           | FNMA_12-151                                                           | CUSIP: 3136AA5N1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    626760 | PA      | $530083.64    | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-11                                            | FNMA_13-11                                                            | CUSIP: 3136ABZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     73460 | PA      | $65070.98     | 0.00%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-43                                            | FNMA_13-43                                                            | CUSIP: 3136ADY52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2269178 | PA      | $1968065.41   | 0.04%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA_13-59                                                       | FNMA_13-59                                                            | CUSIP: 3136AEG50<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $814748.70    | 0.02%             | 2043-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_13-M9                                        | FNMA_13-M9                                                            | CUSIP: 3136AEX69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     79387 | PA      | $79186.12     | 0.00%             | 2023-01-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-90                                            | FNMA_13-90                                                            | CUSIP: 3136AF6H2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1500000 | PA      | $1423172.25   | 0.03%             | 2033-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4085000 | PA      | $3289701.56   | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6549000 | PA      | $5429530.31   | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    285000 | PA      | $254852.34    | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7662000 | PA      | $7703901.56   | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     63000 | PA      | $61730.16     | 0.00%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 9128282A7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  53699000 | PA      | $48958385.16  | 1.01%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 9128283F5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10463000 | PA      | $9640673.59   | 0.20%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 9128283W8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20715000 | PA      | $19475336.72  | 0.40%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 9128284M9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8937000 | PA      | $8648642.15   | 0.18%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 912828R36<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12865000 | PA      | $11841830.47  | 0.24%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 912828U24<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2710000 | PA      | $2505056.25   | 0.05%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 912828WJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9191000 | PA      | $8917065.09   | 0.18%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 912828ZN3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33938200 | PA      | $29221320.65  | 0.60%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CAZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2287000 | PA      | $2046507.66   | 0.04%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CBH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  38207000 | PA      | $33995275.43  | 0.70%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CCF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  50362000 | PA      | $44920543.53  | 0.92%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CDF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  34791000 | PA      | $30042572.28  | 0.62%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24015000 | PA      | $20367721.88  | 0.42%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CEQ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10385000 | PA      | $10013411.72  | 0.21%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CES6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11180000 | PA      | $10386045.37  | 0.21%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11500000 | PA      | $10840546.88  | 0.22%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CEV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7156000 | PA      | $6847397.50   | 0.14%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CEW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11500000 | PA      | $11121757.87  | 0.23%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CEX5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1382000 | PA      | $1348691.64   | 0.03%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6600000 | PA      | $6245250.00   | 0.13%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2070000 | PA      | $1906664.06   | 0.04%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19525000 | PA      | $17773851.56  | 0.37%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7005000 | PA      | $6738481.68   | 0.14%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7060000 | PA      | $6702587.51   | 0.14%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6427500 | PA      | $6381302.35   | 0.13%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  46237500 | PA      | $46410890.63  | 0.95%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1955000 | PA      | $1944843.17   | 0.04%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4477000 | PA      | $4464058.69   | 0.09%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2334000 | PA      | $2335094.06   | 0.05%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  49411000 | PA      | $49596291.25  | 1.02%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13197000 | PA      | $13460940.00  | 0.28%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFW6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1876000 | PA      | $1887871.57   | 0.04%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFX4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15092000 | PA      | $15093179.14  | 0.31%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3408000 | PA      | $3385102.50   | 0.07%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  45978000 | PA      | $45730150.07  | 0.94%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CGA3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3569000 | PA      | $3546693.75   | 0.07%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 9128334T4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13100000 | PA      | $9080449.19   | 0.19%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 9128334U1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1500000 | PA      | $1016367.20   | 0.02%             | 2032-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 9128334W7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $2592500.00   | 0.05%             | 2033-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 9128334X5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4400000 | PA      | $2787468.77   | 0.06%             | 2034-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 9128337U8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7400000 | PA      | $4743226.54   | 0.10%             | 2033-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 9128337V6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2400000 | PA      | $1504125.00   | 0.03%             | 2034-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 9128337W4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1850000 | PA      | $1133847.67   | 0.02%             | 2034-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20665000 | PA      | $20564864.44  | 0.42%             | 2023-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7320000 | PA      | $7112409.41   | 0.15%             | 2023-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8680000 | PA      | $8540306.25   | 0.18%             | 2023-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5449000 | PA      | $5230614.32   | 0.11%             | 2023-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2201000 | PA      | $2089660.35   | 0.04%             | 2024-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1000000 | PA      | $929960.94    | 0.02%             | 2024-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4500000 | PA      | $4145273.46   | 0.09%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1000000 | PA      | $912148.44    | 0.02%             | 2025-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2500000 | PA      | $2259960.95   | 0.05%             | 2025-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912833LY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5500000 | PA      | $4829687.50   | 0.10%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                  | CUSIP: 912834JH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13935000 | PA      | $6529853.91   | 0.13%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                         | UNITED STATES STEEL CORP                                              | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475932.58    | 0.01%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                                       | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    153000 | PA      | $137691.12    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                                       | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    199000 | PA      | $165932.58    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                                       | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    450000 | PA      | $350405.31    | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    378000 | PA      | $362248.32    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1510695.02   | 0.03%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    219000 | PA      | $209138.64    | 0.00%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    247000 | PA      | $202557.75    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    648000 | PA      | $472078.92    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    446000 | PA      | $336027.01    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1360752.89   | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1244165.91   | 0.03%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1455740.65   | 0.03%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2446624.55   | 0.05%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3929000 | PA      | $4069478.14   | 0.08%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $3067219.34   | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV                 | Regents of the University of California Medical Center Pooled Revenue | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $854609.86    | 0.02%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                         | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20671.29     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                              | UNIVERSITY OF MIAMI                                                   | CUSIP: 914453AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $262738.53    | 0.01%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                       | TRUSTEES OF THE UNIVERSITY OF PENN                                    | CUSIP: 91481CAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $539670.96    | 0.01%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                                | UNIVERSITY OF SOUTHERN CALIFORNIA                                     | CUSIP: 914886AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $407840.54    | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC                                          | CUSIP: 914906AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $791946.42    | 0.02%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF TEXAS SYSTEM                                       | University of Texas System/The                                        | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $430220.55    | 0.01%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST4                          | UPSPT_21-ST4                                                          | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2546090 | PA      | $2354385.63   | 0.05%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-1                           | UPST_21-1                                                             | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107613 | PA      | $107370.87    | 0.00%             | 2031-03-20      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    239000 | PA      | $209974.86    | 0.00%             | 2033-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $399563.92    | 0.01%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $722065.37    | 0.01%             | 2025-11-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1695453.66   | 0.03%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    494000 | PA      | $459556.00    | 0.01%             | 2026-01-30      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                          | STANDARD INDUSTRIES INC                                               | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1430820.68   | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC                                                           | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $981342.65    | 0.02%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_20-1                          | STAR_20-1                                                             | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111463 | PA      | $102238.35    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                 | STAR_20-INV1                                                          | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478045 | PA      | $428171.79    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| STARWOOD NON-AGENCY LENDING LLC STAR_21-1                        | STAR_21-1                                                             | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630627 | PA      | $569651.72    | 0.01%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                                                             | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    549004 | PA      | $505786.00    | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4                    | STAR_21-4                                                             | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2043333 | PA      | $1677693.57   | 0.03%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| POLAND  (REPUBLIC OF)                                            | POLAND (REPUBLIC OF)                                                  | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2054000 | PA      | $2184659.99   | 0.04%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | STATION CASINOS LLC                                                   | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    635000 | PA      | $551066.94    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | STEEL DYNAMICS INC                                                    | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    212000 | PA      | $177634.88    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                   | STERICYCLE INC                                                        | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    795000 | PA      | $694003.17    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFO SERV CORP                                           | STEWART INFORMATION SERVICES CORPO                                    | CUSIP: 86038AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $873041.65    | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                               | STORE CAPITAL CORP                                                    | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1964689.97   | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                               | STORE CAPITAL CORP                                                    | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $929206.37    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                               | STORE CAPITAL CORP                                                    | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1099138.47   | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                               | STORE CAPITAL CORP                                                    | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    567000 | PA      | $412504.42    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SASC_03-34A                                                      | SASC_03-34A                                                           | CUSIP: 86359A5B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122087 | PA      | $118063.64    | 0.00%             | 2033-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| SASC_03-40A                                                      | SASC_03-40A                                                           | CUSIP: 86359BEK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77373 | PA      | $73349.27     | 0.00%             | 2034-01-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION SASC_04-4XS              | SASC_04-4XS                                                           | CUSIP: 86359BHL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222673 | PA      | $208365.83    | 0.00%             | 2034-02-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP                                 | SASC_04-6XS                                                           | CUSIP: 86359BJT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33206 | PA      | $32612.34     | 0.00%             | 2034-03-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP                                 | SASC_04-6XS                                                           | CUSIP: 86359BMB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39847 | PA      | $39134.12     | 0.00%             | 2034-03-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| SARM_04-4                                                        | SARM_04-4                                                             | CUSIP: 86359BPD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63103 | PA      | $56499.86     | 0.00%             | 2034-04-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| SAMI_04-AR5                                                      | SAMI_04-AR5                                                           | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160424 | PA      | $149285.90    | 0.00%             | 2034-10-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SAMI_05-AR5                                                      | SAMI_05-AR5                                                           | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102805 | PA      | $91292.61     | 0.00%             | 2035-07-19      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP                                       | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    201000 | PA      | $184094.69    | 0.00%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP                                       | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    297000 | PA      | $275249.50    | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP                                       | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    769000 | PA      | $667118.03    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP                                       | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    563000 | PA      | $513043.88    | 0.01%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                                             | SUMMIT MATERIALS LLC/FIN CORP                                         | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $950260.76    | 0.02%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                     | SUN COMMUNITIES OPERATING LP                                          | CUSIP: 866677AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    816000 | PA      | $681796.10    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                     | SUN COMMUNITIES OPERATING LP                                          | CUSIP: 866677AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1433127.36   | 0.03%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | SUNOCO LOGISTICS PARTNERS OPS LP                                      | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    652000 | PA      | $633741.68    | 0.01%             | 2040-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | SUNOCO LOGISTICS PARTNERS OPS LP                                      | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    719000 | PA      | $611969.74    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                                             | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    615000 | PA      | $607217.96    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                                             | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    405000 | PA      | $354243.02    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                      | SUNTRUST BANK                                                         | CUSIP: 86787GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188124.23    | 0.00%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | SUNTRUST BANKS INC                                                    | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    191000 | PA      | $186987.58    | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED                                                | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    905000 | PA      | $757363.22    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST_22-A1                              | SYNIT_22-A1                                                           | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3302000 | PA      | $3177535.07   | 0.07%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| SYNIT_22-A2                                                      | SYNIT_22-A2                                                           | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2830000 | PA      | $2760493.79   | 0.06%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| COMCAST CABLE COMMUNICATIONS LLC                                 | TCI COMMUNICATIONS INC                                                | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $453411.62    | 0.01%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                      | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3736493.42   | 0.08%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3503551.92   | 0.07%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    387000 | PA      | $319505.88    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                      | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8046000 | PA      | $7089167.11   | 0.15%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    254000 | PA      | $219980.59    | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPI RE-REMIC TRUST TPI_22-FRR1                                   | TPI_22-FRR1                                                           | CUSIP: 872659AU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3250973.95   | 0.07%             | 2046-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TPI RE-REMIC TRUST TPI_22-FRR1                                   | TPI_22-FRR1                                                           | CUSIP: 872659AW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7175000 | PA      | $6664496.60   | 0.14%             | 2046-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TPI RE-REMIC TRUST TPI_22-FRR1                                   | TPI_22-FRR1                                                           | CUSIP: 872659AY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2639000 | PA      | $2451234.36   | 0.05%             | 2046-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_22-1                                     | TMUST_22-1A                                                           | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3521000 | PA      | $3507909.98   | 0.07%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                | TSMC ARIZONA CORP                                                     | CUSIP: 872898AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1856746.23   | 0.04%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                | TSMC ARIZONA CORP                                                     | CUSIP: 872898AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $306474.81    | 0.01%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.                               | TAKE-TWO INTERACTIVE SOFTWARE INC.                                    | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    142000 | PA      | $133666.87    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                          | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    586000 | PA      | $581265.28    | 0.01%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                          | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    341000 | PA      | $338511.73    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                          | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2342000 | PA      | $1911332.69   | 0.04%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                          | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1915000 | PA      | $1405072.84   | 0.03%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                          | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1009000 | PA      | $690164.89    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BSARM_03-7                                                       | BSARM_03-7                                                            | CUSIP: 07384MYW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91879 | PA      | $85489.88     | 0.00%             | 2033-10-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                     | TALLGRASS ENERGY PARTNERS LP/FIN                                      | CUSIP: 87470LAH4<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    580000 | PA      | $585098.44    | 0.01%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                     | TALLGRASS ENERGY PARTNERS LP/FIN                                      | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    615000 | PA      | $529670.99    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURI                                 | BSABS_03-SD1                                                          | CUSIP: 07384YKL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    201917 | PA      | $190193.15    | 0.00%             | 2033-12-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BSCMS_07-T26                                                     | BSCMS_07-T26                                                          | CUSIP: 07388VAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68526 | PA      | $2.08         | 0.00%             | 2045-01-12      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP/TARGA                                     | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    499000 | PA      | $470241.74    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP/TARGA                                     | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1800777.94   | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                          | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42898.36     | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B35                            | BMARK_22-B35                                                          | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719000 | PA      | $687736.37    | 0.01%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                  | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    232000 | PA      | $227915.29    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                                          | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $139972.63    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                     | BERKSHIRE HATHAWAY ENERGY CO                                          | CUSIP: 084659AD3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176576.97    | 0.00%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                     | BERKSHIRE HATHAWAY ENERGY CO                                          | CUSIP: 084659BE0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    197000 | PA      | $173222.99    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP                                       | CUSIP: 084664CX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $946790.25    | 0.02%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERMUDA                                                          | BERMUDA (GOVERNMENT OF)                                               | CUSIP: 085209AJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |   1111000 | PA      | $1110620.87   | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                                          | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $247920.37    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                        | TEGNA INC                                                             | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    795000 | PA      | $752607.76    | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                       | BIOGEN INC                                                            | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    474000 | PA      | $385249.33    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CTF LTD                                     | BIOCEANICO SOVEREIGN CERTIFICATE                                      | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    365314 | PA      | $248259.50    | 0.01%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL SA                                        | TELECOM ITALIA CAPITAL                                                | CUSIP: 87927VAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1225000 | PA      | $938033.23    | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                   | TEMPUR SEALY INTERNATIONAL INC                                        | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1150305.01   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                        | BLACK KNIGHT INFOSERV LLC                                             | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    925000 | PA      | $806597.34    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                    | CUSIP: 09261BAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2801000 | PA      | $2824205.86   | 0.06%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION                                          | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1344709.58   | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION                                          | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2668765.36   | 0.05%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                  | BLACKSTONE SECURED LENDING FUND                                       | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    960000 | PA      | $948084.01    | 0.02%             | 2023-07-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                         | BLUE RACER MIDSTREAM LLC/FIN CORP                                     | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $459270.70    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION                                          | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    615000 | PA      | $532473.43    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TN VLY AUTHORITY                                                 | TENNESSEE VALLEY AUTHORITY                                            | CUSIP: 880591CS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4870000 | PA      | $5366146.54   | 0.11%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                        | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    488000 | PA      | $357828.77    | 0.01%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                        | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    341000 | PA      | $280897.07    | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| TN VLY AUTHORITY                                                 | TVA                                                                   | CUSIP: 880591EJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    835000 | PA      | $782601.90    | 0.02%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TN VLY AUTHORITY                                                 | TENNESSEE VALLEY AUTHORITY                                            | CUSIP: 880591ES7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1423000 | PA      | $1232497.41   | 0.03%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                        | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    289000 | PA      | $266266.02    | 0.01%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                        | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $201011.26    | 0.00%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| TN VLY AUTHORITY                                                 | TVA PRIN STRIP                                                        | CUSIP: 88059FAV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8500000 | PA      | $7438367.94   | 0.15%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TN VLY AUTHORITY                                                 | TVA PRIN STRIP                                                        | CUSIP: 88059FBM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    750000 | PA      | $402796.19    | 0.01%             | 2035-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                                 | BOC AVIATION LTD                                                      | CUSIP: 09681LAJ9<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | NUSS              | SG        |    310000 | PA      | $298638.04    | 0.01%             | 2024-10-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                             | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    998000 | PA      | $893308.26    | 0.02%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_22-2                                  | THRM_22-2A                                                            | CUSIP: 88339FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954914 | PA      | $2903057.86   | 0.06%             | 2028-12-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_21-1                                  | THRM_21-1A                                                            | CUSIP: 88339VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1372161 | PA      | $1349814.20   | 0.03%             | 2027-12-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                             | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1598270.73   | 0.03%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                             | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $789848.66    | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                             | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1279343.68   | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                             | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $489825.88    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                                          | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    855000 | PA      | $725055.95    | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                                          | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1002986.31   | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                             | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2213953.98   | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                             | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $2920365.17   | 0.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROP                                                      | BOSTON PROPERTIES LP                                                  | CUSIP: 10112RBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $324976.53    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                           | BOSTON SCIENTIFIC CORPORATION                                         | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     84000 | PA      | $75370.09     | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TMST_04-4                                                        | TMST_04-4                                                             | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83296 | PA      | $76973.56     | 0.00%             | 2044-12-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| 3650R COMMERCIAL MORTGAGE TRUST 3650R_21-PF1                     | 3650R_21-PF1                                                          | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1397000 | PA      | $1136139.45   | 0.02%             | 2054-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION                                               | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237445.34    | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                    | BOYNE USA INC                                                         | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1025177.59   | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                                                 | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $194400.99    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                                                 | CUSIP: 88732JAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $454365.99    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                        | CUSIP: 10373QBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $170124.35    | 0.00%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                        | CUSIP: 10373QBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    689000 | PA      | $549684.96    | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                        | CUSIP: 10373QBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $450440.33    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                        | CUSIP: 10373QBP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $660227.07    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON CO (THE)                                           | TOLEDO EDISON COMPANY (THE)                                           | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $211704.61    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | TOTAL CAPITAL INTERNATIONAL SA                                        | CUSIP: 89153VAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $995458.24    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                        | CUSIP: 10373QBS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2590000 | PA      | $1724659.19   | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                        | CUSIP: 10373QBT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4174000 | PA      | $3494092.67   | 0.07%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | TOTAL CAPITAL INTERNATIONAL SA                                        | CUSIP: 89153VAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1045023.90   | 0.02%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                    | TAOT_22-C                                                             | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2089000 | PA      | $1993124.93   | 0.04%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                               | BRASKEM IDESA SAPI                                                    | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    247000 | PA      | $176542.04    | 0.00%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                        | BRIGHTHOUSE FINANCIAL INC                                             | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    839000 | PA      | $533010.94    | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                               | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153198.13    | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                               | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    162000 | PA      | $144427.24    | 0.00%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_22-1                  | TALNT_22-1A                                                           | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2281000 | PA      | $2181796.12   | 0.04%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                              | CUSIP: 89236TKL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $563000.63    | 0.01%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                               | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    307000 | PA      | $296526.47    | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                               | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96293.43     | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B                    | TAOT_22-B                                                             | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2166000 | PA      | $2041543.81   | 0.04%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                               | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1272760.12   | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS PASS THROUGH TRUST 2018 - 1 AA                   | BRITISH AIR 18-1 AA PTT                                               | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344590 | PA      | $312627.01    | 0.01%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST                | BRITISH AIR 18-1 A PTT                                                | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478198 | PA      | $401950.82    | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST               | BRITISH AIR 19-1 AA PTT                                               | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583328 | PA      | $495420.70    | 0.01%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP                                      | CUSIP: 11120VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $327359.75    | 0.01%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP                                      | CUSIP: 11120VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $251990.15    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP                                      | CUSIP: 11120VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    987000 | PA      | $755713.09    | 0.02%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                          | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $896772.22    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                          | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1052483.76   | 0.02%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                          | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1165977.30   | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $3235611.06   | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                          | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1500071.65   | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1120741.58   | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1182566.65   | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | BROOKFIELD FINANCE INC                                                | CUSIP: 11271LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     76000 | PA      | $60771.76     | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | BROOKFIELD FINANCE INC                                                | CUSIP: 11271LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    385000 | PA      | $367684.07    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC                                           | BROOKFIELD FINANCE LLC                                                | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $133796.41    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                            | BROOKLYN UNION GAS CO                                                 | CUSIP: 114259AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $269333.28    | 0.01%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS                                                 | BUCKEYE PARTNERS LP                                                   | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    770000 | PA      | $573608.31    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS                                                 | BUCKEYE PARTNERS LP                                                   | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    560000 | PA      | $490782.67    | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | BUILDERS FIRSTSOURCE INC                                              | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1042081.45   | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP                                       | BUNGE LIMITED FINANCE CORPORATION                                     | CUSIP: 120568BB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $888730.34    | 0.02%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2                      | BHLD_19-2                                                             | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1082829 | PA      | $1010148.19   | 0.02%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3                      | BHLD_19-3                                                             | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    401205 | PA      | $382909.34    | 0.01%             | 2059-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC                                      | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $281546.46    | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC                                      | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $113160.95    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC                                      | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $545440.91    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC                                      | CUSIP: 12189TAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $197264.69    | 0.00%             | 2030-08-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC BJETS_22-1                           | BJETS_22-1A                                                           | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4977003 | PA      | $4617052.25   | 0.09%             | 2037-06-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC BJETS_21-1A                          | BJETS_21-1A                                                           | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1762006 | PA      | $1547135.69   | 0.03%             | 2036-04-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC BJETS_21-1                           | BJETS_21-1                                                            | CUSIP: 12327BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2237809 | PA      | $1896667.60   | 0.04%             | 2036-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                  | BWAY HOLDING CO                                                       | CUSIP: 12429TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1838886.92   | 0.04%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1133736.51   | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CCO HOLDINGS CAP                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4510586.95   | 0.09%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4595000 | PA      | $3968646.41   | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $931335.23    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                            | CD&R SMOKEY BUYER INC                                                 | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $689981.19    | 0.01%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP/DEUTSCHE BANK COMMERCIAL MORTGAGE CD_06-CD2            | CD_06-CD2                                                             | CUSIP: 12513XAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825238 | PA      | $0.50         | 0.00%             | 2046-01-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                  | CFCRE_17-C8                                                           | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    776081 | PA      | $744988.93    | 0.02%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                      | CUSIP: 12543DBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $939535.70    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                      | CUSIP: 12543DBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1046259.43   | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-JR1                         | CSMC_22-JR1                                                           | CUSIP: 12546WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5160368 | PA      | $4909906.33   | 0.10%             | 2066-10-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                            | CUSIP: 125523BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $194143.96    | 0.00%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                            | CUSIP: 125523CF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $195986.91    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                                            | CUSIP: 125523CK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $279563.40    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS4                                 | COMM_14-UBS4                                                          | CUSIP: 12591QAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1643944.03   | 0.03%             | 2047-08-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS2                                 | COMM_14-UBS2                                                          | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1396375 | PA      | $1364686.92   | 0.03%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR19                                 | COMM_14-CR19                                                          | CUSIP: 12592GBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381838 | PA      | $373874.21    | 0.01%             | 2047-08-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-CR25                                 | COMM_15-CR25                                                          | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2187000 | PA      | $2082242.48   | 0.04%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                   | PROG_22-SFR3                                                          | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5560000 | PA      | $4952208.04   | 0.10%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR2                   | PROG_22-SFR2                                                          | CUSIP: 74332VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2650032.52   | 0.05%             | 2027-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR2                          | PROG_21-SFR2                                                          | CUSIP: 74333DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4013971.35   | 0.08%             | 2038-04-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR5                   | PROG_21-SFR5                                                          | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8435000 | PA      | $7023884.39   | 0.14%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR5                   | PROG_21-SFR5                                                          | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4730000 | PA      | $3916684.54   | 0.08%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR6                          | PROG_21-SFR6                                                          | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4203182.50   | 0.09%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                          | PROG_20-SFR2                                                          | CUSIP: 74333LAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5154026 | PA      | $4248832.14   | 0.09%             | 2037-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR7                          | PROG_21-SFR7                                                          | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1924183.50   | 0.04%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR9                          | PROG_21-SFR9                                                          | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2899000 | PA      | $2260797.91   | 0.05%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8                   | PROG_21-SFR8                                                          | CUSIP: 74333TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4936390.80   | 0.10%             | 2038-10-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR1                   | PROG_22-SFR1                                                          | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $5316619.70   | 0.11%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                      | PROLOGIS LP                                                           | CUSIP: 74340XBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $233731.74    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                      | PROLOGIS LP                                                           | CUSIP: 74340XBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    546000 | PA      | $364999.63    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                      | PROLOGIS LP                                                           | CUSIP: 74340XBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $192812.36    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE HEALTH AND SERVICES                                   | PROVIDENCE ST JOSEPH HEALTH                                           | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $286612.99    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL INSURANCE COMPANY OF AMERICA                          | PRUDENTIAL INSURANCE CO OF AMERICA                                    | CUSIP: 743917AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    702000 | PA      | $746374.64    | 0.02%             | 2025-07-01      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                               | PUBLIC SERVICE CO OF COLORADO                                         | CUSIP: 744448CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $325730.73    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                          | PUBLIC SERVICE CO OF NEW HAMPSHIRE                                    | CUSIP: 744482BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $299065.58    | 0.01%             | 2023-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | PUBLIC SERVICE COMPANY OF OKLAHOMA                                    | CUSIP: 744533BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $568364.39    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO                                    | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    690000 | PA      | $449229.14    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO                                    | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $195581.90    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO                                    | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1351540.37   | 0.03%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                       | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    973000 | PA      | $755908.68    | 0.02%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                       | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $876269.43    | 0.02%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Sto                                                       | PUBLIC STORAGE                                                        | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    507000 | PA      | $451728.97    | 0.01%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENRG INC                                             | PUGET SOUND ENERGY INC                                                | CUSIP: 745332CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $513350.67    | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                 | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1485626.51   | 0.03%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                 | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2133000 | PA      | $2278753.18   | 0.05%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERV INC.                                                 | QUANTA SERVICES INC                                                   | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1554491.22   | 0.03%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                        | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    179000 | PA      | $149840.07    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/ QUICKEN LOANS                                      | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1352861.90   | 0.03%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RBSCF TRUST RBSCF_13-SMV                                         | RBSCF_13-SMV                                                          | CUSIP: 74932BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797000 | PA      | $792167.95    | 0.02%             | 2031-03-11      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_22-1                                        | RCO_22-1                                                              | CUSIP: 74934VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5573740 | PA      | $5229251.20   | 0.11%             | 2027-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_22-1                                        | RCO_22-1                                                              | CUSIP: 74934VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2279198.75   | 0.05%             | 2027-01-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PPPTY / RPH FINANCE CORP                                    | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1295372.68   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                              | CUSIP: 74977RDN1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4923000 | PA      | $4547001.89   | 0.09%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                              | CUSIP: 74977RDP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3016000 | PA      | $2576199.49   | 0.05%             | 2033-04-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                                                             | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3414875.45   | 0.07%             | 2033-12-27      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                             | RANGE RESOURCES CORPORATION                                           | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1372550.20   | 0.03%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | RAYTHEON TECHNOLOGIES CORPORATION                                     | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171163.52    | 0.00%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | RAYTHEON TECHNOLOGIES CORPORATION                                     | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154420.41    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                             | CUSIP: 756109AQ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    219000 | PA      | $214375.27    | 0.00%             | 2024-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORP                                                    | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    916000 | PA      | $855289.61    | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                             | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249334.73    | 0.01%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                             | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260172.71    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                             | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    874000 | PA      | $749314.29    | 0.02%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                             | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $958480.51    | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                             | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2642158.95   | 0.05%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                               | REGENCY CENTERS LP                                                    | CUSIP: 75884RAZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2060062.05   | 0.04%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC.                                   | REGENERON PHARMACEUTICALS INC                                         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    528000 | PA      | $408796.07    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_21-2                     | RMIT_21-2                                                             | CUSIP: 75907UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $3239706.43   | 0.07%             | 2033-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| RENEW_17-1A                                                      | RENEW_17-1A                                                           | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217070 | PA      | $196270.56    | 0.00%             | 2052-09-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                            | SCENTRE GROUP TRUST 2                                                 | CUSIP: 76025LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    339000 | PA      | $304978.56    | 0.01%             | 2080-09-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                            | REPUBLIC SERVICES INC                                                 | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    378000 | PA      | $290288.65    | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RAMP_04-SL2              | RAMP_04-SL2                                                           | CUSIP: 7609856C0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    129255 | PA      | $127658.03    | 0.00%             | 2031-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RFCSP STRIP PRINCIPAL                                                 | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3750000 | PA      | $2712886.13   | 0.06%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                     | REXFORD INDUSTRIAL REALTY LP                                          | CUSIP: 76169XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $338027.56    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER LLC                                | REYNOLDS GROUP ISSUER INC                                             | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1043245.36   | 0.02%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                    | RITE AID CORPORATION                                                  | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $658307.26    | 0.01%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                               | ROCHE HOLDINGS INC                                                    | CUSIP: 771196BX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4244000 | PA      | $3443675.30   | 0.07%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                               | ROCHE HOLDINGS INC                                                    | CUSIP: 771196BY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $849994.73    | 0.02%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                        | ROGERS COMMUNICATIONS INC                                             | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1052000 | PA      | $820590.74    | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROHM AND HAAS COMPANY                                            | ROHM & HAAS COMPANY                                                   | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1255194.56   | 0.03%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC                                                | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    242000 | PA      | $193480.90    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C16                     | CSAIL_19-C16                                                          | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046000 | PA      | $914235.38    | 0.02%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC                                                | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    569000 | PA      | $482516.50    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                      | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $366666.09    | 0.01%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                      | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $332065.22    | 0.01%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $188832.62    | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                               | CNA FINANCIAL CORP                                                    | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157755.39    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR6                                  | COMM_13-CR6                                                           | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1608392 | PA      | $1603226.65   | 0.03%             | 2046-03-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                      | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    273000 | PA      | $253295.93    | 0.01%             | 2029-11-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    576000 | PA      | $514456.96    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| COMM_13-SFS                                                      | COMM_13-SFS                                                           | CUSIP: 12625EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624000 | PA      | $615959.95    | 0.01%             | 2035-04-12      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-300P                                 | COMM_13-300P                                                          | CUSIP: 12625XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1933779.80   | 0.04%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                  | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    341000 | PA      | $337675.34    | 0.01%             | 2023-10-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                           | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    610000 | PA      | $626968.83    | 0.01%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                           | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    895000 | PA      | $900105.85    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                  | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2865000 | PA      | $2793876.58   | 0.06%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| COMM_13-CR10                                                     | COMM_13-CR10                                                          | CUSIP: 12626BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36000 | PA      | $35755.89     | 0.00%             | 2046-08-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR11                                 | COMM_13-CR11                                                          | CUSIP: 12626LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6921000 | PA      | $6807957.23   | 0.14%             | 2050-08-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_21-1A                              | SCFET_21-1A                                                           | CUSIP: 783897AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4555407.50   | 0.09%             | 2032-08-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                 | SBL HOLDINGS INC                                                      | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2290438.79   | 0.05%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                      | CUSIP: 126307AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $904137.78    | 0.02%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                      | CUSIP: 126307AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2847000 | PA      | $2335894.74   | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC SCFET_22-2                             | SCFET_22-2A                                                           | CUSIP: 78397WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4484000 | PA      | $3458641.03   | 0.07%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                        | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    422000 | PA      | $371285.53    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR13                                 | COMM_13-CR13                                                          | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943000 | PA      | $926458.65    | 0.02%             | 2046-11-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| COOF_14                                                          | COOF_14-1                                                             | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292644 | PA      | $19770.82     | 0.00%             | 2040-06-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                        | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1318211.88   | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1049279.67   | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-LC23                                 | COMM_15-LC23                                                          | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1565000 | PA      | $1485152.29   | 0.03%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                          | CRH AMERICA FINANCE INC                                               | CUSIP: 12636YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $288970.28    | 0.01%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT LLC                                                           | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    780000 | PA      | $767617.80    | 0.02%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SLC STUN LOAN TRUST SLCLT_10-1                                   | SLCLT_10-1                                                            | CUSIP: 78444WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345506 | PA      | $343001.40    | 0.01%             | 2042-11-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX CORP                                                              | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2081417.57   | 0.04%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                                                    | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    830000 | PA      | $766078.73    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                        | SMB_21-A                                                              | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5520170 | PA      | $4726141.81   | 0.10%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-C                        | SMB_22-C                                                              | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1697492 | PA      | $1633926.81   | 0.03%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_20-PTB                      | SMB_20-PTB                                                            | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6855503 | PA      | $6077544.96   | 0.13%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                 | SMB_16-B                                                              | CUSIP: 78449GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400832 | PA      | $397915.57    | 0.01%             | 2032-02-17      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP/CVR NITROGEN F                                   | CVR PARTNERS LP/CVR NITROGEN FIN                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $736911.96    | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS PASSTHROUGH TRUST                                            | CVS PASS THROUGH TRUST                                                | CUSIP: 126650AN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75788 | PA      | $75527.65     | 0.00%             | 2025-10-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                 | SMB_16-C                                                              | CUSIP: 78449KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548877 | PA      | $546709.88    | 0.01%             | 2034-09-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-D                        | SMB_21-D                                                              | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4217768 | PA      | $3726343.22   | 0.08%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CVS PASSTHROUGH TRUST                                            | CVS PASS THROUGH TRUST                                                | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89160 | PA      | $93515.66     | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| CVS PASSTHROUGH TRUST                                            | CVS PASS THROUGH TRUST                                                | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631231 | PA      | $618317.19    | 0.01%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-A                        | SMB_18-A                                                              | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4331297 | PA      | $4193307.10   | 0.09%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C                        | SMB_18-C                                                              | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543376 | PA      | $1454009.66   | 0.03%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                       | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    278000 | PA      | $263845.51    | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    990000 | PA      | $907108.02    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1836931.01   | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                       | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    915000 | PA      | $854531.36    | 0.02%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST SLG_21-OVA                                      | SLG_21-OVA                                                            | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5710000 | PA      | $4579311.51   | 0.09%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_19-A                        | SMB_19-A                                                              | CUSIP: 78449TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3094040 | PA      | $2985388.71   | 0.06%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CVS PASSTHROUGH TRUST                                            | CVS PASS THROUGH TRUST                                                | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1567801 | PA      | $1435637.59   | 0.03%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS PASSTHROUGH TRUST                                            | CVS PASS THROUGH TRUST                                                | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137402 | PA      | $122049.47    | 0.00%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CWHL_04-13                                                       | CWHL_04-13                                                            | CUSIP: 12669FJ38<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107239 | PA      | $99742.61     | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS CWHL_04-3                                 | CWHL_04-3                                                             | CUSIP: 12669FQA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49325 | PA      | $46624.54     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWHL_04-5                                                        | CWHL_04-5                                                             | CUSIP: 12669FVR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    112859 | PA      | $109824.92    | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (STATE OF)                                            | State of California                                                   | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $358388.01    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                          | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343333.23    | 0.01%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                          | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $996520.96    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                  | CAMERON LNG LLC                                                       | CUSIP: 133434AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $239050.84    | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CP_16-SFR1                                                       | CP_16-SFR1                                                            | CUSIP: 133715AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4595976 | PA      | $4554612.19   | 0.09%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                            | CAMPBELL SOUP COMPANY                                                 | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    205000 | PA      | $170220.53    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                            | CAMPBELL SOUP COMPANY                                                 | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    249000 | PA      | $168555.36    | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN NTL RAIL CO                                             | CANADIAN NATIONAL RAILWAY COMPANY                                     | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    889000 | PA      | $794706.57    | 0.02%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NTL RAIL CO                                             | CANADIAN NATIONAL RAILWAY COMPANY                                     | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1335000 | PA      | $1240405.37   | 0.03%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY LTD                                     | CANADIAN PACIFIC RAILWAY LTD                                          | CUSIP: 13645RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2105000 | PA      | $1964076.06   | 0.04%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | CANADIAN PACIFIC RAILWAY COMPANY                                      | CUSIP: 13645RBE3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    408000 | PA      | $363579.89    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY LTD                                     | CANADIAN PACIFIC RAILWAY LTD                                          | CUSIP: 13645RBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    342000 | PA      | $284661.95    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY LTD                                     | CANADIAN PACIFIC RAILWAY LTD                                          | CUSIP: 13645RBG8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    416000 | PA      | $312606.12    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                                            | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    239000 | PA      | $231009.27    | 0.00%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                                            | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    367000 | PA      | $362377.41    | 0.01%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                                            | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $393508.82    | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTIASSET EXECUTION TRUST COMET_21-A2               | COMET_21-A2                                                           | CUSIP: 14041NFX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2991000 | PA      | $2495566.27   | 0.05%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A2              | COMET_22-A2                                                           | CUSIP: 14041NGA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2773000 | PA      | $2697310.97   | 0.06%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3              | COMET_22-A3                                                           | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2339000 | PA      | $2357518.33   | 0.05%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                           | CUSIP: 141781AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $331802.19    | 0.01%             | 2036-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                           | CUSIP: 141781BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139637.96    | 0.00%             | 2023-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                           | CUSIP: 141781BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $139210.82    | 0.00%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                                         | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1325000 | PA      | $1255110.56   | 0.03%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    820000 | PA      | $668046.58    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | CAROLINA POWER & LIGHT COMPANY                                        | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299238.00    | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECH CORP                                              | CARPENTER TECHNOLOGY CORP                                             | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $462084.43    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE LP CARM_20-1A                                 | CARM_20-1A                                                            | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851400 | PA      | $733435.79    | 0.02%             | 2050-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_19-3A                       | CRVNA_19-3A                                                           | CUSIP: 14686XAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3688921 | PA      | $3638752.01   | 0.07%             | 2025-04-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                    | CEDAR FAIR LP                                                         | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1172118.03   | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                  | CEMEX SAB DE CV                                                       | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $169240.85    | 0.00%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $981305.08    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2113567.08   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1764629.55   | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1560681.18   | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    792000 | PA      | $619639.87    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECT                                 | CENTERPOINT ENERGY HOUSTON ELEC                                       | CUSIP: 15189XAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    933000 | PA      | $720334.30    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICA BOTTLING CORP                                    | CENTRAL AMERICA BOTTLING CORP                                         | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    419000 | PA      | $392112.53    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                          | CENTRAL GARDEN & PET COMPANY                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1032758.74   | 0.02%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                           | CENTURYLINK INC                                                       | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1633134.55   | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                           | CENTURYLINK INC                                                       | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1639915.66   | 0.03%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    975000 | PA      | $862039.23    | 0.02%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP                                              | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $240320.30    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $286837.72    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $261763.93    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT LLC/CAP                                              | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488000 | PA      | $320918.15    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT LLC/CAP                                              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $611800.18    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                              | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4129000 | PA      | $2667758.50   | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_22-AA                               | CHAOT_22-AA                                                           | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305000 | PA      | $1259949.83   | 0.03%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CFAB_03-2               | CFAB_03-2                                                             | CUSIP: 161546EW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500782 | PA      | $474892.84    | 0.01%             | 2033-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSE                                 | CFAB_03-4                                                             | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184396 | PA      | $172672.59    | 0.00%             | 2033-05-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CFAB_03-6               | CFAB_03-6                                                             | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143019 | PA      | $140483.77    | 0.00%             | 2034-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_22-A1                                 | CHAIT_22-A1                                                           | CUSIP: 161571HS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849000 | PA      | $826863.00    | 0.02%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                                           | CUSIP: 161630AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141731 | PA      | $135677.67    | 0.00%             | 2037-02-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                                           | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54035 | PA      | $50225.59     | 0.00%             | 2037-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                                           | CUSIP: 161630AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21540 | PA      | $21050.08     | 0.00%             | 2037-02-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | CHEMOURS COMPANY                                                      | CUSIP: 163851AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1432176.87   | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1579543.28   | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                                           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1477527.70   | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                           | CHESAPEAKE ENERGY CORPORATION                                         | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1153478.33   | 0.02%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                            | CHEVRON PHILLIPS CHEMICAL COMPANY                                     | CUSIP: 166754AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $345377.01    | 0.01%             | 2025-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC.                                                 | CHEVRON USA INC                                                       | CUSIP: 166756AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $151376.07    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THE CHILDRENS HOSP CORP                                          | CHILDRENS HOSPITAL CORP/THE                                           | CUSIP: 16876BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $412999.88    | 0.01%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CHILDRENS HOSPITAL (WASHINGTON)                                  | CHILDRENS HOSPITAL/DC                                                 | CUSIP: 16876DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $471632.09    | 0.01%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                              | CHILE (REPUBLIC OF)                                                   | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    592000 | PA      | $485246.56    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SF                                 | AH4R_15-SFR2                                                          | CUSIP: 02666BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1907012.40   | 0.04%             | 2045-10-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SF                                 | AH4R_15-SFR2                                                          | CUSIP: 02666BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1766871.47   | 0.04%             | 2045-10-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                                                 | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1366389.72   | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                                                 | CUSIP: 02666TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $540102.57    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER-OHIO INC                                | American Municipal Power Inc                                          | CUSIP: 02765UDV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1518501.32   | 0.03%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I AMTT_13-2                                 | AMTT_13                                                               | CUSIP: 03027WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1889362.28   | 0.04%             | 2023-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                            | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    888000 | PA      | $814934.29    | 0.02%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                            | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    675000 | PA      | $549000.81    | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                            | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1172886.80   | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                | AMERICAN TRANSMISSION SYSTEMS INC                                     | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589000 | PA      | $484390.34    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                      | AMERICAN WATER CAPITAL CORP                                           | CUSIP: 03040WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $331049.87    | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                      | AMERICAN WATER CAPITAL CORP                                           | CUSIP: 03040WAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $336374.51    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                      | AMERICAN WATER CAPITAL CORP                                           | CUSIP: 03040WAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $301219.24    | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2              | AMCAR_22-2                                                            | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937000 | PA      | $1894197.72   | 0.04%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-1              | AMCAR_22-1                                                            | CUSIP: 03066TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792000 | PA      | $767546.05    | 0.02%             | 2026-11-18      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERIGAS FINANCE LLC/AMERIGAS FI                                 | AMERIGAS FINANCE LLC/FIN CORP                                         | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1061003.18   | 0.02%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                             | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187984.42    | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                                   | AMSTED INDUSTRIES INCORPORATED                                        | CUSIP: 032177AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $811907.85    | 0.02%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMS OSRAM AG                                                     | AMS AG                                                                | CUSIP: 03217CAA4<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1010000 | PA      | $949978.05    | 0.02%             | 2025-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_20-SFR5                                          | AMSR_20-SFR5                                                          | CUSIP: 03217JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3306792.00   | 0.07%             | 2037-11-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_20-SFR5                                          | AMSR_20-SFR5                                                          | CUSIP: 03217JAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4361871.50   | 0.09%             | 2037-11-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                          | AMERICA MOVIL SAB DE CV                                               | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    404000 | PA      | $365655.44    | 0.01%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANCHR_21-1                                                       | ANCHR_21-1                                                            | CUSIP: 03333HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6666667 | PA      | $6165285.64   | 0.13%             | 2026-10-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-5                               | AOMT_20-5                                                             | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220498 | PA      | $195729.78    | 0.00%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-2                               | AOMT_20-2                                                             | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840007 | PA      | $757698.93    | 0.02%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-6                               | AOMT_21-6                                                             | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1505817 | PA      | $1190896.68   | 0.02%             | 2066-09-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                       | ANGLO AMERICAN CAPITAL PLC                                            | CUSIP: 034863BB5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2505000 | PA      | $2249272.99   | 0.05%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                       | ANGLO AMERICAN CAPITAL PLC                                            | CUSIP: 034863BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1973000 | PA      | $1640800.27   | 0.03%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)                                                  | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    500000 | PA      | $455023.94    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)                                                  | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    678000 | PA      | $586875.46    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV                                        | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4268000 | PA      | $4023753.54   | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV                                        | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5255000 | PA      | $4808846.19   | 0.10%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                    | CUSIP: 03523TBT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $389439.66    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                    | CUSIP: 035240AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2265600.63   | 0.05%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                    | CUSIP: 035240AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $446267.30    | 0.01%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FINANCE INC                                 | ANHEUSER-BUSCH INBEV FINANCE INC                                      | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26908.48     | 0.00%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                              | ANTARES HOLDINGS LP                                                   | CUSIP: 03666HAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1682378.67   | 0.03%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                            | ANTERO RESOURCES CORP                                                 | CUSIP: 03674XAN6<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1332978.87   | 0.03%             | 2026-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ANTHEM INC                                                            | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339728.72    | 0.01%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ANTHEM INC                                                            | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     94000 | PA      | $80952.29     | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ANTHEM INC                                                            | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    193000 | PA      | $184987.30    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / A                                 | ANTERO MIDSTREAM PARTNERS/FIN                                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $411626.90    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS LP                                          | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1162706.39   | 0.02%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    229000 | PA      | $195002.55    | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    169000 | PA      | $141112.53    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $867185.98    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    107000 | PA      | $67626.22     | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    689000 | PA      | $487515.34    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    580000 | PA      | $387040.91    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    603000 | PA      | $386915.11    | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $2365611.47   | 0.05%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3559000 | PA      | $3297113.01   | 0.07%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2593000 | PA      | $2214231.02   | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1126236.18   | 0.02%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC                                                  | CUSIP: 038522AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $638650.08    | 0.01%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                           | ARBOR REALTY TRUST INC                                                | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5359991.88   | 0.11%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                                                      | CUSIP: 039524AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1015690.02   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                     | ARCONIC CORP                                                          | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1292436.90   | 0.03%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                 | ARDAGH PACKAGING FIN PLC/HLDGS USA                                    | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1465000 | PA      | $1269974.54   | 0.03%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AREIT LTD AREIT_21-CRE5                                          | AREIT_21-CRE5                                                         | CUSIP: 04002PAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8000000 | PA      | $7451394.40   | 0.15%             | 2026-08-17      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                            | ARROW ELECTRONICS INC                                                 | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    376000 | PA      | $342280.00    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC                                           | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    875000 | PA      | $770534.40    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                 | ASCENSION HEALTH                                                      | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $292142.08    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                  | ASTRAZENECA PLC                                                       | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $327311.61    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                  | ASTRAZENECA PLC                                                       | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    341000 | PA      | $294864.82    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                  | ASTRAZENECA PLC                                                       | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $679636.78    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                          | ASTRAZENECA FINANCE LLC                                               | CUSIP: 04636NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2537131.20   | 0.05%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                 | CUSIP: 04685A2K6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1267698.53   | 0.03%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                 | CUSIP: 04685A2U4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $313976.46    | 0.01%             | 2026-01-08      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                 | CUSIP: 04685A2V2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2494328.87   | 0.05%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                 | CUSIP: 04685A3E9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2802000 | PA      | $2139959.22   | 0.04%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                               | ATLAS LUXCO 4 SARL/ALLIED UNIV                                        | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    920000 | PA      | $770377.58    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                | ATMOS ENERGY CORPORATION                                              | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    510000 | PA      | $332507.65    | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                | ATMOS ENERGY CORPORATION                                              | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194465.76    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                          | AUSGRID FINANCE PTY LTD                                               | CUSIP: 052113AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    850000 | PA      | $845351.15    | 0.02%             | 2023-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                      | AUST & NZ BANKING GROUP                                               | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    226000 | PA      | $216542.44    | 0.00%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                                                   | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1271246.42   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                                                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614757.30    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                            | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346347.96    | 0.01%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                            | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    835000 | PA      | $775964.10    | 0.02%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                            | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1198849.22   | 0.02%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC               | AVIS BUDGET CAR RENTAL/AVIS FIN                                       | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1276004.77   | 0.03%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AESOP_19-3A                                                      | AESOP_19-3A                                                           | CUSIP: 05377RDQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1653000 | PA      | $1537560.76   | 0.03%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_21-2A                       | AESOP_21-2A                                                           | CUSIP: 05377RER1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4254000 | PA      | $3687589.68   | 0.08%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-3A                       | AESOP_22-3                                                            | CUSIP: 05377RFK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3653000 | PA      | $3568308.12   | 0.07%             | 2027-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-1                           | UPST_21-1                                                             | CUSIP: 91681NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1336000 | PA      | $1302836.74   | 0.03%             | 2031-03-20      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS THROUGH TRUST UPSPT_21-ST8                          | UPSPT_21-ST8                                                          | CUSIP: 91683LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2612405 | PA      | $2424418.60   | 0.05%             | 2029-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL1                                                | VCAT_21-NPL1                                                          | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3539578 | PA      | $3336838.18   | 0.07%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL5                                                | VCAT_21-NPL5                                                          | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5894815 | PA      | $5193622.67   | 0.11%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL3                                                | VCAT_21-NPL3                                                          | CUSIP: 91824MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3596377 | PA      | $3114305.03   | 0.06%             | 2051-05-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| VSE VOI MORTGAGE LLC VSTNA_18-A                                  | VSTNA_18-A                                                            | CUSIP: 918286AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252064 | PA      | $243853.90    | 0.01%             | 2036-02-20      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| VM DEBT LLC VMD_19-1                                             | VMD_19-1                                                              | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8160930.00   | 0.17%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  3 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6               | VOLT_21-NPL6                                                          | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200497 | PA      | $2815214.64   | 0.06%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                | VALE OVERSEAS LTD                                                     | CUSIP: 91911TAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    640000 | PA      | $560535.90    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                       | VALEANT PHARMACEUTICALS INTL                                          | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1458323.01   | 0.03%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                               | VALERO ENERGY CORPORATION                                             | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    181000 | PA      | $203663.01    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                               | VALERO ENERGY CORPORATION                                             | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    341000 | PA      | $299143.04    | 0.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                    | VALVOLINE INC                                                         | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    825000 | PA      | $804952.46    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220673.48    | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                            | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1079350.25   | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                            | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    851000 | PA      | $609190.09    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                            | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121449.05    | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $4608785.89   | 0.09%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $895345.19    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-2                                   | VZMT_22-2                                                             | CUSIP: 92348KAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1761000 | PA      | $1643857.05   | 0.03%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-4                                   | VZMT_22-4                                                             | CUSIP: 92348KAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3777000 | PA      | $3658647.71   | 0.08%             | 2028-11-20      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-                                    | VZMT_22-6                                                             | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3392000 | PA      | $3285369.94   | 0.07%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| VEROS_21-1                                                       | VEROS_21-1                                                            | CUSIP: 92512BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2641642.92   | 0.05%             | 2026-10-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-1                            | VERUS_20-1                                                            | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    433506 | PA      | $407356.02    | 0.01%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-INV2                         | VERUS_19-INV2                                                         | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    223421 | PA      | $215885.84    | 0.00%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-4                            | VERUS_19-4                                                            | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    427396 | PA      | $406737.34    | 0.01%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-INV3                         | VERUS_19-INV3                                                         | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200522 | PA      | $190369.26    | 0.00%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-1                            | VERUS_21-1                                                            | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    802578 | PA      | $660743.70    | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC                                                 | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $702737.97    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-INV1                         | VERUS_20-INV1                                                         | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490436 | PA      | $475796.60    | 0.01%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-2                            | VERUS_20-2                                                            | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    411350 | PA      | $395821.85    | 0.01%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                           | VERUS_21-R1                                                           | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    699159 | PA      | $614874.56    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-5                            | VERUS_20-5                                                            | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    239975 | PA      | $214684.05    | 0.00%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R3                           | VERUS_21-R3                                                           | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    806509 | PA      | $695063.12    | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-2                            | VERUS_21-2                                                            | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1516350 | PA      | $1268707.13   | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-8                            | VERUS_21-8                                                            | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1914912 | PA      | $1629006.82   | 0.03%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-4                            | VERUS_21-4                                                            | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1746898 | PA      | $1354731.89   | 0.03%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                                                            | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5969033 | PA      | $4758289.97   | 0.10%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-7                            | VERUS_21-7                                                            | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2697216 | PA      | $2310328.95   | 0.05%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-3                            | VERUS_21-3                                                            | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1434986 | PA      | $1183434.93   | 0.02%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                     | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1091861.68   | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                     | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1023647.73   | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                       | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $628291.87    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                    | VIDEOTRON LTD                                                         | CUSIP: 92660FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    960000 | PA      | $952773.02    | 0.02%             | 2024-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                    | VIDEOTRON LTD / VIDEOTRON LTEE                                        | CUSIP: 92660FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    690000 | PA      | $651966.77    | 0.01%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC                                      | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    910000 | PA      | $817788.12    | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER CO                                        | CUSIP: 927804FN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $126469.34    | 0.00%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER COMPAN                                    | CUSIP: 927804GF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1264000 | PA      | $837615.75    | 0.02%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER CO                                        | CUSIP: 927804GJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $835999.15    | 0.02%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                      | VISIO_20-1R                                                           | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    529341 | PA      | $480539.19    | 0.01%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                         | CUSIP: 92840VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1776353.72   | 0.04%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                         | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1102770.97   | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                               | VITERRA FINANCE BV                                                    | CUSIP: 92852LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2682000 | PA      | $2350954.52   | 0.05%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                       | VMWARE INC                                                            | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    774000 | PA      | $747759.07    | 0.02%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                       | VMWARE INC                                                            | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1583397.85   | 0.03%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                       | VMWARE INC                                                            | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4146000 | PA      | $4028840.96   | 0.08%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                       | VMWARE INC                                                            | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2737632.25   | 0.06%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                       | VMWARE INC                                                            | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2397004.14   | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                                    | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $390534.79    | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                                    | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    337000 | PA      | $260329.81    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARMI_22-1                                                        | ARMI_22-1                                                             | CUSIP: 92859MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7692000 | PA      | $7211109.24   | 0.15%             | 2025-05-24      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3               | VOLT_21-NPL3                                                          | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3681950 | PA      | $3301537.18   | 0.07%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VOLT_21-NPL2                                                     | VOLT_21-NPL2                                                          | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5343258 | PA      | $4773144.27   | 0.10%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10                    | VOLT_21-NP10                                                          | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2869031 | PA      | $2562820.90   | 0.05%             | 2051-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5               | VOLT_21-NPL5                                                          | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2980904 | PA      | $2702348.63   | 0.06%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR6                                                      | WAMU_03-AR6                                                           | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71192 | PA      | $65602.85     | 0.00%             | 2033-06-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR7                                                      | WAMU_03-AR7                                                           | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115234 | PA      | $104922.55    | 0.00%             | 2033-08-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR5                                                      | WAMU_03-AR5                                                           | CUSIP: 929227R65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62083 | PA      | $57496.42     | 0.00%             | 2033-06-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR11                                                     | WAMU_03-AR11                                                          | CUSIP: 92922FJF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    171606 | PA      | $156846.65    | 0.00%             | 2033-10-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR3                                                      | WAMU_04-AR3                                                           | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51044 | PA      | $46793.39     | 0.00%             | 2034-06-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| WAMU_04-S3                                                       | WAMU_04-S3                                                            | CUSIP: 92922FUU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8759 | PA      | $8496.61      | 0.00%             | 2034-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition                                                  | WMG ACQUISITION CORP                                                  | CUSIP: 92933BAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $491215.90    | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                          | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332752.82    | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                          | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    436000 | PA      | $323348.38    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                                                 | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $795501.88    | 0.02%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WBCMT_04-C12                                                     | WBCMT_04-C12                                                          | CUSIP: 929766SJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771174 | PA      | $1651.86      | 0.00%             | 2041-07-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT_06-C24                   | WBCMT_06-C24                                                          | CUSIP: 92976BGA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428166 | PA      | $4.28         | 0.00%             | 2045-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                                           | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1276758.68   | 0.03%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC                                                | WEEKLEY HOMES LLC                                                     | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $862028.09    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256046.83    | 0.01%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    682000 | PA      | $656043.16    | 0.01%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D                    | TAOT_22-D                                                             | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158000 | PA      | $1165459.26   | 0.02%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    238000 | PA      | $190165.96    | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WFMBS_04-U                                                       | WFMBS_04-U                                                            | CUSIP: 949803AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107820 | PA      | $100976.73    | 0.00%             | 2034-10-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE CO                               | TRANS-ALLEGHENY INTERSTATE LINE CO                                    | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597000 | PA      | $577243.02    | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LIMITED                                         | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $173550.53    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                                         | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $677000.95    | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                                         | CUSIP: 893647BL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $643252.57    | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                          | TRAVELERS PROPERTY CASUALTY CORP                                      | CUSIP: 893939AE8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    206000 | PA      | $223453.46    | 0.00%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                      | TRIMAS CORPORATION                                                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    725000 | PA      | $636003.66    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SCA                                  | TRINSEO MATERIALS OP/TRINSEO FIN                                      | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1210000 | PA      | $996439.48    | 0.02%             | 2025-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                            | TCF_20-1A                                                             | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203420 | PA      | $1032737.91   | 0.02%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV                                          | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    780000 | PA      | $729102.69    | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                 | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1375638.23   | 0.03%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1603217.22   | 0.03%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2353058.11   | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    273000 | PA      | $254754.38    | 0.01%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4687000 | PA      | $3350676.78   | 0.07%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO BANCO ACTINVER SA INSTITUCION DE BANCA MUL | TRUST F/1401                                                          | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1158000 | PA      | $941021.28    | 0.02%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| TVC_20-RTL1                                                      | TVC_20-RTL1                                                           | CUSIP: 90114YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1346803 | PA      | $1343668.20   | 0.03%             | 2024-09-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    491000 | PA      | $433021.05    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8873000 | PA      | $8225961.32   | 0.17%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                  | TYSON FOODS INC                                                       | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    281000 | PA      | $260718.33    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4930000 | PA      | $4163415.66   | 0.09%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    855000 | PA      | $830411.91    | 0.02%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    928000 | PA      | $904642.07    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    358000 | PA      | $313654.31    | 0.01%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3564000 | PA      | $3065546.16   | 0.06%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2395935.60   | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE WFCM_21-SAVE                     | WFCM_21-SAVE                                                          | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2368002 | PA      | $2211314.51   | 0.05%             | 2040-02-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $1933920.23   | 0.04%             | 2033-02-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    520000 | PA      | $351662.54    | 0.01%             | 2043-02-11      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                                                | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1830006.40   | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN MIDSTREAM OPERATING LP                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $924100.15    | 0.02%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1880000 | PA      | $1801093.69   | 0.04%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5567000 | PA      | $5390892.19   | 0.11%             | 2027-08-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP                                                  | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $159202.63    | 0.00%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP                                                  | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $562340.17    | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    914000 | PA      | $846154.97    | 0.02%             | 2033-08-05      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                          | UDR INC                                                               | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    363000 | PA      | $333680.66    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP                                                  | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    346000 | PA      | $286326.08    | 0.01%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP                                                  | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1630000 | PA      | $1494363.74   | 0.03%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                              | CHILE (REPUBLIC OF)                                                   | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    463000 | PA      | $392184.08    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHINA SOUTHERN POWER GRID INTERNATIONAL FINANCE (BVI) CO LTD     | CHINA SOUTHERN POWER GRID INTL                                        | CUSIP: 16892DAC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    720000 | PA      | $683737.70    | 0.01%             | 2027-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                             | CINCINNATI FINANCIAL CORPORATION                                      | CUSIP: 172062AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $351002.04    | 0.01%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                                                      | CUSIP: 172441BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $680052.09    | 0.01%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP                                                  | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $170315.98    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                                                      | CUSIP: 172441BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $308252.85    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967AQ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    765000 | PA      | $796825.61    | 0.02%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $230252.45    | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1497973.27   | 0.03%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1047009.80   | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1435875.94   | 0.03%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461096.96    | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1173932.62   | 0.02%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    645000 | PA      | $625305.40    | 0.01%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1640857.24   | 0.03%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1891679.38   | 0.04%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $902705.10    | 0.02%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1766357.59   | 0.04%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    690000 | PA      | $622598.76    | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    730000 | PA      | $718849.15    | 0.01%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464106.68    | 0.01%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2249936.78   | 0.05%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2517927.95   | 0.05%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4646000 | PA      | $4794418.61   | 0.10%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_03-1                     | CMLTI_03-1                                                            | CUSIP: 17307GBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27137 | PA      | $24786.24     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMLTI_05-2                                                       | CMLTI_05-2                                                            | CUSIP: 17307GRM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86056 | PA      | $82367.77     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_09-10                    | CMLTI_09-10                                                           | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64345 | PA      | $61214.02     | 0.00%             | 2033-09-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $4653057.29   | 0.10%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46                | CGCMT_20-GC46                                                         | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6215000 | PA      | $5246141.16   | 0.11%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                 | CITIZENS BANK NA/RI                                                   | CUSIP: 17401QAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249312.58    | 0.01%             | 2023-03-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | CITIZENS FINANCIAL GROUP INC                                          | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    188000 | PA      | $151185.15    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP                                                     | CUSIP: 18060TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    741000 | PA      | $744533.64    | 0.02%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP                                       | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $832811.19    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL WORLDWIDE HOLDINGS                                      | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1304081.94   | 0.03%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                  | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102413.23    | 0.00%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                  | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311292.80    | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                  | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1118264.26   | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                          | UDR INC                                                               | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    188000 | PA      | $163106.63    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                          | UDR INC                                                               | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95984.59     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA COLA FEMSA SAB DE CV                                        | COCA-COLA FEMSA SAB DE CV                                             | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    339000 | PA      | $294383.96    | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA COLA FEMSA SAB DE CV                                        | COCA-COLA FEMSA SAB DE CV                                             | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $758530.22    | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_1                                 | CASL_17-A                                                             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    661709 | PA      | $637392.67    | 0.01%             | 2046-11-26      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_19-A                              | CASL_19-A                                                             | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998826 | PA      | $932865.01    | 0.02%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                 | CUSIP: 527298BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1602314.11   | 0.03%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | LIBERTY MUTUAL GROUP INC                                              | CUSIP: 53079EBN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    823000 | PA      | $738312.64    | 0.02%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_18-A                              | CASL_18-A                                                             | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400886 | PA      | $382678.25    | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC CASL_21-A                          | CASL_21-A                                                             | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2295672 | PA      | $1940379.16   | 0.04%             | 2051-07-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                | CUSIP: 195325CX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $282059.91    | 0.01%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-2                                       | COLT_21-2                                                             | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1956928 | PA      | $1520659.39   | 0.03%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-4                               | COLT_21-4                                                             | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2155572 | PA      | $1750330.87   | 0.04%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                                         | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  70766863 | NS      | $70745632.59  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE LP                                                  | LIFE STORAGE LP                                                       | CUSIP: 53227JAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $250339.08    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                                                     | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    855000 | PA      | $778795.52    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369510.41    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    212000 | PA      | $201986.74    | 0.00%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $135413.44    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $851232.81    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1733943.60   | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    218000 | PA      | $170167.76    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC                                         | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    915000 | PA      | $815681.51    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC                                         | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    805000 | PA      | $787774.32    | 0.02%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    181000 | PA      | $132028.02    | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $880679.00    | 0.02%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                              | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $289730.63    | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                              | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    392000 | PA      | $371007.46    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    259000 | PA      | $213846.33    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $863439.97    | 0.02%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $703469.47    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $1533566.96   | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                              | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    356000 | PA      | $307902.72    | 0.01%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                              | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $275694.18    | 0.01%             | 2026-03-18      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                          | UDR INC                                                               | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    266000 | PA      | $197553.49    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS-BARCLAYS COMMERCIAL MORTGAGE                                 | UBSBB_13-C6                                                           | CUSIP: 90349GBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577670 | PA      | $568052.65    | 0.01%             | 2046-04-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $817109.13    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1908317.44   | 0.04%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                   | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4746000 | PA      | $4940792.46   | 0.10%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                            | COMERICA INCORPORATED                                                 | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    239000 | PA      | $223685.58    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD                                      | CUSIP: 200447AH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $470343.98    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-LC19                                 | COMM_15-LC19                                                          | CUSIP: 200474BB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4425760 | PA      | $4245005.66   | 0.09%             | 2048-02-10      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP FUNDING SWITZERLAND AG                                      | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    399000 | PA      | $388345.75    | 0.01%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                 | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    985000 | PA      | $986405.34    | 0.02%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_18-HOME                                 | COMM_18-HOME                                                          | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3125000 | PA      | $2837689.38   | 0.06%             | 2033-04-10      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CBM                                  | COMM_20-CBM                                                           | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3668447.20   | 0.08%             | 2037-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CBM                                  | COMM_20-CBM                                                           | CUSIP: 20049AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3480000 | PA      | $3119211.35   | 0.06%             | 2037-02-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                   | CUSIP: 20268JAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $607465.55    | 0.01%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                   | CUSIP: 20268JAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $551034.88    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                   | CUSIP: 20268JAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $488068.55    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                   | COMMONWEALTH BANK OF AUSTRALIA                                        | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    530000 | PA      | $360125.61    | 0.01%             | 2041-03-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                      | COMMONWEALTH EDISON COMPANY                                           | CUSIP: 202795JJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $183996.70    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| USASF RECEIVABLES LLC USAUT_21-1A                                | USAUT_21-1A                                                           | CUSIP: 90355EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2175880.08   | 0.04%             | 2025-03-17      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| USASF RECIEVABLES LLC USAUT_21_1                                 | USAUT_21-1A                                                           | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5751187.20   | 0.12%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US AUTO FUNDING LLC USAUT_22-1                                   | USAUT_22-1A                                                           | CUSIP: 90355FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4632954.50   | 0.10%             | 2027-07-15      | Fixed         | 9.14%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                    | UNICREDIT SPA                                                         | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1095000 | PA      | $969191.89    | 0.02%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                              | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3689000 | PA      | $3603625.66   | 0.07%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                              | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2081000 | PA      | $1908505.58   | 0.04%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNION CARBIDE CORP                                               | UNION CARBIDE CORPORATION                                             | CUSIP: 905581AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $1045754.27   | 0.02%             | 2096-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                | UNION ELECTRIC CO                                                     | CUSIP: 906548CM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $266391.57    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                | UNION ELECTRIC CO                                                     | CUSIP: 906548CU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $186695.57    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                             | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157621.69    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                             | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $755546.27    | 0.02%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                             | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1050226.22   | 0.02%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                             | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $808806.63    | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 AA PASS THROUGH TRUST INC                 | UNITED AIRLINESS 2018-1 AA PTT                                        | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    663473 | PA      | $570596.72    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2013 1A O                     | UNITED AIRLINES INC 2013-1 A                                          | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182742 | PA      | $168447.36    | 0.00%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2019-1 AA                                         | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865992 | PA      | $763261.45    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                      | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    261000 | PA      | $183220.19    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                      | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2143203.39   | 0.04%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                           | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381062.68    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                           | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2364000 | PA      | $2421194.26   | 0.05%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2019-1 A                                          | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    774110 | PA      | $637498.71    | 0.01%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS AA                                  | UNITED AIRLINES INC 2016-1 AA                                         | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588936 | PA      | $520615.08    | 0.01%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                       | COMMSCOPE TECHNOLOGIES LLC                                            | CUSIP: 20338HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $792156.92    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                    | COMMSCOPE FINANCE LLC                                                 | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1730426.29   | 0.04%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS                                                 | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $270868.94    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                             | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $718756.51    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018 1A PASS THROUGH TRUST INC                   | UNITED AIRLINESS 2018-1 A PTT                                         | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1452359 | PA      | $1201527.68   | 0.02%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS                       | UNITED AIRLINES 2016-2 A PTT                                          | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1037323 | PA      | $804759.67    | 0.02%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $968629.42    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES CLASS B PASS THROUGH CERTIFICATES SERIES 2018-1  | UNITED AIRLINES 2018-1 CLASS B PT                                     | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224631 | PA      | $203397.43    | 0.00%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                             | CUSIP: 26442CBG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1325578.28   | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                             | CUSIP: 26442CBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1143000 | PA      | $863467.54    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES CLASS B PASS THROUGH CERTIFICATES SERIES 2016 1  | UNITED AIR LINES INC 2016-1-B                                         | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80510 | PA      | $72017.48     | 0.00%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2               | UACST_22-2                                                            | CUSIP: 90944KAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $966466.20    | 0.02%             | 2029-04-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                           | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $2005381.33   | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                           | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1020710.50   | 0.02%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                             | DUKE ENERGY OHIO INC                                                  | CUSIP: 26442EAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $243095.38    | 0.01%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                              | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    323000 | PA      | $247156.00    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | City of Los Angeles Department of Airports                            | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $441457.21    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    450000 | PA      | $351509.52    | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                              | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $226087.52    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                              | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $771692.76    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                        | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    509000 | PA      | $393947.02    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                        | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2319000 | PA      | $2212981.37   | 0.05%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1427149.89   | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $3963067.80   | 0.08%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                        | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $483453.85    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                        | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1403000 | PA      | $891221.43    | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | DUKE ENERGY INDIANA LLC                                               | CUSIP: 26443TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $146247.27    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | DUKE ENERGY INDIANA LLC                                               | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1201199.75   | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | LUNDIN ENERGY FINANCE BV                                              | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2647000 | PA      | $2342675.81   | 0.05%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | LUNDIN ENERGY FINANCE BV                                              | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2513000 | PA      | $2060641.83   | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                                                 | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2254000 | PA      | $1807340.06   | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                                                 | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2859000 | PA      | $2102931.62   | 0.04%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                               | CUSIP: 26444HAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1026032.68   | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                                           | CUSIP: 266233AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $623466.99    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST MSSTR_04-2                   | MSSTR_04-2                                                            | CUSIP: 55265WCA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80299 | PA      | $75516.43     | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST MSSTR_04-2                   | MSSTR_04-2                                                            | CUSIP: 55265WCB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126471 | PA      | $119420.62    | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                        | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    573000 | PA      | $526787.84    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $887886.62    | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                                           | CUSIP: 266233AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $296389.04    | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                             | DYCOM INDUSTRIES INC                                                  | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    815000 | PA      | $713468.97    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_21-NQM2                                           | MFRA_21-NQM2                                                          | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    865624 | PA      | $710579.96    | 0.01%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                             | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1505758.35   | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $979587.26    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR CO                                       | CONNECTICUT LIGHT & POWER COMPANY                                     | CUSIP: 207597EL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $197153.88    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                                   | EDP FINANCE BV                                                        | CUSIP: 26835PAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1027000 | PA      | $1056351.87   | 0.02%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                          | ENI SPA                                                               | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    310000 | PA      | $306862.40    | 0.01%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPT Opt Partner                                                  | MPT OPERATING PARTNERSHIP/FIN CORP                                    | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $658465.90    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MRCD MORTGAGE TRUST MRCD_19-PARK                                 | MRCD_19-PARK                                                          | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3676780.00   | 0.08%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2037148.20   | 0.04%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    765000 | PA      | $718470.50    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MRCD MORTGAGE TRUST MRCD_19-PARK                                 | MRCD_19-PARK                                                          | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $2104950.63   | 0.04%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MRA ISSUANCE TRUST MRAIT_21-EBO7                                 | MRAIT_21-EBO7                                                         | CUSIP: 55349H106<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4460328 | PA      | $4460328.19   | 0.09%             | 2023-02-15      | Variable      | 3.85%                 | No            |                  3 | On Loan: No      |
| ERP OPERATING LP                                                 | ERP OPERATING LP                                                      | CUSIP: 26884ABK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $154292.96    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                                                  | CUSIP: 26884TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $326651.23    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                | CONOCOPHILLIPS CO                                                     | CUSIP: 20826FBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488000 | PA      | $389536.12    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                                                        | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    675000 | PA      | $624164.00    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                                            | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    251000 | PA      | $237286.41    | 0.00%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VENDEE MORTGAGE TRUST VENDE_98-2                                 | VENDE_98-2                                                            | CUSIP: 911760LQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     91277 | PA      | $93860.35     | 0.00%             | 2028-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                                              | CUSIP: 210518CX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547000 | PA      | $433608.69    | 0.01%             | 2064-08-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                                              | CUSIP: 210518DJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    723000 | PA      | $410812.03    | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQT MIDSTREAM PARTNERS LP                                             | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250186.44    | 0.01%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQT MIDSTREAM PARTNERS LP                                             | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $625311.25    | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MRA ISSUANCE TRUST MRAIT_21-EBO2                                 | MRAIT_21-EBO2                                                         | CUSIP: 55351BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4422028 | PA      | $4422027.84   | 0.09%             | 2023-04-15      | Variable      | 6.86%                 | No            |                  3 | On Loan: No      |
| MSCI INC                                                         | MSCI INC                                                              | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    380000 | PA      | $316593.11    | 0.01%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810FF0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5745000 | PA      | $6082518.75   | 0.13%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810FG8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4486000 | PA      | $4758314.24   | 0.10%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                  | MV24 CAPITAL BV                                                       | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    513900 | PA      | $469715.85    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                               | MACQUARIE BANK LTD                                                    | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $203144.90    | 0.00%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP                                             | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    895000 | PA      | $737509.04    | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                | EATON CORPORATION                                                     | CUSIP: 278058AP7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175350.02    | 0.00%             | 2024-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                              | MACQUARIE GROUP LTD                                                   | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $368175.35    | 0.01%             | 2030-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                              | MACQUARIE GROUP LTD                                                   | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    196000 | PA      | $170308.44    | 0.00%             | 2027-01-12      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                          | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $285989.16    | 0.01%             | 2025-01-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                          | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    580000 | PA      | $547082.51    | 0.01%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QC5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7032000 | PA      | $7460512.50   | 0.15%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QN1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2429000 | PA      | $2644953.28   | 0.05%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                        | EDGEWELL PERSONAL CARE CO                                             | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $987678.99    | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                                                      | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1002108.94   | 0.02%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                               | MACQUARIE BANK LTD                                                    | CUSIP: 55608PAQ7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    327000 | PA      | $318182.68    | 0.01%             | 2025-07-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                               | MACQUARIE BANK LTD                                                    | CUSIP: 55608PAW4<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $357301.59    | 0.01%             | 2026-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QT8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1595000 | PA      | $1378678.13   | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QX9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14400000 | PA      | $11598750.00  | 0.24%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC                                                 | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1246231.11   | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIO                                                     | EMERGENT BIOSOLUTIONS INC                                             | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    965000 | PA      | $476609.62    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                                                       | CUSIP: 55760LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1136722.46   | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                                        | CUSIP: 55903VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2109112.95   | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                                              | CUSIP: 210518DN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $356939.82    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSUMER RECEIVABLES ASSET INVESTMENT TRUST CRAIT_21-1           | CRAIT_21-1                                                            | CUSIP: 21056K104<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741690 | PA      | $1741683.36   | 0.04%             | 2023-03-24      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                                                   | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $466800.19    | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DE TELECOMUNICACIONES SA                        | EMPRESA NACIONAL DE TELECOM                                           | CUSIP: 29245VAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    325000 | PA      | $259397.33    | 0.01%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6935000 | PA      | $5568588.28   | 0.11%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $1708125.00   | 0.04%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-2 PASS THROUGH TRUSTS                       | CONTINENTAL AIRLINES 2012-2A                                          | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99915 | PA      | $95040.72     | 0.00%             | 2024-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                              | CUSIP: 21684AAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    589000 | PA      | $574722.80    | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENABLE MIDSTREAM PARTNERS LP                                          | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $399524.82    | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENABLE MIDSTREAM PARTNERS LP                                          | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $3004373.12   | 0.06%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                              | CUSIP: 21684AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    712000 | PA      | $670544.69    | 0.01%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_19-1                            | CAFL_19-1                                                             | CUSIP: 21872FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $1897757.65   | 0.04%             | 2052-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_19-3                            | CAFL_19-3                                                             | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253443 | PA      | $1189040.69   | 0.02%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                 | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8800000 | PA      | $7623950.93   | 0.16%             | 2053-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                 | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $946097.44    | 0.02%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corp Office                                                      | CORPORATE OFFICE PROPERTIES LP                                        | CUSIP: 22003BAM8<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | DBT              | CORP              | US        |    550000 | PA      | $411718.75    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH CREDIT GROUP                                      | COTTAGE HEALTH SYSTEM                                                 | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $434499.02    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                | CUSIP: 224044CL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $304286.30    | 0.01%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                                        | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1434186.98   | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                                        | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4303000 | PA      | $3159624.96   | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | ENCOMPASS HEALTH CORP                                                 | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    880000 | PA      | $798916.89    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | ENCOMPASS HEALTH CORP                                                 | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    865000 | PA      | $761782.02    | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                                        | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2119000 | PA      | $1552286.06   | 0.03%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                                                | MARATHON OIL CORP                                                     | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149467.56    | 0.00%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | ENCOMPASS HEALTH CORP                                                 | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180331.57    | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | ENERGIZER HOLDINGS INC                                                | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1518669.78   | 0.03%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                                           | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    877000 | PA      | $830246.13    | 0.02%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    756000 | PA      | $701045.60    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                    | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2047231.53   | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                    | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3441000 | PA      | $3375272.70   | 0.07%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3952000 | PA      | $3709322.50   | 0.08%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9618000 | PA      | $8841045.94   | 0.18%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                    | ENEL CHILE SA                                                         | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    149000 | PA      | $145107.51    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                         | CUSIP: 29278GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    335000 | PA      | $294708.29    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810RG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4414843.75   | 0.09%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11825000 | PA      | $8931570.31   | 0.18%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                  | MARB BONDCO PLC                                                       | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $386094.64    | 0.01%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_19-AA                        | MFIT_19-AA                                                            | CUSIP: 56847MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115000 | PA      | $2027039.27   | 0.04%             | 2032-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                         | CUSIP: 29278GAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1636000 | PA      | $1300038.63   | 0.03%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                         | CUSIP: 29278GAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1764000 | PA      | $1292514.99   | 0.03%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810RN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13210000 | PA      | $10662946.88  | 0.22%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4911000 | PA      | $4353141.09   | 0.09%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K147              | FHLMC_K147                                                            | CUSIP: 3137H8BK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4424000 | PA      | $3913562.42   | 0.08%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_KG07       | FHLMC_KG07                                                            | CUSIP: 3137H8TZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2313000 | PA      | $2063531.85   | 0.04%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    506000 | PA      | $408500.61    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                             | ENLINK MIDSTREAM LLC                                                  | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    555000 | PA      | $529425.47    | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K150              | FHLMC_K-150                                                           | CUSIP: 3137H9C98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13100000 | PA      | $12276002.14  | 0.25%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K15 | FHLMC_K153                                                            | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5800000 | PA      | $5451915.32   | 0.11%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_19-AA                        | MFIT_19-AA                                                            | CUSIP: 56847MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5560000 | PA      | $5148021.79   | 0.11%             | 2032-07-20      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_19-AA                        | MFIT_19-AA                                                            | CUSIP: 56847MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5341158.60   | 0.11%             | 2032-07-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19900000 | PA      | $14477250.00  | 0.30%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2295000 | PA      | $1523664.84   | 0.03%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNERS LP                                     | ENLINK MIDSTREAM PARTNERS LP                                          | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    386000 | PA      | $367620.33    | 0.01%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enstar Group                                                     | ENSTAR GROUP LTD                                                      | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   2134000 | PA      | $1558204.12   | 0.03%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR DUS                                                         | CUSIP: 31381RQY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2434313 | PA      | $2421636.69   | 0.05%             | 2026-07-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    653962 | PA      | $648291.24    | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12505000 | PA      | $6994984.38   | 0.14%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33987000 | PA      | $21167528.44  | 0.44%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS INC                                                          | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $918528.97    | 0.02%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS INC                                                          | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $257380.51    | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24990000 | PA      | $15665606.25  | 0.32%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7642000 | PA      | $4574453.44   | 0.09%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1724404 | PA      | $1683682.27   | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1019214 | PA      | $1001233.64   | 0.02%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS INC                                                  | CUSIP: 29364DAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $295128.69    | 0.01%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                                                 | CUSIP: 29364WAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $404136.49    | 0.01%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 130376000 | PA      | $84846256.25  | 1.75%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22916000 | PA      | $14641175.63  | 0.30%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7/1 HYBRID ARM                                                   | CUSIP: 3138EREY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1295338 | PA      | $1313093.91   | 0.03%             | 2046-01-01      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR BALLOON MULTI                                               | CUSIP: 3138L5FA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6535680 | PA      | $6398091.85   | 0.13%             | 2025-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  18373000 | PA      | $12998897.50  | 0.27%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17165000 | PA      | $12374892.19  | 0.25%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                                                 | CUSIP: 29364WBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $136930.58    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Entergy Tx                                                       | ENTERGY TEXAS INC                                                     | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1259586.94   | 0.03%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3138L8J70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1426451.13   | 0.03%             | 2026-12-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3138L8K52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $956632.20    | 0.02%             | 2027-02-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                                                  | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1453000 | PA      | $891576.55    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING II LLC                         | ENTERGY TEXAS RESTORATION FD II                                       | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $524415.54    | 0.01%             | 2035-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21530000 | PA      | $16187868.75  | 0.33%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  40056000 | PA      | $26361855.01  | 0.54%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3138L8K60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $935590.60    | 0.02%             | 2030-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7YR BALLOON MULTI                                                | CUSIP: 3138L94D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4812000 | PA      | $4397081.16   | 0.09%             | 2030-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                     | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $256332.95    | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                     | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $260448.46    | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3138L9AZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2684309 | PA      | $2438726.42   | 0.05%             | 2030-02-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3138L9FW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3282100 | PA      | $3080748.24   | 0.06%             | 2027-03-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  89232000 | PA      | $61165747.50  | 1.26%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2781000 | PA      | $1770280.31   | 0.04%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_22-GC48                | CGCMT_22-GC48                                                         | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1743000 | PA      | $1677585.26   | 0.03%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | EQUINIX INC                                                           | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    469000 | PA      | $428434.87    | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3138L9Q70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2386142 | PA      | $2099300.98   | 0.04%             | 2035-04-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7YR BALLOON MULTI                                                | CUSIP: 3138LACZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1949870 | PA      | $1832502.55   | 0.04%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUS_21-EQAZ                                                     | EQUS_21-EQAZ                                                          | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2370952 | PA      | $2282159.12   | 0.05%             | 2038-10-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                | CUSIP: 29646AAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $288152.88    | 0.01%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  35889000 | PA      | $25083046.41  | 0.52%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3138LNRG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2787000 | PA      | $2650717.37   | 0.05%             | 2028-06-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3138LNYD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4413472 | PA      | $4253840.04   | 0.09%             | 2030-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                                                    | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    295000 | PA      | $233136.13    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                                                    | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    307000 | PA      | $228647.81    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2021728 | PA      | $1839545.82   | 0.04%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS                                      | CUSIP: 3138NXRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    789594 | PA      | $705268.16    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                                                    | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1779929.81   | 0.04%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                                                    | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    841000 | PA      | $665241.37    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                     | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1116188.10   | 0.02%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                     | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    718000 | PA      | $630899.41    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1552478 | PA      | $1410860.90   | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138WJYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    790323 | PA      | $759507.21    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                     | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    318000 | PA      | $276529.65    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                     | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    232000 | PA      | $228866.01    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_22-A                         | MFIT_22-AA                                                            | CUSIP: 56847QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3755534.13   | 0.08%             | 2037-10-20      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                   | MARRIOTT OWNERSHIP RESORTS INC                                        | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $640748.56    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138WKUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175230 | PA      | $167442.08    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                    | CUSIP: 3138WSPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    196605 | PA      | $185887.91    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                              | EXELON GENERATION CO LLC                                              | CUSIP: 30161MAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1531829.25   | 0.03%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2                    | EART_22-2A                                                            | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6035000 | PA      | $5601404.56   | 0.12%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                   | MARSH & MCLENNAN COMPANIES INC                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    467000 | PA      | $521440.88    | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASCO CORPORATION                                                | MASCO CORPORATION                                                     | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187426.43    | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS                                      | CUSIP: 3138X0AZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    580991 | PA      | $542518.39    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2146824 | PA      | $1950692.02   | 0.04%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                    | EART_22-3A                                                            | CUSIP: 30166YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6569232.60   | 0.14%             | 2030-01-15      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5                    | EART_22-5A                                                            | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4983920.50   | 0.10%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                                      | EXPORT-IMPORT BANK OF KOREA                                           | CUSIP: 302154DS5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   1301000 | PA      | $1267104.85   | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT FINANCE AND INSURANCE CORP                                | EXPORT FINANCE & INSURANCE CORP                                       | CUSIP: 30220L2B9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |   3202000 | PA      | $3233307.97   | 0.07%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MASCO CORPORATION                                                | MASCO CORPORATION                                                     | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $310441.10    | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTEC INC.                                                      | MASTEC INC.                                                           | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    710000 | PA      | $636457.59    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARM_04-13                                                       | MARM_04-13                                                            | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67373 | PA      | $63376.31     | 0.00%             | 2034-04-21      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| MARM_04-13                                                       | MARM_04-13                                                            | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121406 | PA      | $108918.68    | 0.00%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Extra SpStrg                                                     | EXTRA SPACE STORAGE LP                                                | CUSIP: 30225VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $552757.23    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                 | EXXON MOBIL CORP                                                      | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    278000 | PA      | $213843.20    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA_01-60                                                       | FNMA_01-60                                                            | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    113538 | PA      | $116153.93    | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA_02-50                                                       | FNMA_02-50                                                            | CUSIP: 31392DA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    366576 | PA      | $371650.80    | 0.01%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET SECURITIZATION TRUST MASTR_04-P7                     | MASTR_04-P7                                                           | CUSIP: 57643MCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22065 | PA      | $17832.85     | 0.00%             | 2033-12-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                                                            | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    645000 | PA      | $566919.05    | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA_02-78                                                       | FNMA_02-78                                                            | CUSIP: 31392FA72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    142232 | PA      | $142641.24    | 0.00%             | 2032-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2517                                           | FHLMC_2517                                                            | CUSIP: 31392X2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     49843 | PA      | $48369.26     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                 | EXXON MOBIL CORP                                                      | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    346000 | PA      | $248616.21    | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                 | EXXON MOBIL CORP                                                      | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $2767207.09   | 0.06%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1053375.87   | 0.02%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2042000 | PA      | $1707705.67   | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_03-W8                                            | FNMA_03-W8                                                            | CUSIP: 31393CX24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    120019 | PA      | $118168.76    | 0.00%             | 2042-05-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FHLMC_2551                                                       | FHLMC_2551                                                            | CUSIP: 31393JC89<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     63791 | PA      | $64021.69     | 0.00%             | 2033-01-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                 | EXXON MOBIL CORP                                                      | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $1802496.20   | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                              | FMG RESOURCES (AUG 2006) PTY LTD                                      | CUSIP: 30251GBA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1365000 | PA      | $1264473.48   | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    892000 | PA      | $860995.17    | 0.02%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION CO                                        | MEAD JOHNSON NUTRITION CO                                             | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314042.82    | 0.01%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC_2557                                                       | FHLMC_2557                                                            | CUSIP: 31393JLU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    169302 | PA      | $170499.85    | 0.00%             | 2033-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA_03-W16                                                      | FNMA_03-W16                                                           | CUSIP: 31393T4J2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    253907 | PA      | $241436.81    | 0.00%             | 2033-11-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| MED TRUST MED_21-MDLN                                            | MED_21-MDLN                                                           | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3683000 | PA      | $3544448.12   | 0.07%             | 2038-11-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                         | MEMORIAL HEALTH SERVICES                                              | CUSIP: 58601VAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $880271.46    | 0.02%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_20-GT1                               | FMMSR_20-GT1                                                          | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4367729.00   | 0.09%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_20-GT1                               | FMMSR_21-GT1                                                          | CUSIP: 30259RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7420000.00   | 0.15%             | 2024-02-25      | Variable      | 3.00%                 | No            |                  3 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-4A                       | AESOP_22-4A                                                           | CUSIP: 05377RFP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1812000 | PA      | $1739819.34   | 0.04%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                           | CUSIP: 05401AAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    790000 | PA      | $720743.44    | 0.01%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNW_03-W19                                                       | FNW_03-W19                                                            | CUSIP: 31393UA60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1837847 | PA      | $1832655.71   | 0.04%             | 2033-11-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA_04-50                                                       | FNMA_04-50                                                            | CUSIP: 31394AJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    622468 | PA      | $627828.24    | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_21-GT1                               | FMMSR_21-GT1                                                          | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $4542210.00   | 0.09%             | 2026-07-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_21-GT2                               | FMMSR_21-GT2                                                          | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3828000 | PA      | $2831264.98   | 0.06%             | 2026-10-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1                  | MBART_22-1                                                            | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122000 | PA      | $2111903.95   | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | MERCK & CO INC                                                        | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1251850.48   | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                           | CUSIP: 05401AAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1904000 | PA      | $1759111.08   | 0.04%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                           | CUSIP: 05401AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2935000 | PA      | $2793135.95   | 0.06%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA_04-W10                                 | FNMA_04-W10                                                           | CUSIP: 31394ALV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1082083 | PA      | $1084145.71   | 0.02%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_04-65                                            | FNMA_04-65                                                            | CUSIP: 31394APN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     25316 | PA      | $25037.77     | 0.00%             | 2024-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_22-GT1                               | FMMSR_22-GT1                                                          | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5249981.40   | 0.11%             | 2027-04-25      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_22-GT2                               | FMMSR_22-GT2                                                          | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5453419.20   | 0.11%             | 2027-07-25      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT MASTER TRUST MFCC_21-1                  | MFCC_21-1A                                                            | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2470000 | PA      | $2364559.65   | 0.05%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MLCC_03-A                                                        | MLCC_03-A                                                             | CUSIP: 589929G28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37677 | PA      | $35342.23     | 0.00%             | 2028-03-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_05-75                                            | FNMA_05-75                                                            | CUSIP: 31394FAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     26550 | PA      | $28598.19     | 0.00%             | 2035-09-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN FNMA_05-W3                                 | FNMA_05-W3                                                            | CUSIP: 31394FSB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    212862 | PA      | $210513.74    | 0.00%             | 2045-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                           | CUSIP: 05401AAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    830000 | PA      | $753083.23    | 0.02%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                           | CUSIP: 05401AAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    730000 | PA      | $629336.56    | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_15-K4                                 | FREMF_15-K44                                                          | CUSIP: 30292NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3410000 | PA      | $3244014.16   | 0.07%             | 2048-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_16-K722                                        | FHLMC_16-K722                                                         | CUSIP: 30295AAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1389793.02   | 0.03%             | 2049-07-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC_2752                                                       | FHLMC_2752                                                            | CUSIP: 31394RLM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    453222 | PA      | $455240.63    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2764                                                       | FHLMC_2764                                                            | CUSIP: 31394TYD1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    382219 | PA      | $385200.54    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                           | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2445000 | PA      | $1973882.31   | 0.04%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS  | AXALTA COATING SYSTEMS/HOLDING BV                                     | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1326044.42   | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER CO (THE)                                          | WILLIAM CARTER COMPANY (THE)                                          | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    405000 | PA      | $389378.09    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                 | WISCONSIN ELECTRIC POWER CO                                           | CUSIP: 976656CH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $183099.39    | 0.00%             | 2025-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MLCC_03-E                                                        | MLCC_03-E                                                             | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150302 | PA      | $138969.84    | 0.00%             | 2028-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| MLCC_04-A                                                        | MLCC_04-A                                                             | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116683 | PA      | $105581.77    | 0.00%             | 2029-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                 | WISCONSIN ELECTRIC POWER COMPANY                                      | CUSIP: 976656CN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1245939.31   | 0.03%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                      | WORKDAY INC                                                           | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    986000 | PA      | $904462.37    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MLMI_04-A4                                                       | MLMI_04-A4                                                            | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125631 | PA      | $115333.32    | 0.00%             | 2034-08-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| MLCC_04-1                                                        | MLCC_04-1                                                             | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100964 | PA      | $93014.53     | 0.00%             | 2034-12-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_18-C2          | BBCMS_18-C2                                                           | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $619011.08    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C18         | BBCMS_22-C18                                                          | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886000 | PA      | $926421.23    | 0.02%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A       | WOLS_22-A                                                             | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2042000 | PA      | $2003727.61   | 0.04%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-        | WOLS_22-A                                                             | CUSIP: 98163NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203000 | PA      | $1168492.43   | 0.02%             | 2027-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A1                    | BACCT_22-A1                                                           | CUSIP: 05522RDE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3861000 | PA      | $3754542.58   | 0.08%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                    | BACCT_22-A2                                                           | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2779000 | PA      | $2809721.01   | 0.06%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                 | WYNN LAS VEGAS LLC / CAPITAL CORP                                     | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $681284.29    | 0.01%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $690359.43    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                                                       | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    209000 | PA      | $137107.47    | 0.00%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                                                       | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    417000 | PA      | $322878.82    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MLCC_04-G                                                        | MLCC_04-G                                                             | CUSIP: 59020UPA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21364 | PA      | $19732.62     | 0.00%             | 2030-01-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                           | METROPOLITAN EDISON COMPANY                                           | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1391047.42   | 0.03%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP                                     | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $706904.58    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | XCEL ENERGY INC                                                       | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78426.23     | 0.00%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                      | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5553000 | PA      | $4318318.83   | 0.09%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                      | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    425000 | PA      | $302095.04    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                               | MET LIFE GLOBAL FUNDING I                                             | CUSIP: 59217GCK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $154354.44    | 0.00%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                               | MET LIFE GLOBAL FUNDING I                                             | CUSIP: 59217GCT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $268871.01    | 0.01%             | 2024-01-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                       | XILINX INC                                                            | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    725000 | PA      | $609561.87    | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA LTD                                      | GLENCORE FINANCE CANADA LTD                                           | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    977000 | PA      | $1036643.14   | 0.02%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                             | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $154314.70    | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                   | MICROSOFT CORPORATION                                                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271813.04    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BB-UBS TRUST BBUBS_12-SHOW                                       | BBUBS_12-SHOW                                                         | CUSIP: 05538UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3700000 | PA      | $3442821.88   | 0.07%             | 2036-11-05      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                   | BHP BILLITON FINANCE (USA) LTD                                        | CUSIP: 055450AH3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    468000 | PA      | $489065.83    | 0.01%             | 2026-03-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_19-C3          | BBCMS_19-C3                                                           | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2208000 | PA      | $1989288.99   | 0.04%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BBVA USA                                                         | BBVA USA                                                              | CUSIP: 05552JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $294529.46    | 0.01%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                   | MICROSOFT CORPORATION                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    462000 | PA      | $329167.15    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                   | MICROSOFT CORPORATION                                                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    314000 | PA      | $218720.38    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC                                                    | CUSIP: 05565EAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $240201.46    | 0.00%             | 2023-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                | CUSIP: 05565QDN5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    147000 | PA      | $138141.86    | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                               | MICROCHIP TECHNOLOGY INCORPORATED                                     | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    506000 | PA      | $481060.26    | 0.01%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                        | MID-AMERICA APARTMENT COMMUNITIES                                     | CUSIP: 59523UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    836000 | PA      | $829636.82    | 0.02%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                | CUSIP: 05565QDU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3790000 | PA      | $3609950.48   | 0.07%             | 2049-12-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                | CUSIP: 05565QDV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3065000 | PA      | $2683414.46   | 0.06%             | 2059-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                               | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    401000 | PA      | $351463.39    | 0.01%             | 2026-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                               | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $656408.49    | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                        | MID-AMERICA APARTMENTS LP                                             | CUSIP: 59523UAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1001000 | PA      | $972648.72    | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                        | MID-AMERICA APARTMENTS LP                                             | CUSIP: 59523UAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    818000 | PA      | $773168.67    | 0.02%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                               | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $291417.44    | 0.01%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                               | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1385166.35   | 0.03%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC                         | MID-ATLANTIC INTERSTATE TRANS                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1453461.52   | 0.03%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MID-STATE TRUST MDST_06-1                                        | MDST_06-1                                                             | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601589 | PA      | $582473.02    | 0.01%             | 2040-10-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA LTD                                      | GLENCORE FINANCE CANADA LTD                                           | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $100622.50    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                        | XYLEM INC                                                             | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    176000 | PA      | $142908.14    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY COMPANY                                            | CUSIP: 595620AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $623187.16    | 0.01%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY COMPANY                                            | CUSIP: 595620AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $705026.42    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                     | BERKSHIRE HATHAWAY ENERGY CO                                          | CUSIP: 59562VAY3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    333000 | PA      | $329219.44    | 0.01%             | 2023-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                          | MIDAS OPCO HOLDINGS LLC                                               | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $865607.95    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                               | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    284000 | PA      | $252452.25    | 0.01%             | 2026-10-06      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                               | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    855000 | PA      | $641366.78    | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_21-RS1                       | MCMLT_21-RS1                                                          | CUSIP: 59982YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4449000 | PA      | $3841590.93   | 0.08%             | 2066-04-28      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                      | MLANE_21-A                                                            | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4395000 | PA      | $4241396.95   | 0.09%             | 2026-09-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                             | BWX TECHNOLOGIES INC                                                  | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    705000 | PA      | $632827.18    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                             | BWX TECHNOLOGIES INC                                                  | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    545000 | PA      | $472224.35    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HEALTH SERVICES CORP                              | YALE-NEW HAVEN HLTH SERVICES CORP                                     | CUSIP: 98459HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $560893.74    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                                                       | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1077261.25   | 0.02%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-16                                            | FNMA_06-16                                                            | CUSIP: 31394V6A3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    303401 | PA      | $303364.66    | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR_05-121A                                                      | FNMA_05-121                                                           | CUSIP: 31394VBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76982 | PA      | $76512.80     | 0.00%             | 2026-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC                                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $759641.47    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | ZOETIS INC                                                            | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    303000 | PA      | $246013.73    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-XL2                           | BX_21-XL2                                                             | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2785705 | PA      | $2677406.72   | 0.06%             | 2038-10-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | BX_21-VOLT                                                            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6056000 | PA      | $5833566.75   | 0.12%             | 2036-09-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | ZOETIS INC                                                            | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1437021.07   | 0.03%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | IVORY COAST                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |   1200000 | PA      | $1068280.16   | 0.02%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAHRAIN (KINGDOM OF)                                             | BAHRAIN (KINGDOM OF)                                                  | CUSIP: 05675M2D5<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |    900000 | PA      | $794811.50    | 0.02%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                        | BAKER HUGHES INC                                                      | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278691.73    | 0.01%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                                         | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    376000 | PA      | $282430.68    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                                         | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1025361.17   | 0.02%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SART_17-1                                                        | SART_17-1                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507626 | PA      | $482244.64    | 0.01%             | 2025-11-17      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| SART_18-1                                                        | SART_18-1                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699737 | PA      | $657752.91    | 0.01%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_04-3                    | BAFC_04-3                                                             | CUSIP: 05946XGP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23595 | PA      | $22188.27     | 0.00%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                    | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $355161.89    | 0.01%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                    | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $170967.40    | 0.00%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                    | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198069.05    | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FTF_19-1A                                                        | FTF_19-1                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29432 | PA      | $27960.31     | 0.00%             | 2024-08-15      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| STARWOOD WAYPOINT HOMES TRUST SWH_17-1                           | SFR_19-STL                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2213750.00   | 0.05%             | 2026-10-11      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                    | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2926699.98   | 0.06%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                    | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $374504.19    | 0.01%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA_11-165                                                      | GNMA_20-1                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3392601 | PA      | $3030779.56   | 0.06%             | 2070-08-20      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| OCWEN_21-GNMSR                                                   | OCWEN_21-GNMSR                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4128148 | PA      | $3993983.33   | 0.08%             | 2023-03-15      | Variable      | 4.57%                 | No            |                  3 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                    | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $153137.30    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1211322.15   | 0.02%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                             | FNMA_06-8                                                             | CUSIP: 31394VX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    147449 | PA      | $116207.72    | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                             | FNMA_06-8                                                             | CUSIP: 31394VX47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    540647 | PA      | $51445.78     | 0.00%             | 2036-03-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC                          | BANCO NACIONAL DE COMERCIO                                            | CUSIP: 05973JAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    520000 | PA      | $431998.74    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | BANK OF AMERICA NA                                                    | CUSIP: 06050TJZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $358839.90    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                             | HCFT_18-1                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1940000.00   | 0.04%             | 2025-02-13      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1955000 | PA      | $1221495.89   | 0.03%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-15                                            | FNMA_06-15                                                            | CUSIP: 31395BTU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     88188 | PA      | $71772.95     | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                             | FNMA_06-43                                                            | CUSIP: 31395DP45<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    454513 | PA      | $38234.11     | 0.00%             | 2036-06-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1668126.67   | 0.03%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    737000 | PA      | $706093.41    | 0.01%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF (GOVERNMENT)                                 | ECUADOR REPUBLIC OF (GOVERNMENT)                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |    600000 | PA      | $277751.31    | 0.01%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $314752.06    | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STUCTURED PASS THROUGH SECURITIES FHLMC_T-62               | FHLMC_T-62                                                            | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    350641 | PA      | $348941.17    | 0.01%             | 2044-10-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-58                                            | FNMA_06-58                                                            | CUSIP: 31395NE86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    108099 | PA      | $7928.33      | 0.00%             | 2036-07-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                         | ISRAEL ELECTRIC CORP LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    841000 | PA      | $734445.00    | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US 5YR NOTE MAR 23                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       364 | NC      | $2131.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5067000 | PA      | $4595929.32   | 0.09%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247783.98    | 0.01%             | 2024-07-23      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2953                                           | FHLMC_2953                                                            | CUSIP: 31395PMJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1536282 | PA      | $1558158.20   | 0.03%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_414                                              | FNMA_414                                                              | CUSIP: 31395QDZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    260744 | PA      | $243323.28    | 0.01%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1372153.84   | 0.03%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $3226103.98   | 0.07%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US 5YR NOTE MAR 23                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       164 | NC      | $-227068.17   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US 2YR NOTE MAR 23                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       282 | NC      | $59309.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC_2990                                                       | FHLMC_2990                                                            | CUSIP: 31395V4P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    581562 | PA      | $588039.67    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC 2989                                           | FHLMC_2989                                                            | CUSIP: 31395VG60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     62281 | PA      | $62061.19     | 0.00%             | 2025-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    715000 | PA      | $549724.52    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6741000 | PA      | $5956868.95   | 0.12%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US 10YR NOTE MAR 23                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |      1551 | NC      | $-2151132.10  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US LONG BOND MAR 23                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       406 | NC      | $-429076.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC FHLMC_2986                                           | FHLMC_2986                                                            | CUSIP: 31395VQP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     82624 | PA      | $81800.06     | 0.00%             | 2025-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3077                                           | FHLMC_3077                                                            | CUSIP: 31396FZ71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     31128 | PA      | $29653.71     | 0.00%             | 2035-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6109000 | PA      | $5354746.63   | 0.11%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14431000 | PA      | $11545842.20  | 0.24%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3101                                           | FHLMC_3101                                                            | CUSIP: 31396GLR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    159881 | PA      | $166532.61    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3100                                           | FHLMC_3100                                                            | CUSIP: 31396H2D0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     81186 | PA      | $67172.07     | 0.00%             | 2036-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4169378.80   | 0.09%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7885000 | PA      | $7273866.37   | 0.15%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1372095.42   | 0.03%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1765829.87   | 0.04%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US ULTRA 10YR NOTE MAR 23                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |      -227 | NC      | $159132.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US ULTRA T-BOND MAR 23                                                | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       302 | NC      | $84273.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC FHLMC_3117                                           | FHLMC_3117                                                            | CUSIP: 31396HVT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     36875 | PA      | $31407.09     | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3123                                           | FHLMC_3123                                                            | CUSIP: 31396JNW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    183875 | PA      | $187666.95    | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1863405.94   | 0.04%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                                                      | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $175336.14    | 0.00%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | ICE: (CDX.NA.HY.39.V1)                                                | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |  68050000 | OU      | $-382721.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REFERENCE REMIC FHLMC_R006                           | FHLMC_R006                                                            | CUSIP: 31396JT21<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    236102 | PA      | $244704.17    | 0.01%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-94                                            | FNMA_06-94                                                            | CUSIP: 31396K4E9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    155677 | PA      | $3812.58      | 0.00%             | 2026-10-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP                                          | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368870.63    | 0.01%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                   | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $255078.07    | 0.01%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNW_06-W3                                   | FNMA_06-W3                                                            | CUSIP: 31396L7E4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    118654 | PA      | $117261.50    | 0.00%             | 2046-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-117                                           | FNMA_06-117                                                           | CUSIP: 31396LD23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    106664 | PA      | $5979.83      | 0.00%             | 2036-12-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                   | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1108228.17   | 0.02%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                               | BANK_22-BNK44                                                         | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2095000 | PA      | $2181352.76   | 0.04%             | 2032-10-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-105                                           | FNMA_06-105                                                           | CUSIP: 31396LUS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    399703 | PA      | $404501.23    | 0.01%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3143-                                          | FHLMC_3143                                                            | CUSIP: 31396NG75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    215864 | PA      | $222206.08    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REFERENCE REMIC FHLM                                 | FHLMC_R007                                                            | CUSIP: 31396NRF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    453559 | PA      | $468545.88    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-18                                            | FNMA_07-18                                                            | CUSIP: 31396P5P2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    152501 | PA      | $152225.88    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-37                                            | FNMA_09-37                                                            | CUSIP: 31396QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    146683 | PA      | $6758.29      | 0.00%             | 2039-06-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-68                                            | FNMA_09-68                                                            | CUSIP: 31396QD71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    209071 | PA      | $23096.33     | 0.00%             | 2039-09-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT                                      | BANQUE FEDERATIVE DU CREDIT MUTUEL                                    | CUSIP: 06675DCD2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2260000 | PA      | $2220461.98   | 0.05%             | 2025-07-13      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT                                      | BANQUE FEDERATIVE DU CREDIT MUTUEL                                    | CUSIP: 06675FAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    300000 | PA      | $297693.56    | 0.01%             | 2023-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-60                                            | FNMA_09-60                                                            | CUSIP: 31396QPL7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    250556 | PA      | $256600.15    | 0.01%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-59                                            | FNMA_09-59                                                            | CUSIP: 31396QRH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    257543 | PA      | $255642.13    | 0.01%             | 2039-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3164                                           | FHLMC_3164                                                            | CUSIP: 31396TDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     62644 | PA      | $59755.23     | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR_3195                                                         | FHLMC_3195                                                            | CUSIP: 31396UCL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    126999 | PA      | $129914.42    | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT                                      | BANQUE FEDERATIVE DU CREDIT MUTUEL                                    | CUSIP: 06675FAY3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    745000 | PA      | $648196.36    | 0.01%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                          | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    577000 | PA      | $549295.69    | 0.01%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                          | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $685258.95    | 0.01%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                          | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4701000 | PA      | $4889692.08   | 0.10%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                          | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2819000 | PA      | $2967729.79   | 0.06%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                 | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    990000 | PA      | $673833.08    | 0.01%             | 2027-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                 | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3020000 | PA      | $1451346.92   | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2530000 | PA      | $1618616.68   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                                                    | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $595015.46    | 0.01%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-3F                                  | BVRT_21-3F                                                            | CUSIP: 07335NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5670929 | PA      | $5670928.62   | 0.12%             | 2033-07-12      | Variable      | 3.61%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC FHLMC_3181                                           | FHLMC_3181                                                            | CUSIP: 31396URG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    170892 | PA      | $134469.90    | 0.00%             | 2036-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-42                                            | FNMA_07-42                                                            | CUSIP: 31396VR83<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    111088 | PA      | $113646.81    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BSARM_03-4                                                       | BSARM_03-4                                                            | CUSIP: 07384MVR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15927 | PA      | $14907.61     | 0.00%             | 2033-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-65                                            | FNMA_07-65                                                            | CUSIP: 31396WLY0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     78094 | PA      | $7359.90      | 0.00%             | 2037-07-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-72                                            | FNMA_07-72                                                            | CUSIP: 31396WQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    491715 | PA      | $44351.24     | 0.00%             | 2037-07-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN FNMA_07-W7                                 | FNMA_07-W7                                                            | CUSIP: 31396WUV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    156596 | PA      | $9959.83      | 0.00%             | 2037-07-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-76                                            | FNMA_07-76                                                            | CUSIP: 31396WZ90<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    193964 | PA      | $195304.09    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-109                                           | FNMA_07-109                                                           | CUSIP: 31396X2X1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    133477 | PA      | $5106.40      | 0.00%             | 2037-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-116                                           | FNMA_07-116                                                           | CUSIP: 31396X7A6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    119679 | PA      | $121399.81    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-101                                           | FNMA_07-101                                                           | CUSIP: 31396XC69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    148005 | PA      | $139920.02    | 0.00%             | 2036-06-27      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-104                                           | FNMA_07-104                                                           | CUSIP: 31396XN26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    108812 | PA      | $110676.19    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3200                                           | FHLMC_3200                                                            | CUSIP: 31397AGM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    142355 | PA      | $144713.57    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3213                                           | FHLMC_3213                                                            | CUSIP: 31397AZC0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    191915 | PA      | $197101.37    | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3229                                           | FHLMC_3229                                                            | CUSIP: 31397BRQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    197311 | PA      | $195376.53    | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3316                                           | FHLMC_3316                                                            | CUSIP: 31397HKD9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7230 | PA      | $5513.16      | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3380                | FHLMC_3380                                                            | CUSIP: 31397KTW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1321505 | PA      | $135404.44    | 0.00%             | 2037-10-15      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_08-80                                            | FNMA_08-80                                                            | CUSIP: 31397MRT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     16159 | PA      | $16438.53     | 0.00%             | 2038-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR PLATINUM                                                    | CUSIP: 3622AB3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6216387 | PA      | $5675466.53   | 0.12%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 3622ABMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5474380 | PA      | $4889294.05   | 0.10%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36230L4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    172891 | PA      | $161184.52    | 0.00%             | 2040-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36230LXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    251102 | PA      | $235765.59    | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36230LYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    171045 | PA      | $164943.56    | 0.00%             | 2040-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36230R2F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    292926 | PA      | $273007.37    | 0.01%             | 2040-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36230R4K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    167196 | PA      | $159544.33    | 0.00%             | 2040-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36230R4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90691 | PA      | $85336.56     | 0.00%             | 2040-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36230R4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95782 | PA      | $89581.47     | 0.00%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36230SAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    361824 | PA      | $345265.48    | 0.01%             | 2040-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36230SAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    254076 | PA      | $240697.42    | 0.00%             | 2040-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36230SAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    730483 | PA      | $708371.28    | 0.01%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36230UN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    358054 | PA      | $347516.58    | 0.01%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3                           | GSMPS_05-RP3                                                          | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    471794 | PA      | $404033.47    | 0.01%             | 2035-09-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3                           | GSMPS_05-RP3                                                          | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365640 | PA      | $4217.15      | 0.00%             | 2035-09-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 36241LXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156956 | PA      | $166024.42    | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST GSR_05-5F                                | GSR_05-5F                                                             | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6594 | PA      | $6110.69      | 0.00%             | 2035-06-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                                 | GSMS_15-GC32                                                          | CUSIP: 36250PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1028451 | PA      | $980826.68    | 0.02%             | 2048-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                                 | GSMS_15-GC32                                                          | CUSIP: 36250PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3688869 | PA      | $3576778.22   | 0.07%             | 2048-07-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GSMS_14-GC18                                                     | GSMS_14-GC18                                                          | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3217000 | PA      | $3147700.67   | 0.06%             | 2047-01-10      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2  | GMCAR_22-2                                                            | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5446000 | PA      | $5284039.23   | 0.11%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCA        | GMCAR_22-2                                                            | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2905000 | PA      | $2768499.28   | 0.06%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                        | GSMS_20-GC47                                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978000 | PA      | $799746.39    | 0.02%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-1A                            | GCAR _21-1A                                                           | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1134869.76   | 0.02%             | 2027-01-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-1A                            | GCAR _21-1A                                                           | CUSIP: 36261AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7240000 | PA      | $6690433.32   | 0.14%             | 2028-01-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-2A                            | GCAR_21-2A                                                            | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2067466.28   | 0.04%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-3                             | GCAR_21-3A                                                            | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8330000 | PA      | $7462723.72   | 0.15%             | 2027-07-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                           | GSK CONSUMER HEALTHCARE CAPITAL US                                    | CUSIP: 36264FAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1984575.14   | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                           | GSK CONSUMER HEALTHCARE CAPITAL US                                    | CUSIP: 36264FAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $762023.73    | 0.02%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                           | GSK CONSUMER HEALTHCARE CAPITAL US                                    | CUSIP: 36264FAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3190000 | PA      | $2810497.69   | 0.06%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                           | GSK CONSUMER HEALTHCARE CAPITAL US                                    | CUSIP: 36264FAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $239869.05    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2                        | GSMS_20-GSA2                                                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3042000 | PA      | $2386395.77   | 0.05%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4    | GMCAR_22-4                                                            | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2644000 | PA      | $2646422.43   | 0.05%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4    | GMCAR_22-4                                                            | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2884000 | PA      | $2870213.04   | 0.06%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1              | GMREV_22-1                                                            | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2406000 | PA      | $2351871.02   | 0.05%             | 2035-10-11      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                 | GMALT_22-2                                                            | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1036804.66   | 0.02%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                 | GMALT_22-2                                                            | CUSIP: 36266FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2113000 | PA      | $2043694.66   | 0.04%             | 2026-05-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BID CO LTD                                     | CUSIP: 36321PAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1654024 | PA      | $1532476.35   | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                     | GRIFFON CORPORATION                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1316853.63   | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                        | GRIFOLS ESCROW ISSUER SAU                                             | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    825000 | PA      | $713792.88    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BID CO LTD                                     | CUSIP: 36321PAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1270000 | PA      | $1021998.17   | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD                                      | CUSIP: 36321PAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1819731 | PA      | $1546525.26   | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD                                      | CUSIP: 36321PAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1932093 | PA      | $1555555.99   | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | GAP INC                                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    755000 | PA      | $537271.26    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC                                                | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1062749.31   | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                               | GRUPO TELEVISA SAB                                                    | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    356000 | PA      | $354941.74    | 0.01%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | GAP INC                                                               | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    460000 | PA      | $324522.17    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                        | GARDA WORLD SECURITY CORP (MONTREA                                    | CUSIP: 36485MAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $928585.54    | 0.02%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                                                           | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    710000 | PA      | $662541.43    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                                                           | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    845000 | PA      | $740717.90    | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                     | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $2129795.41   | 0.04%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                     | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    456000 | PA      | $425238.91    | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                       | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    714000 | PA      | $629443.20    | 0.01%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                       | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    477000 | PA      | $360268.22    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                       | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $307574.41    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                       | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    830000 | PA      | $768844.76    | 0.02%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                       | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    914000 | PA      | $717929.73    | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                  | GENERAL MOTORS FINANCIAL CO INC                                       | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188362.73    | 0.00%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY                                                   | GENESIS ENERGY LP/ GENESIS ENERGY                                     | CUSIP: 37185LAF9<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    710000 | PA      | $689861.13    | 0.01%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                              | GHANA  (REPUBLIC OF)                                                  | CUSIP: 374422AH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |    500000 | PA      | $171966.18    | 0.00%             | 2049-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                                                   | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    756000 | PA      | $666294.80    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                                                   | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    341000 | PA      | $282319.24    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1383875.55   | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                                                   | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $887898.55    | 0.02%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                  | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    186000 | PA      | $185021.14    | 0.00%             | 2023-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                  | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    753000 | PA      | $721825.74    | 0.01%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                  | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1656378.18   | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                  | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1132006.90   | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                   | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1518092.80   | 0.03%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                   | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1118288.14   | 0.02%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                              | GLOBAL INFRASTRUCTURE SOLUTIONS IN                                    | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $826534.84    | 0.02%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3                 | GMALT_22-3                                                            | CUSIP: 380130AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2739000 | PA      | $2691114.86   | 0.06%             | 2026-08-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GOLD KEY RESORTS LLC GLDKR_14-A                                  | GLDKR_14-A                                                            | CUSIP: 38061LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18758 | PA      | $18434.02     | 0.00%             | 2031-03-17      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    181000 | PA      | $177044.16    | 0.00%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    723000 | PA      | $688398.90    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1208586.52   | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    302000 | PA      | $290419.34    | 0.01%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    546000 | PA      | $455775.61    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                 | GUARA NORTE SARL                                                      | CUSIP: 400666AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    910570 | PA      | $769603.37    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA                       | GUARDIAN LIFE INSURANCE CO                                            | CUSIP: 401378AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $171182.48    | 0.00%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2305501.60   | 0.05%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7705000 | PA      | $6140244.56   | 0.13%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                   | GULFPORT ENERGY CORPORATION                                           | CUSIP: 402635AQ9<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    785000 | PA      | $777567.34    | 0.02%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                   | GULFPORT ENERGY OPERATING CORP                                        | CUSIP: 402635AR7<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153532.40    | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4254000 | PA      | $4093353.01   | 0.08%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $2813956.87   | 0.06%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                 | HF SINCLAIR CORP                                                      | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1422196.32   | 0.03%             | 2023-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                 | HF SINCLAIR CORP                                                      | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $619608.18    | 0.01%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD HGI_22-FL3                                       | HGI_22-FL3                                                            | CUSIP: 403950AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3998500 | PA      | $3677465.63   | 0.08%             | 2037-04-19      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1132193.53   | 0.02%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1680125.20   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $369175.76    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                | CUSIP: 224044CM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $173941.83    | 0.00%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                    | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $328233.00    | 0.01%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                    | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1634000 | PA      | $1423669.10   | 0.03%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2548700.12   | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912902.67    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                    | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    685000 | PA      | $561079.94    | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                    | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $155490.96    | 0.00%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1A                    | CAALT_20-1A                                                           | CUSIP: 22534GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2084530 | PA      | $2073677.66   | 0.04%             | 2029-04-16      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3A                    | CAALT_21-3A                                                           | CUSIP: 22535GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4162000 | PA      | $3808056.44   | 0.08%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3A                    | CAALT_21-3A                                                           | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1504000 | PA      | $1365762.85   | 0.03%             | 2030-09-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                               | CREDIT AGRICOLE SA/LONDON                                             | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1030303.78   | 0.02%             | 2026-06-16      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                    | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1790000 | PA      | $1567719.45   | 0.03%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-2A                    | CAALT_21-2A                                                           | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1198818.00   | 0.02%             | 2030-02-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $199844.67    | 0.00%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    770000 | PA      | $682002.44    | 0.01%             | 2025-09-11      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    660000 | PA      | $588330.55    | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    114000 | PA      | $98086.14     | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    580000 | PA      | $495497.76    | 0.01%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1390000 | PA      | $1105634.31   | 0.02%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    102000 | PA      | $65837.13     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4353000 | PA      | $3409019.96   | 0.07%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG                                                | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3350000 | PA      | $3446164.00   | 0.07%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURIT                                 | CSFB_03-27                                                            | CUSIP: 22541QP89<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5105 | PA      | $4900.85      | 0.00%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURIT                                 | CSFB_03-21                                                            | CUSIP: 22541QPB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48045 | PA      | $44715.29     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURIT                                 | CSFB_04-8                                                             | CUSIP: 22541SU55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130764 | PA      | $125302.33    | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-4               | CSFB_04-4                                                             | CUSIP: 22541SUD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73723 | PA      | $70059.43     | 0.00%             | 2034-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING GUERNSEY LTD                         | CREDIT SUISSE GROUP FUNDING GG LTD                                    | CUSIP: 225433AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | GG        |    250000 | PA      | $225764.91    | 0.00%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING GUERNSEY LTD                         | CREDIT SUISSE GROUP FUNDING GG LTD                                    | CUSIP: 225433AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | GG        |    650000 | PA      | $633091.11    | 0.01%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                               | CREDIT SUISSE NEW YORK                                                | CUSIP: 22550L2C4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $834485.41    | 0.02%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                  | CRESTWOOD MIDSTREAM PARTNERS LP                                       | CUSIP: 226373AP3<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    630000 | PA      | $613046.56    | 0.01%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO LLC                                                | CROWLEY CONRO LLC                                                     | CUSIP: 228023AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    634214 | PA      | $621491.59    | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                       | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    425000 | PA      | $404717.30    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                       | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1279873.78   | 0.03%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3791579.56   | 0.08%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | HCP INC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    240000 | PA      | $213498.30    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                       | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2199215.76   | 0.05%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                       | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    372000 | PA      | $292781.90    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1007000 | PA      | $928754.00    | 0.02%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    224000 | PA      | $222081.91    | 0.00%             | 2024-05-18      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1420000 | PA      | $1087811.26   | 0.02%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2086418.48   | 0.04%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3240000 | PA      | $2501033.08   | 0.05%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1330000 | PA      | $1074201.05   | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                       | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1069316.03   | 0.02%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                       | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2776000 | PA      | $2526956.07   | 0.05%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2215000 | PA      | $1918774.14   | 0.04%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1830000 | PA      | $1401367.88   | 0.03%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $1974168.10   | 0.04%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    922000 | PA      | $856470.89    | 0.02%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CROWN CORK & SEAL CO INC                                         | CROWN CORK & SEAL COMPANY INC                                         | CUSIP: 228255AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $751042.24    | 0.02%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_21-C20                     | CSAIL_21-C20                                                          | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    776000 | PA      | $646012.16    | 0.01%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4878000 | PA      | $5073387.12   | 0.10%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2767000 | PA      | $2904044.36   | 0.06%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                        | DH EUROPE FINANCE II SARL                                             | CUSIP: 23291KAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2325000 | PA      | $2213701.90   | 0.05%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBW                                          | DBWF_15-LCM                                                           | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1476987 | PA      | $1387526.05   | 0.03%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP INC                                                                | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    268000 | PA      | $244788.06    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HEALTH                                       | HACKENSACK MERIDIAN HEALTH                                            | CUSIP: 404530AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $637208.55    | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBW                                          | DBWF_15-LCM                                                           | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3152000 | PA      | $2830688.59   | 0.06%             | 2034-06-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                | DDR CORP                                                              | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    164000 | PA      | $154963.51    | 0.00%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                | DDR CORP                                                              | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187877.03    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                    | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    756000 | PA      | $684957.46    | 0.01%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC CO                                                       | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    775000 | PA      | $645541.20    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                                                  | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1011832.96   | 0.02%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $525908.93    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_19-4A                                  | DTAOT_19-4A                                                           | CUSIP: 23343JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7314 | PA      | $7304.09      | 0.00%             | 2025-07-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                              | HALLIBURTON COMPANY                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222327.19    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                              | HALLIBURTON COMPANY                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    169000 | PA      | $156489.76    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2A                                  | DTAOT_21-2A                                                           | CUSIP: 23345EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2104000 | PA      | $1996744.60   | 0.04%             | 2027-02-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1445596.68   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCKS FINANCE NA                                             | CUSIP: 233853AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $383783.53    | 0.01%             | 2025-04-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                         | DANA INC                                                              | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $964302.53    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JOHN HANCOCK LIFE INSURANCE CO USA                               | JOHN HANCOCK                                                          | CUSIP: 41020VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254707.42    | 0.01%             | 2024-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT_04-3                        | HVMLT_04-3                                                            | CUSIP: 41161PEC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    388560 | PA      | $359249.93    | 0.01%             | 2034-05-19      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                              | DANAHER CORPORATION                                                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $645899.82    | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                              | DANAHER CORPORATION                                                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    676000 | PA      | $449749.15    | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC                                               | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $985138.71    | 0.02%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC COLO_21-1A                                   | COLO_21-1A                                                            | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2468526.36   | 0.05%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                                                            | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1668240.32   | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                               | CUSIP: 24422EWD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2119000 | PA      | $1932805.29   | 0.04%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                               | CUSIP: 24422EWK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4378828.58   | 0.09%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                               | CUSIP: 24422EWN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1558572.89   | 0.03%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                         | HARTFORD HEALTHCARE CORP                                              | CUSIP: 41652PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $951162.01    | 0.02%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HEADLANDS RESIDENTIAL LLC HAMR_21-RPL1                           | HAMR_21-RPL1                                                          | CUSIP: 42210JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7225000 | PA      | $6736202.02   | 0.14%             | 2026-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC                                                | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2104000 | PA      | $1413070.91   | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC/EMC CORP                                       | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    543000 | PA      | $335911.34    | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                                                     | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $950943.21    | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_16-3A                                    | HERO_16-3A                                                            | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292646 | PA      | $273582.83    | 0.01%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_17-3A                                    | HERO_17-3A                                                            | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596912 | PA      | $551264.42    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_17-1A                                    | HERO_17-1A                                                            | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455434 | PA      | $431329.54    | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC                                                | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $153013.59    | 0.00%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2068000 | PA      | $2111190.78   | 0.04%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTL LLC / EMC CORP                                              | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    861000 | PA      | $884834.74    | 0.02%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $585637.83    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HERTZ CORPORATION (THE)                                          | HERTZ CORPORATION (THE)                                               | CUSIP: 428040DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $720552.57    | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2A                          | HERTZ_21-2A                                                           | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2318000 | PA      | $2007707.88   | 0.04%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DETROIT EDISON COMPANY                                                | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    364000 | PA      | $286901.20    | 0.01%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                      | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1926364.24   | 0.04%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                       | HERTZ_22-1A                                                           | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5050000 | PA      | $4624744.55   | 0.10%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                       | HERTZ_22-2A                                                           | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4542000 | PA      | $3980453.92   | 0.08%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                      | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $833590.05    | 0.02%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                              | DEUTSCHE TELEKOM AG                                                   | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    392000 | PA      | $282681.31    | 0.01%             | 2050-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                       | HERTZ_22-4A                                                           | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2253000 | PA      | $2153314.66   | 0.04%             | 2026-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                       | HERTZ_22-5A                                                           | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4542000 | PA      | $4167179.17   | 0.09%             | 2028-09-25      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS INFRASTRUCTURE PARTNERS LP                                       | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1193826.19   | 0.02%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                       | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1058878.46   | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                      | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4088000 | PA      | $2926522.59   | 0.06%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                      | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $212839.99    | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                               | DIAGEO CAPITAL PLC                                                    | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    348000 | PA      | $319253.47    | 0.01%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                               | DIAGEO CAPITAL PLC                                                    | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2339000 | PA      | $2393701.47   | 0.05%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                               | DIAGEO CAPITAL PLC                                                    | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2428000 | PA      | $2539383.50   | 0.05%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST DROT_21-1A                           | DROT_21-1A                                                            | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1917249 | PA      | $1763509.91   | 0.04%             | 2033-11-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY                                     | CUSIP: 432833AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $358393.19    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY                                     | CUSIP: 432833AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $425268.32    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Digital Rlty                                                     | DIGITAL REALTY TRUST LP                                               | CUSIP: 25389JAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $214704.14    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV HOLDINGS LLC/DIRECTV FIN                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $919190.22    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A3                   | DCENT_22-A3                                                           | CUSIP: 254683CW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5968000 | PA      | $5782811.77   | 0.12%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                   | WALT DISNEY CO                                                        | CUSIP: 254687CX2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    139000 | PA      | $147826.17    | 0.00%             | 2024-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                     | DISCOVERY COMMUNICATIONS LLC                                          | CUSIP: 25470DAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $272702.76    | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                     | DISCOVERY COMMUNICATIONS LLC                                          | CUSIP: 25470DBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1224000 | PA      | $737407.44    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                         | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1963327.94   | 0.04%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2380000 | PA      | $1920674.54   | 0.04%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST HGV                                 | HGVT_17-AA                                                            | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156896 | PA      | $152846.35    | 0.00%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN LLC / FIN                                        | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1119603.24   | 0.02%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1              | NZES_20-PLS1                                                          | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2433260 | PA      | $2217518.12   | 0.05%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                     | HOLLY ENERGY PARTNERS LP / FIN                                        | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    875000 | PA      | $863506.67    | 0.02%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISTRICT OF COLUMBIA WATER AND SEWER AUTHORITY                   | District of Columbia Water & Sewer Authority                          | CUSIP: 254845JZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    411000 | PA      | $355693.33    | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                          | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    685000 | PA      | $579316.28    | 0.01%             | 2028-03-30      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | HOLOGIC INC                                                           | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1278127.57   | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                        | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1175712.78   | 0.02%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC (GOVERNMENT)                                       | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   1500000 | PA      | $1101900.95   | 0.02%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                                               | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   1000000 | PA      | $832056.86    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $279254.27    | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                        | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $821164.44    | 0.02%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                                               | CUSIP: 25714PEN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    725000 | PA      | $655248.18    | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                   | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $2769154.17   | 0.06%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                       | DOW CHEMICAL COMPANY (THE)                                            | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2395370.47   | 0.05%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                       | DOW CHEMICAL COMPANY (THE)                                            | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    887000 | PA      | $967601.00    | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                        | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    845000 | PA      | $660450.52    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                        | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2658518.19   | 0.05%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                             | DR PEPPER SNAPPLE GROUP INC                                           | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126004.37    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                          | DRIVE_20-2                                                            | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1139222 | PA      | $1130575.53   | 0.02%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHVG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12926323 | PA      | $12092459.20  | 0.25%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5656508 | PA      | $5141162.44   | 0.11%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XJBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15124287 | PA      | $13988877.80  | 0.29%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                                                  | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7292260 | PA      | $7116992.66   | 0.15%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                        | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2432907.89   | 0.05%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                    | HAROT_22-2                                                            | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1247000 | PA      | $1188991.43   | 0.02%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS                                                 | CUSIP: 264399DK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $218186.15    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                      | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    261000 | PA      | $194473.05    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XJFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4545519 | PA      | $4194415.48   | 0.09%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XJJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2367347 | PA      | $1995530.71   | 0.04%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                      | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    925000 | PA      | $754875.12    | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XJKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1064615 | PA      | $904404.35    | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XJKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1282479 | PA      | $1081067.33   | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC                                           | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2849000 | PA      | $2904470.29   | 0.06%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                    | HUGHES SATELLITE SYSTEMS CORP                                         | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1106096.75   | 0.02%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2141625 | PA      | $1948838.06   | 0.04%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2064011 | PA      | $1878196.42   | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (GOVERNMENT OF)                                               | CUSIP: 445545AQ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    260000 | PA      | $243990.81    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                   | JB HUNT TRANSPORT SERVICES INC                                        | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    169000 | PA      | $163650.60    | 0.00%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                                                  | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3844957 | PA      | $3382096.67   | 0.07%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31410GAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28129 | PA      | $28470.87     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282524.18    | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    208000 | PA      | $187313.15    | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    218000 | PA      | $186439.39    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    748000 | PA      | $712229.79    | 0.01%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR WA MEGA BALLOON MULTI                                       | CUSIP: 31410GPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    364578 | PA      | $359346.66    | 0.01%             | 2037-06-01      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52156 | PA      | $55447.84     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  15YR                                                            | CUSIP: 31410KLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        16 | PA      | $16.26        | 0.00%             | 2023-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31410LCD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72044 | PA      | $76618.62     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  15YR                                                            | CUSIP: 31410LCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       342 | PA      | $340.73       | 0.00%             | 2023-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 6M LIBOR ARM                                                     | CUSIP: 31412CBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116210 | PA      | $119267.63    | 0.00%             | 2036-03-01      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31413STL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    264160 | PA      | $273253.88    | 0.01%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31413TUM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42515 | PA      | $44559.18     | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  15YR                                                            | CUSIP: 31414KCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       157 | PA      | $157.26       | 0.00%             | 2023-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31414MP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10276 | PA      | $10251.17     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31416BQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    254915 | PA      | $271174.86    | 0.01%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  15YR                                                            | CUSIP: 31416BYW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1907 | PA      | $1900.17      | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  15YR                                                            | CUSIP: 31416BZV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3557 | PA      | $3541.82      | 0.00%             | 2024-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31416JAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144484 | PA      | $149472.48    | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31417DVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1087408 | PA      | $1017866.62   | 0.02%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31417WCT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    237129 | PA      | $252262.60    | 0.01%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS                                      | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    524672 | PA      | $489947.35    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                    | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    411164 | PA      | $383959.06    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                    | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    914915 | PA      | $854527.58    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                    | CUSIP: 31418AS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1623485 | PA      | $1509574.40   | 0.03%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $1980524.23   | 0.04%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    331000 | PA      | $271165.61    | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS                                      | CUSIP: 31418ATV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1710258 | PA      | $1590259.57   | 0.03%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                    | CUSIP: 31418AVA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    852490 | PA      | $796188.13    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS                                      | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1956993 | PA      | $1827931.62   | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2961092 | PA      | $2650391.27   | 0.05%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3584037 | PA      | $3217947.97   | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8392799 | PA      | $7535515.16   | 0.16%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1296405 | PA      | $1157605.94   | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1435649 | PA      | $1283228.96   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11175504 | PA      | $9465794.54   | 0.19%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    806505 | PA      | $679839.90    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418D5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7896787 | PA      | $6460140.87   | 0.13%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15899044 | PA      | $13006534.99  | 0.27%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1486831.76   | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    845000 | PA      | $690128.28    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2060110 | PA      | $1754474.55   | 0.04%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    182773 | PA      | $155268.12    | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8864976 | PA      | $7478444.40   | 0.15%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6958075 | PA      | $5689265.96   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-A                         | HART_22-A                                                             | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3070000 | PA      | $2924024.57   | 0.06%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_22-C               | HALST_22-C                                                            | CUSIP: 448978AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $2632920.11   | 0.05%             | 2026-08-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2679770 | PA      | $2282175.83   | 0.05%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5843507 | PA      | $4925698.31   | 0.10%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  37498293 | PA      | $31608259.16  | 0.65%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10003111 | PA      | $8431842.23   | 0.17%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3095672 | PA      | $2692020.60   | 0.06%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418EDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2453816 | PA      | $2068407.61   | 0.04%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                        | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2818358 | PA      | $2447391.82   | 0.05%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  20YR                                                            | CUSIP: 31418MLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73532 | PA      | $75336.14     | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA   40YR                                                           | CUSIP: 31418MSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46556 | PA      | $45967.86     | 0.00%             | 2048-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    137941 | PA      | $147762.55    | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-C                         | HART_22-C                                                             | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2288000 | PA      | $2313025.00   | 0.05%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-C                         | HART_22-C                                                             | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2123000 | PA      | $2146364.89   | 0.04%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31418XEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121204 | PA      | $122921.71    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31419MCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48915 | PA      | $48491.11     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FED DESJA QUEBEC                                                 | FEDERATION DES CAISSES DESJARDINS                                     | CUSIP: 31429KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    682000 | PA      | $634449.38    | 0.01%             | 2025-02-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                                                  | CUSIP: 3142B3VN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1627372 | PA      | $1573707.95   | 0.03%             | 2052-12-01      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 7/6M 30D SOFR ARM                                               | CUSIP: 3142BAKD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1257739 | PA      | $1206046.64   | 0.02%             | 2052-07-01      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 7/6M 30D SOFR ARM                                               | CUSIP: 3142BAKE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1506078 | PA      | $1463676.41   | 0.03%             | 2052-07-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 7/6M 30D SOFR ARM                                               | CUSIP: 3142BAMV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    865860 | PA      | $834098.82    | 0.02%             | 2052-09-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 10/6M 30D SOFR ARM                                              | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1685371 | PA      | $1604298.52   | 0.03%             | 2052-08-01      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | FIFTH THIRD BANCORP                                                   | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176365.39    | 0.00%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                     | FIRSTENERGY TRANSMISSION LLC                                          | CUSIP: 33767BAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $736698.42    | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR1                                       | FKH_20-SFR1                                                           | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3215080.80   | 0.07%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR2                                 | FKH_22-SFR2                                                           | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6800000 | PA      | $5891918.07   | 0.12%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-C                         | HART_21-C                                                             | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1478447.19   | 0.03%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP / FIN CORP                                       | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1022451.76   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR2                                 | FKH_21-SFR2                                                           | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $4601176.72   | 0.09%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR1                                 | FKH_21-SFR1                                                           | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5004897.00   | 0.10%             | 2038-08-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR1                                 | FKH_21-SFR1                                                           | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4047663.84   | 0.08%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                                            | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    360000 | PA      | $337227.63    | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                                            | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    345000 | PA      | $280587.11    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_19-4                             | FCAT_19-4                                                             | CUSIP: 33845FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3443380.56   | 0.07%             | 2026-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                     | FLEX INTERMEDIATE HOLDCO LLC                                          | CUSIP: 33939HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    969000 | PA      | $762399.69    | 0.02%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                     | FLEX INTERMEDIATE HOLDCO LLC                                          | CUSIP: 33939HAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $186294.04    | 0.00%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT COMPANY                                         | CUSIP: 341081EU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $591136.90    | 0.01%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT CO                                              | CUSIP: 341081FQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1114000 | PA      | $925066.68    | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEXICANO SAB DE CV                             | FOMENTO ECONOMICO MEXICANO SAB                                        | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1270000 | PA      | $889364.39    | 0.02%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                              | FONDO MIVIVIENDA SA                                                   | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $283294.66    | 0.01%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_22-1                          | FORDR_22-1                                                            | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6426000 | PA      | $6153937.94   | 0.13%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                          | FORDL_22-A                                                            | CUSIP: 34528LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3804000 | PA      | $3729804.12   | 0.08%             | 2025-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                          | FORDL_22-A                                                            | CUSIP: 34528LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1776099.18   | 0.04%             | 2025-07-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-D                          | FORDO_22-D                                                            | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917000 | PA      | $916285.20    | 0.02%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION                                                  | FORD FOUNDATION                                                       | CUSIP: 34531XAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $260525.26    | 0.01%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-2                          | FORDR_20-2                                                            | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1379000 | PA      | $1236052.72   | 0.03%             | 2033-04-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-C                          | FORDO_22-C                                                            | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3263000 | PA      | $3203209.11   | 0.07%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    182000 | PA      | $131674.90    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397A45<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $182238.00    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2006140.17   | 0.04%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                                              | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $381736.07    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                                              | CUSIP: 45174HBE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1210459.21   | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST IMM_05-4                                         | IMM_05-4                                                              | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    157408 | PA      | $132160.54    | 0.00%             | 2035-05-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| IMSA_03-3                                                        | IMSA_03-3                                                             | CUSIP: 45254TNG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57691 | PA      | $54317.46     | 0.00%             | 2033-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| IMSA_06-1                                                        | IMSA_06-1                                                             | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25408 | PA      | $21492.50     | 0.00%             | 2036-05-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| IMPACT FUNDING LLC IFUND_10-1                                    | IFUND_10-1                                                            | CUSIP: 45257HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384921 | PA      | $1348380.53   | 0.03%             | 2051-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_22-A                            | NAVSL_22-A                                                            | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6666272 | PA      | $5784353.46   | 0.12%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-3                            | NAVSL_21-3A                                                           | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3038269 | PA      | $2601488.67   | 0.05%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_04-3                              | NSLT_04-3                                                             | CUSIP: 64031QBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832296 | PA      | $808474.36    | 0.02%             | 2036-10-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_04-4                              | NSLT_04-4                                                             | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1504921 | PA      | $1472921.22   | 0.03%             | 2037-01-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| NSLT_05-1                                                        | NSLT_05-1                                                             | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420506 | PA      | $1370638.17   | 0.03%             | 2033-10-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NSLT_05-2                                                        | NSLT_05-2                                                             | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3444094 | PA      | $3340600.61   | 0.07%             | 2037-03-23      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| NSLT_05-3                                                        | NSLT_05-3                                                             | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4190966 | PA      | $4060599.21   | 0.08%             | 2035-12-24      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| NSLT_05-4                                                        | NSLT_05-4                                                             | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336487 | PA      | $327083.88    | 0.01%             | 2032-03-22      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| NESTLE HLDGS INC.                                                | NESTLE HOLDINGS INC.                                                  | CUSIP: 641062BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1374508.78   | 0.03%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NESTLE HLDGS INC.                                                | NESTLE HOLDINGS INC                                                   | CUSIP: 641062BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $903201.00    | 0.02%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                                                           | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    889000 | PA      | $863790.43    | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                                                           | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1644821.79   | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                                                           | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    998000 | PA      | $977092.55    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEVADA PWR CO                                                    | NEVADA POWER COMPANY                                                  | CUSIP: 641423BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $245592.47    | 0.01%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NEVADA PWR CO                                                    | NEVADA POWER COMPANY                                                  | CUSIP: 641423BZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    546000 | PA      | $522337.82    | 0.01%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                             | NEW ENGLAND POWER CO                                                  | CUSIP: 644188BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $128822.03    | 0.00%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4                 | NRZT_19-NQM4                                                          | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258784 | PA      | $234638.37    | 0.00%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| NRMLT_22-SFR1                                                    | NRMLT_22-SFR1                                                         | CUSIP: 64831KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7036000 | PA      | $6107309.21   | 0.13%             | 2039-02-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INS CO                                             | NEW YORK LIFE INSURANCE COMPANY                                       | CUSIP: 64952GAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $213327.82    | 0.00%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                     | NEW YORK LIFE GLOBAL FUNDING                                          | CUSIP: 64952WCX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $371603.79    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | New York State Dormitory Authority                                    | CUSIP: 649902T37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $429397.22    | 0.01%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                                                     | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1065968.14   | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1                  | NEWZ_21-1                                                             | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5373000 | PA      | $5281821.26   | 0.11%             | 2055-05-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                        | NEWS CORP                                                             | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $875168.41    | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR ESCROW INC                                               | NEXSTAR ESCROW CORP                                                   | CUSIP: 65343HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1451145.26   | 0.03%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK PWR CORP                                          | NIAGARA MOHAWK POWER CORPORATION                                      | CUSIP: 65364UAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753000 | PA      | $650226.26    | 0.01%             | 2034-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                                                 | CUSIP: 65412JAC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $967169.24    | 0.02%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                                                 | CUSIP: 65412JAK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $979790.29    | 0.02%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA GOVERNMENT INTERNATIONAL B                                    | CUSIP: 65412JAR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |    540000 | PA      | $417495.43    | 0.01%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA GOVERNMENT INTERNATIONAL B                                    | CUSIP: 65412JAS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |    442000 | PA      | $314586.30    | 0.01%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                          | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    257000 | PA      | $223243.57    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                          | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    307000 | PA      | $233807.71    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION                                          | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    381000 | PA      | $359971.09    | 0.01%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR CO LTD                                                | NISSAN MOTOR CO LTD                                                   | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    762000 | PA      | $690608.06    | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR CO LTD                                                | NISSAN MOTOR CO LTD                                                   | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    454000 | PA      | $385597.34    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B                   | NAROT_22-B                                                            | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2256000 | PA      | $2205737.22   | 0.05%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_22-A                                | NALT_22-A                                                             | CUSIP: 65480LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3654000 | PA      | $3591407.71   | 0.07%             | 2025-05-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                                                   | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    354000 | PA      | $334343.12    | 0.01%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                                                   | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $232017.09    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                  | NORDEA BANK ABP                                                       | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $200907.08    | 0.00%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                    | NORDSTROM INC                                                         | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $960144.26    | 0.02%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | STATOIL ASA                                                           | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    400000 | PA      | $443637.62    | 0.01%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORTH TEXAS TOLLWAY AUTHORITY                                    | North Texas Tollway Authority                                         | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1164000 | PA      | $1379588.28   | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER COMPANY MN                                      | CUSIP: 665772CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $612716.89    | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER CO/MN                                           | CUSIP: 665772CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $399794.67    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                       | NORTHERN TRUST CORPORATION                                            | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    231000 | PA      | $210314.45    | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                                                 | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3027000 | PA      | $2912210.59   | 0.06%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                                                   | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    530000 | PA      | $476120.55    | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                                                   | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $294041.74    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_20-SFR4                                          | AMSR_20-SFR4                                                          | CUSIP: 66981FAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4275000 | PA      | $3724350.08   | 0.08%             | 2037-11-17      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                     | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    779000 | PA      | $540317.09    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                     | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $936658.99    | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                     | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    447000 | PA      | $433954.15    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | NUCOR CORPORATION                                                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    341000 | PA      | $211726.69    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                                                   | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    475000 | PA      | $446522.40    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                                                   | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    900000 | PA      | $869246.96    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                           | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    239000 | PA      | $206097.37    | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                           | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $145664.75    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                           | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $197207.55    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                           | O REILLY AUTOMOTIVE INC                                               | CUSIP: 67103HAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $157778.79    | 0.00%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                           | OREILLY AUTOMOTIVE INC                                                | CUSIP: 67103HAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $407781.94    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                  | OASIS MIDSTREAM PARTNERS/OMP FIN                                      | CUSIP: 67421QAA0<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    774000 | PA      | $772711.80    | 0.02%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                      | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    710000 | PA      | $783666.52    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                      | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    735000 | PA      | $794514.78    | 0.02%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1100448.71   | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC.                                            | OCEANEERING INTERNATIONAL  INC                                        | CUSIP: 675232AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $816587.92    | 0.02%             | 2024-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST OCTL_21-1A                              | OCTL_21-1A                                                            | CUSIP: 67571AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $640058.37    | 0.01%             | 2027-04-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST OCTL_21-1A                              | OCTL_21-1A                                                            | CUSIP: 67571AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $545888.70    | 0.01%             | 2028-11-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                   | OFFICE PROPERTIES INCOME TRUST                                        | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $326933.51    | 0.01%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                    | OHIO POWER CO                                                         | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $781429.79    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSITY                                            | Ohio State University/The                                             | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2014000 | PA      | $1657675.87   | 0.03%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS & ELEC CO                                           | OKLAHOMA GAS AND ELECTRIC COMPANY                                     | CUSIP: 678858BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29421.31     | 0.00%             | 2023-05-26      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | OLIN CORP                                                             | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    455000 | PA      | $431435.71    | 0.01%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                                                   | CUSIP: 682051AH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $394630.99    | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                                                   | CUSIP: 68205LAE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |    300000 | PA      | $325890.43    | 0.01%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                            | ON SEMICONDUCTOR CORPORATION                                          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1114512.51   | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY                                       | CUSIP: 68233JBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160752.44    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY                                       | CUSIP: 68233JCJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1272401.94   | 0.03%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                      | ONE GAS INC                                                           | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    372000 | PA      | $301861.61    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                                                     | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1385000 | PA      | $1247450.18   | 0.03%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC                                    | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    190000 | PA      | $154288.65    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTY TRUST                | ONTARIO TEACHERS CADILLAC FAIRVIEW                                    | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    274000 | PA      | $250773.52    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-A                                    | OPTN_21-1                                                             | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385000 | PA      | $1282670.52   | 0.03%             | 2028-03-08      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_22-A                                    | OPTN_22-A                                                             | CUSIP: 68378NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $4783750.65   | 0.10%             | 2031-06-09      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    164000 | PA      | $144497.23    | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    251000 | PA      | $209173.81    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    571000 | PA      | $438468.15    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $233144.01    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1207345.00   | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1585650.81   | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1993748.69   | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1290400.67   | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-17                                            | FNMA_09-17                                                            | CUSIP: 31397NGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     35457 | PA      | $3167.24      | 0.00%             | 2039-03-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3385                                           | FHLMC_3385                                                            | CUSIP: 31397PAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     28316 | PA      | $1787.60      | 0.00%             | 2037-11-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-2                                             | FNMA_11-2                                                             | CUSIP: 31397QHL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     63328 | PA      | $63943.96     | 0.00%             | 2051-02-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-147                                           | FNMA_10-147                                                           | CUSIP: 31397QW95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    941769 | PA      | $106676.29    | 0.00%             | 2041-01-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3423                                           | FHLMC_3423                                                            | CUSIP: 31397RVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    464509 | PA      | $473981.80    | 0.01%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-43                                            | FNMA_11-43                                                            | CUSIP: 31397S5E0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     84640 | PA      | $83571.10     | 0.00%             | 2051-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-46                                            | FNMA_11-46                                                            | CUSIP: 31397SG24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1211966 | PA      | $1175988.24   | 0.02%             | 2026-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-31                                            | FNMA_11-31                                                            | CUSIP: 31397SHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1426429 | PA      | $1370556.93   | 0.03%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-30                                            | FNMA_11-30                                                            | CUSIP: 31397SMD3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    211955 | PA      | $9912.39      | 0.00%             | 2041-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-39                                            | FNMA_11-39                                                            | CUSIP: 31397SVY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    177512 | PA      | $181669.64    | 0.00%             | 2032-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-44                                            | FNMA_11-44                                                            | CUSIP: 31397SYG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    493929 | PA      | $479836.83    | 0.01%             | 2026-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3453                                           | FHLMC_3453                                                            | CUSIP: 31397THP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     10501 | PA      | $10473.82     | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3451                                           | FHLMC_3451                                                            | CUSIP: 31397TP89<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     20878 | PA      | $1869.47      | 0.00%             | 2038-05-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3461                                           | FHLMC_3461                                                            | CUSIP: 31397TXU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    888843 | PA      | $904370.57    | 0.02%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-59                                            | FNMA_11-59                                                            | CUSIP: 31397UUU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    869290 | PA      | $883556.87    | 0.02%             | 2041-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3501                                           | FHLMC_3501                                                            | CUSIP: 31397YS69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    199219 | PA      | $201330.97    | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3531                                           | FHLMC_3531                                                            | CUSIP: 31398CVX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     28984 | PA      | $1237.84      | 0.00%             | 2039-05-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-W1                                            | FNMA_09-W1                                                            | CUSIP: 31398F7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    445294 | PA      | $451206.42    | 0.01%             | 2049-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-79                                            | FNMA_09-79                                                            | CUSIP: 31398FPB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17021 | PA      | $17585.38     | 0.00%             | 2038-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FNMA_09-86                                                            | CUSIP: 31398FRR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     31543 | PA      | $26740.42     | 0.00%             | 2037-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FNMA_09-86                                                            | CUSIP: 31398FTC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     63514 | PA      | $12092.61     | 0.00%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-2                                             | FNMA_10-2                                                             | CUSIP: 31398G7D5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1076677 | PA      | $1073795.67   | 0.02%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-112                                           | FNMA_09-112                                                           | CUSIP: 31398GKH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    149141 | PA      | $12229.97     | 0.00%             | 2040-01-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3608                                           | FHLMC_3608                                                            | CUSIP: 31398LQC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    173510 | PA      | $10336.54     | 0.00%             | 2039-12-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3607                                           | FHLMC_3607                                                            | CUSIP: 31398LR34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    157340 | PA      | $125464.43    | 0.00%             | 2039-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-28                                            | FNMA_10-28                                                            | CUSIP: 31398MF84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     31551 | PA      | $26254.68     | 0.00%             | 2040-04-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-111                                           | FNMA_10-111                                                           | CUSIP: 31398NXS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    669856 | PA      | $680196.03    | 0.01%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-49                                            | FNMA_10-49                                                            | CUSIP: 31398P5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    131982 | PA      | $125837.43    | 0.00%             | 2040-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-35                                            | FNMA_10-35                                                            | CUSIP: 31398PGF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    211820 | PA      | $199296.26    | 0.00%             | 2040-04-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-35                                            | FNMA_10-35                                                            | CUSIP: 31398PKD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     92204 | PA      | $7370.78      | 0.00%             | 2040-04-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-42                                            | FNMA_10-42                                                            | CUSIP: 31398PSE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     84732 | PA      | $4952.97      | 0.00%             | 2040-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3684                                           | FHLMC_3684                                                            | CUSIP: 31398QK30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    280820 | PA      | $278495.72    | 0.01%             | 2025-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-61                                            | FNMA_10-61                                                            | CUSIP: 31398RPZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     69306 | PA      | $71165.31     | 0.00%             | 2040-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-125                                           | FNMA_10-125                                                           | CUSIP: 31398SES8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    408601 | PA      | $13131.32     | 0.00%             | 2040-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-68                                            | FNMA_10-68                                                            | CUSIP: 31398TGV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    319796 | PA      | $16691.13     | 0.00%             | 2040-07-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71014 | PA      | $73446.40     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56846 | PA      | $58052.83     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27343 | PA      | $29042.61     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31409GMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28227 | PA      | $30091.38     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                            | CUSIP: 31409TVS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25356 | PA      | $26047.65     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140FMR81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1782939 | PA      | $1595311.64   | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING MODIFIED                                       | CUSIP: 3140FXK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4466004 | PA      | $4277841.42   | 0.09%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR MODIFIED STEP RATE                                          | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1413033 | PA      | $1273428.80   | 0.03%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING MODIFIED                                       | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1364066 | PA      | $1351026.67   | 0.03%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED                                       | CUSIP: 3140FXNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    760093 | PA      | $724482.17    | 0.01%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED                                       | CUSIP: 3140FXQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3595243 | PA      | $3282315.97   | 0.07%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED WI                                    | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11287680 | PA      | $10019793.52  | 0.21%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR MODIFIED STEP RATE                                          | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1152367 | PA      | $1026100.46   | 0.02%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED                                       | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6205850 | PA      | $5133506.35   | 0.11%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING NON MODIFIE                                    | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6314292 | PA      | $5681056.38   | 0.12%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140GRAV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34371 | PA      | $32870.31     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140GWQR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1740775 | PA      | $1675984.92   | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143878 | PA      | $139970.10    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140H26A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    112837 | PA      | $108907.40    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    556284 | PA      | $530413.33    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140HRSH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    549586 | PA      | $544374.84    | 0.01%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                                           | CUSIP: 3140HSKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2888300 | PA      | $2794555.68   | 0.06%             | 2027-01-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140HSTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1515000 | PA      | $1455271.28   | 0.03%             | 2029-02-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140HXAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2526033 | PA      | $2251978.34   | 0.05%             | 2030-02-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140HXB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2159816 | PA      | $1910047.12   | 0.04%             | 2032-01-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140HXCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1569953 | PA      | $1408212.96   | 0.03%             | 2032-01-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140HXEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2534671 | PA      | $2214318.78   | 0.05%             | 2032-01-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140HXFR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1825000 | PA      | $1590210.37   | 0.03%             | 2032-01-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                                              | CUSIP: 3140HXJB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2908808 | PA      | $2610236.27   | 0.05%             | 2032-02-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                                           | CUSIP: 3140HXPL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2307670 | PA      | $2114659.11   | 0.04%             | 2027-05-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                                           | CUSIP: 3140HXQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4550000 | PA      | $4153377.50   | 0.09%             | 2027-06-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140J5K32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1923757 | PA      | $1848289.41   | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                             | CUSIP: 3140J7PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    559009 | PA      | $541075.50    | 0.01%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR BALLOON MULTI                                               | CUSIP: 3140J8TU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2227408 | PA      | $2075563.36   | 0.04%             | 2029-10-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    874486 | PA      | $850730.84    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140J9XG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    699213 | PA      | $694470.08    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR - JUMBO-C                                    | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11238473 | PA      | $10201531.70  | 0.21%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7/1 HYBRID ARM                                                   | CUSIP: 3140JAWQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    474528 | PA      | $477094.26    | 0.01%             | 2045-06-01      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                                                | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6267636 | PA      | $6138161.85   | 0.13%             | 2052-10-01      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7/6M 30D SOFR ARM                                                | CUSIP: 3140JBUK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    810838 | PA      | $724473.71    | 0.01%             | 2051-12-01      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                    | CUSIP: 3140JBWC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    866184 | PA      | $801550.54    | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                    | CUSIP: 3140JBZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2781347 | PA      | $2597694.68   | 0.05%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140JMH62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     93183 | PA      | $88273.87     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3140JUS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    452477 | PA      | $430665.71    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140JY2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1146466 | PA      | $1097919.25   | 0.02%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140K9S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1168146 | PA      | $1093664.54   | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_20-PTA                      | SMB_20-PTA                                                            | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2423698 | PA      | $2153052.01   | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_20-B                        | SMB_20-BA                                                             | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1564919 | PA      | $1411830.42   | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-B                        | SMB_21-B                                                              | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1549052 | PA      | $1385841.76   | 0.03%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-E                        | SMB_21-E                                                              | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3009090 | PA      | $2710575.54   | 0.06%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    910000 | PA      | $877148.15    | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-D                        | SMB_22-D                                                              | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2301803 | PA      | $2293368.40   | 0.05%             | 2058-10-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES HOLDINGS INC                                        | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $960229.79    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM S                                 | SOFI_17-D                                                             | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126167 | PA      | $120655.66    | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC                                                  | CUSIP: 78471RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $562744.70    | 0.01%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                     | SABINE PASS LIQUEFACTION LLC                                          | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185753.41    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | SABRA HEALTH CARE LP                                                  | CUSIP: 78574MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $327849.79    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                      | SAN DIEGO GAS & ELECTRIC CO                                           | CUSIP: 797440BH6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    690000 | PA      | $718843.12    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                      | SAN DIEGO GAS & ELECTRIC CO                                           | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    535000 | PA      | $363688.23    | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                  | SANDS CHINA LTD                                                       | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    710000 | PA      | $650007.17    | 0.01%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                       | CUSIP: 80281LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    640000 | PA      | $613969.72    | 0.01%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                       | CUSIP: 80281LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2071000 | PA      | $1756174.26   | 0.04%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                       | CUSIP: 80281LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    420000 | PA      | $359214.31    | 0.01%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                       | CUSIP: 80281LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3721000 | PA      | $3772356.42   | 0.08%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                | SDART_22-3                                                            | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1914000 | PA      | $1881717.33   | 0.04%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                | SDART_22-4                                                            | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2778000 | PA      | $2729058.31   | 0.06%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                | SDART_22-2                                                            | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5746000 | PA      | $5615345.73   | 0.12%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                | SDART_22-7                                                            | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1536000 | PA      | $1550168.22   | 0.03%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                | SDART_22-5                                                            | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2298000 | PA      | $2251410.81   | 0.05%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                | SDART_22-6                                                            | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4756000 | PA      | $4683740.67   | 0.10%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                       | SASKATCHEWAN (PROVINCE OF)                                            | CUSIP: 803854KQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |   1287000 | PA      | $1228864.78   | 0.03%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                        | SAUDI ARABIA (KINGDOM OF)                                             | CUSIP: 80413TAV1<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    743000 | PA      | $602513.72    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO                                                  | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $192416.86    | 0.00%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO                                                  | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    338000 | PA      | $308042.08    | 0.01%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                            | SCENTRE GROUP TRUST 1 / 2                                             | CUSIP: 806213AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    355000 | PA      | $339569.07    | 0.01%             | 2025-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                       | SCHLUMBERGER HOLDINGS CORP                                            | CUSIP: 806851AK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $327859.34    | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE                                             | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1324445.60   | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW INC                                                    | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $205988.55    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW II INC                                                 | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $724099.03    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                                                    | CUSIP: 81180WBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1155000 | PA      | $902763.59    | 0.02%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                                                    | CUSIP: 81180WBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    480000 | PA      | $366489.52    | 0.01%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORPORATION                                                | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    780000 | PA      | $711263.72    | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                            | SENEGAL (REPUBLIC OF)                                                 | CUSIP: 81720TAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |    400000 | PA      | $330224.37    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                            | SENEGAL (REPUBLIC OF)                                                 | CUSIP: 81720TAD7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |    400000 | PA      | $281983.32    | 0.01%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV                                               | CUSIP: 81725WAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1160000 | PA      | $1000548.37   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_03-1                                 | SEMT_03-1                                                             | CUSIP: 81743PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296592 | PA      | $268992.43    | 0.01%             | 2033-04-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SEMT_03-8                                                        | SEMT_03-8                                                             | CUSIP: 81743PDX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258569 | PA      | $241657.07    | 0.00%             | 2034-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| SEMT_04-11                                                       | SEMT_04-11                                                            | CUSIP: 81744FFJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    256906 | PA      | $228938.35    | 0.00%             | 2034-12-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_04-12                                | SEMT_04-12                                                            | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135444 | PA      | $123119.62    | 0.00%             | 2035-01-20      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | SERVICE CORPORATION INTERNATIONAL                                     | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    980000 | PA      | $922553.74    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                     | 7-ELEVEN INC                                                          | CUSIP: 817826AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $172856.65    | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                     | 7-ELEVEN INC                                                          | CUSIP: 817826AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $407504.86    | 0.01%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                   | SHELL INTERNATIONAL FINANCE BV                                        | CUSIP: 822582CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1361255.76   | 0.03%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                       | SHIRE ACQUISITIONS INVESTMENTS                                        | CUSIP: 82481LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    780000 | PA      | $766404.12    | 0.02%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                       | SHIRE ACQUISITIONS INVESTMENTS                                        | CUSIP: 82481LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    505000 | PA      | $474729.34    | 0.01%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_20-2               | SRFC_20-2A                                                            | CUSIP: 826525AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4546396 | PA      | $4347531.06   | 0.09%             | 2037-07-20      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | SINCLAIR TELEVISION GROUP INC                                         | CUSIP: 829259BA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $989258.24    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                                                   | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1716508.13   | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                                                   | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1128296.63   | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                                                   | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $690165.85    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP                                          | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1002273.96   | 0.02%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                        | SIX FLAGS THEME PARKS INC                                             | CUSIP: 83001WAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $304526.96    | 0.01%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                  | DELTA AIR LINES/SKYMILES IP LTD                                       | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4999000 | PA      | $4708603.74   | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-C                        | SMB_21-C                                                              | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3689008 | PA      | $3496915.03   | 0.07%             | 2053-01-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $864030.79    | 0.02%             | 2025-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    857000 | PA      | $805853.69    | 0.02%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    354000 | PA      | $288555.07    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2401000 | PA      | $2092206.14   | 0.04%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1240000 | PA      | $954503.08    | 0.02%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1910000 | PA      | $1668449.29   | 0.03%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_20-C                       | SOFI_20-C                                                             | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287420 | PA      | $261025.02    | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E                       | SOFI_17-E                                                             | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175289 | PA      | $173963.80    | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-B                         | SOFI_21-B                                                             | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2221779 | PA      | $1753808.20   | 0.04%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-A                         | SOFI_21-A                                                             | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970075 | PA      | $768100.58    | 0.02%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                             | SONIC AUTOMOTIVE INC                                                  | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    380000 | PA      | $306409.99    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                            | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   1100000 | PA      | $980457.05    | 0.02%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                                    | CUSIP: 842400EZ2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124731.19    | 0.00%             | 2036-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                                    | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212074.22    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                                    | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186745.32    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    952000 | PA      | $760547.69    | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                                    | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968553.84    | 0.02%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                  | SOUTHERN CALIFORNIA GAS COMPANY                                       | CUSIP: 842434CU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    374000 | PA      | $318371.80    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORP                                     | CUSIP: 8426EPAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $196702.55    | 0.00%             | 2023-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORP                                     | CUSIP: 8426EPAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $185914.83    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN CO GAS CAPITAL CORP                                          | CUSIP: 8426EPAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $483972.84    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS COMPANY LLC                                 | SOUTHERN NATURAL GAS COMPANY                                          | CUSIP: 843452AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $395222.73    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                           | SOUTHERN POWER COMPANY                                                | CUSIP: 843646AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $359177.09    | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                              | SOUTHTRUST BANK NA                                                    | CUSIP: 8447HBAA0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260978.36    | 0.01%             | 2025-05-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                                        | CUSIP: 845437BN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $326713.15    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY                                           | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1109938.02   | 0.02%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926225.75    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                              | SOUTHWESTERN PUBLIC SERVICE CO                                        | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    338000 | PA      | $295641.85    | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                                                   | CUSIP: 84762LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1281486.01   | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST               | SPIRIT AIRLINES INC 17-1PTT AA                                        | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230667 | PA      | $191399.22    | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP                                               | CUSIP: 85172FAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $230723.81    | 0.00%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP                                               | CUSIP: 85172FAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1502294.15   | 0.03%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC                                                | CUSIP: 85205TAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $415043.76    | 0.01%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC                                                | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $177043.55    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                                            | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1225254.08   | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                       | SPRINT CORP                                                           | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3335819.05   | 0.07%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                                                             | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    545000 | PA      | $487141.91    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    740000 | PA      | $590652.19    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer