# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-055108
**Filing Date:** 2026-5
**Character Count:** 1489563
**Document Hash:** 248cb2f926c2aa1572bc7d6b81c75086
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055108.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055108

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 261033117

**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 |  |

## Nport-Ex

![](img924af0941.jpg)

Variable Portfolio – Partners Core Bond Fund

**First Quarter Report**

March 31, 2026 (Unaudited)

Please remember that you may not buy (nor will you own) shares of the Fund directly. The Fund is available through variable annuity contracts and variable life insurance policies offered by the separate accounts of participating insurance companies as well as qualified pension and retirement plans. Please contact your financial advisor or insurance representative for more information.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Not FDIC or NCUA Insured** | **No Financial Institution Guarantee** | **May Lose Value** |

---

------

Portfolio of Investments

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency 8.0%** | **Asset-Backed Securities - Non-Agency 8.0%** | **Asset-Backed Securities - Non-Agency 8.0%** | **Asset-Backed Securities - Non-Agency 8.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Academic Loan Funding Trust<sup>(a),(b)</sup>  | Academic Loan Funding Trust<sup>(a),(b)</sup>  | Academic Loan Funding Trust<sup>(a),(b)</sup>  | Academic Loan Funding Trust<sup>(a),(b)</sup>  |
| Series 2013-1A Class A | Series 2013-1A Class A | Series 2013-1A Class A | Series 2013-1A Class A |
| &nbsp;&nbsp; 30-day Average SOFR + 0.914% <br>12/26/2044<br>| &nbsp;&nbsp; 4.576% | 303576 | &nbsp;&nbsp; 295493 |
| ACC Trust<sup>(a)</sup>  | ACC Trust<sup>(a)</sup>  | ACC Trust<sup>(a)</sup>  | ACC Trust<sup>(a)</sup>  |
| Series 2021-1 Class D | Series 2021-1 Class D | Series 2021-1 Class D | Series 2021-1 Class D |
| 03/22/2027 | &nbsp;&nbsp; 5.250% | 1714751 | &nbsp;&nbsp; 151412 |
| ACHD Trust<sup>(a)</sup>  | ACHD Trust<sup>(a)</sup>  | ACHD Trust<sup>(a)</sup>  | ACHD Trust<sup>(a)</sup>  |
| Series 2025-DS1 Class B | Series 2025-DS1 Class B | Series 2025-DS1 Class B | Series 2025-DS1 Class B |
| 01/09/2034 | &nbsp;&nbsp; 9.380% | 2000000 | &nbsp;&nbsp; 2026473 |
| Ally Auto Receivables Trust | Ally Auto Receivables Trust | Ally Auto Receivables Trust | Ally Auto Receivables Trust |
| Subordinated Series 2022-3 Class A4 | Subordinated Series 2022-3 Class A4 | Subordinated Series 2022-3 Class A4 | Subordinated Series 2022-3 Class A4 |
| 06/15/2031 | &nbsp;&nbsp; 5.070% | 858648 | &nbsp;&nbsp; 859507 |
| American Credit Acceptance Receivables Trust<sup>(a)</sup>  | American Credit Acceptance Receivables Trust<sup>(a)</sup>  | American Credit Acceptance Receivables Trust<sup>(a)</sup>  | American Credit Acceptance Receivables Trust<sup>(a)</sup>  |
| Series 2026-1 Class D | Series 2026-1 Class D | Series 2026-1 Class D | Series 2026-1 Class D |
| 01/12/2033 | &nbsp;&nbsp; 5.100% | 2465000 | &nbsp;&nbsp; 2444125 |
| Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust |
| Series 2023-1 Class A3 | Series 2023-1 Class A3 | Series 2023-1 Class A3 | Series 2023-1 Class A3 |
| 11/18/2027 | &nbsp;&nbsp; 5.620% | 101644 | &nbsp;&nbsp; 101765 |
| AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust |
| Series 2023-2 Class A3 | Series 2023-2 Class A3 | Series 2023-2 Class A3 | Series 2023-2 Class A3 |
| 05/18/2028 | &nbsp;&nbsp; 5.810% | 900642 | &nbsp;&nbsp; 904935 |
| AmeriCredit Automobile Receivables Trust<sup>(a)</sup>  | AmeriCredit Automobile Receivables Trust<sup>(a)</sup>  | AmeriCredit Automobile Receivables Trust<sup>(a)</sup>  | AmeriCredit Automobile Receivables Trust<sup>(a)</sup>  |
| Series 2026-1 Class A3 | Series 2026-1 Class A3 | Series 2026-1 Class A3 | Series 2026-1 Class A3 |
| 11/18/2032 | &nbsp;&nbsp; 4.150% | 2007000 | &nbsp;&nbsp; 2000991 |
| Aqua Finance Issuer Trust<sup>(a)</sup>  | Aqua Finance Issuer Trust<sup>(a)</sup>  | Aqua Finance Issuer Trust<sup>(a)</sup>  | Aqua Finance Issuer Trust<sup>(a)</sup>  |
| Series 2026-A Class A | Series 2026-A Class A | Series 2026-A Class A | Series 2026-A Class A |
| 04/17/2051 | &nbsp;&nbsp; 4.760% | 1382000 | &nbsp;&nbsp; 1377781 |
| AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 11/13/2029 | &nbsp;&nbsp; 4.620% | 1578000 | &nbsp;&nbsp; 1587441 |
| Barings Equipment Finance LLC<sup>(a)</sup>  | Barings Equipment Finance LLC<sup>(a)</sup>  | Barings Equipment Finance LLC<sup>(a)</sup>  | Barings Equipment Finance LLC<sup>(a)</sup>  |
| Series 2026-A Class A3 | Series 2026-A Class A3 | Series 2026-A Class A3 | Series 2026-A Class A3 |
| 07/13/2033 | &nbsp;&nbsp; 4.080% | 970000 | &nbsp;&nbsp; 967787 |
| Bastion Funding I LLC<sup>(a)</sup>  | Bastion Funding I LLC<sup>(a)</sup>  | Bastion Funding I LLC<sup>(a)</sup>  | Bastion Funding I LLC<sup>(a)</sup>  |
| Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 |
| 04/25/2038 | &nbsp;&nbsp; 7.119% | 1892656 | &nbsp;&nbsp; 1904305 |
| Bridgecrest Lending Auto Securitization Trust<sup>(a)</sup>  | Bridgecrest Lending Auto Securitization Trust<sup>(a)</sup>  | Bridgecrest Lending Auto Securitization Trust<sup>(a)</sup>  | Bridgecrest Lending Auto Securitization Trust<sup>(a)</sup>  |
| Series 2024-1 Class E | Series 2024-1 Class E | Series 2024-1 Class E | Series 2024-1 Class E |
| 10/15/2030 | &nbsp;&nbsp; 8.430% | 2275000 | &nbsp;&nbsp; 2358255 |
| Series 2026-1 Class E | Series 2026-1 Class E | Series 2026-1 Class E | Series 2026-1 Class E |
| 02/15/2033 | &nbsp;&nbsp; 6.630% | 1523000 | &nbsp;&nbsp; 1490606 |
| Subordinated Series 2024-3 Class E | Subordinated Series 2024-3 Class E | Subordinated Series 2024-3 Class E | Subordinated Series 2024-3 Class E |
| 04/15/2031 | &nbsp;&nbsp; 7.700% | 3000000 | &nbsp;&nbsp; 3084645 |
| Subordinated Series 2024-4 Class E | Subordinated Series 2024-4 Class E | Subordinated Series 2024-4 Class E | Subordinated Series 2024-4 Class E |
| 08/15/2031 | &nbsp;&nbsp; 7.470% | 1100000 | &nbsp;&nbsp; 1120560 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2025-1 Class E | Subordinated Series 2025-1 Class E | Subordinated Series 2025-1 Class E | Subordinated Series 2025-1 Class E |
| 02/17/2032 | &nbsp;&nbsp; 7.460% | 3700000 | &nbsp;&nbsp; 3773751 |
| Subordinated Series 2025-4 Class E | Subordinated Series 2025-4 Class E | Subordinated Series 2025-4 Class E | Subordinated Series 2025-4 Class E |
| 11/15/2032 | &nbsp;&nbsp; 7.180% | 3000000 | &nbsp;&nbsp; 3056074 |
| Business Jet Securities LLC<sup>(a)</sup>  | Business Jet Securities LLC<sup>(a)</sup>  | Business Jet Securities LLC<sup>(a)</sup>  | Business Jet Securities LLC<sup>(a)</sup>  |
| Subordinated Series 2022-1A Class C | Subordinated Series 2022-1A Class C | Subordinated Series 2022-1A Class C | Subordinated Series 2022-1A Class C |
| 06/15/2037 | &nbsp;&nbsp; 6.413% | 1270434 | &nbsp;&nbsp; 1261589 |
| Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C |
| 05/15/2039 | &nbsp;&nbsp; 9.132% | 1768982 | &nbsp;&nbsp; 1808513 |
| Carmax Auto Owner Trust | Carmax Auto Owner Trust | Carmax Auto Owner Trust | Carmax Auto Owner Trust |
| Series 2025-3 Class A4 | Series 2025-3 Class A4 | Series 2025-3 Class A4 | Series 2025-3 Class A4 |
| 01/15/2031 | &nbsp;&nbsp; 4.470% | 1487000 | &nbsp;&nbsp; 1495995 |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 03/15/2030 | &nbsp;&nbsp; 4.480% | 3726000 | &nbsp;&nbsp; 3746939 |
| Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 |
| 07/15/2030 | &nbsp;&nbsp; 4.350% | 2181000 | &nbsp;&nbsp; 2187858 |
| Cars Net Lease Mortgage Notes<sup>(a)</sup>  | Cars Net Lease Mortgage Notes<sup>(a)</sup>  | Cars Net Lease Mortgage Notes<sup>(a)</sup>  | Cars Net Lease Mortgage Notes<sup>(a)</sup>  |
| Series 2020-1A Class A3 | Series 2020-1A Class A3 | Series 2020-1A Class A3 | Series 2020-1A Class A3 |
| 12/15/2050 | &nbsp;&nbsp; 3.100% | 837425 | &nbsp;&nbsp; 800516 |
| Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  |
| Subordinated Series 2024-N3 Class D | Subordinated Series 2024-N3 Class D | Subordinated Series 2024-N3 Class D | Subordinated Series 2024-N3 Class D |
| 12/10/2030 | &nbsp;&nbsp; 5.380% | 5000000 | &nbsp;&nbsp; 5022706 |
| Chase Auto Owner Trust<sup>(a)</sup>  | Chase Auto Owner Trust<sup>(a)</sup>  | Chase Auto Owner Trust<sup>(a)</sup>  | Chase Auto Owner Trust<sup>(a)</sup>  |
| Series 2022-AA Class A4 | Series 2022-AA Class A4 | Series 2022-AA Class A4 | Series 2022-AA Class A4 |
| 03/27/2028 | &nbsp;&nbsp; 3.990% | 876526 | &nbsp;&nbsp; 876143 |
| Cherry Securitization Trust<sup>(a)</sup>  | Cherry Securitization Trust<sup>(a)</sup>  | Cherry Securitization Trust<sup>(a)</sup>  | Cherry Securitization Trust<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 11/15/2032 | &nbsp;&nbsp; 6.130% | 900000 | &nbsp;&nbsp; 908796 |
| College Ave Student Loans LLC<sup>(a),(b)</sup>  | College Ave Student Loans LLC<sup>(a),(b)</sup>  | College Ave Student Loans LLC<sup>(a),(b)</sup>  | College Ave Student Loans LLC<sup>(a),(b)</sup>  |
| Series 2017-A Class A1 | Series 2017-A Class A1 | Series 2017-A Class A1 | Series 2017-A Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.764% <br>Floor 1.650% <br>11/26/2046<br>| &nbsp;&nbsp; 5.443% | 300588 | &nbsp;&nbsp; 299611 |
| College Ave Student Loans LLC<sup>(a)</sup>  | College Ave Student Loans LLC<sup>(a)</sup>  | College Ave Student Loans LLC<sup>(a)</sup>  | College Ave Student Loans LLC<sup>(a)</sup>  |
| Series 2018-A Class A2 | Series 2018-A Class A2 | Series 2018-A Class A2 | Series 2018-A Class A2 |
| 12/26/2047 | &nbsp;&nbsp; 4.130% | 197953 | &nbsp;&nbsp; 195129 |
| Series 2019-A Class A2 | Series 2019-A Class A2 | Series 2019-A Class A2 | Series 2019-A Class A2 |
| 12/28/2048 | &nbsp;&nbsp; 3.280% | 526369 | &nbsp;&nbsp; 503041 |
| COOF Securitization Trust Ltd.<sup>(a),(c),(d)</sup>  | COOF Securitization Trust Ltd.<sup>(a),(c),(d)</sup>  | COOF Securitization Trust Ltd.<sup>(a),(c),(d)</sup>  | COOF Securitization Trust Ltd.<sup>(a),(c),(d)</sup>  |
| CMO Series 2014-1 Class A | CMO Series 2014-1 Class A | CMO Series 2014-1 Class A | CMO Series 2014-1 Class A |
| 06/25/2040 | &nbsp;&nbsp; 2.943% | 125280 | &nbsp;&nbsp; 7857 |
| Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  |
| Series 2024-2A Class C | Series 2024-2A Class C | Series 2024-2A Class C | Series 2024-2A Class C |
| 10/16/2034 | &nbsp;&nbsp; 6.700% | 6667000 | &nbsp;&nbsp; 6780844 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  |
| Series 2023-3A Class E | Series 2023-3A Class E | Series 2023-3A Class E | Series 2023-3A Class E |
| 05/15/2030 | &nbsp;&nbsp; 10.210% | 1000000 | &nbsp;&nbsp; 1052800 |
| Subordinated Series 2023-2 Class E | Subordinated Series 2023-2 Class E | Subordinated Series 2023-2 Class E | Subordinated Series 2023-2 Class E |
| 04/15/2030 | &nbsp;&nbsp; 11.060% | 900000 | &nbsp;&nbsp; 944062 |
| Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  |
| Series 2022-3A Class E | Series 2022-3A Class E | Series 2022-3A Class E | Series 2022-3A Class E |
| 01/15/2030 | &nbsp;&nbsp; 9.090% | 7000000 | &nbsp;&nbsp; 7210444 |
| Series 2025-4A Class E | Series 2025-4A Class E | Series 2025-4A Class E | Series 2025-4A Class E |
| 04/15/2033 | &nbsp;&nbsp; 6.990% | 4750000 | &nbsp;&nbsp; 4714364 |
| Subordinated Series 2023-2A Class E | Subordinated Series 2023-2A Class E | Subordinated Series 2023-2A Class E | Subordinated Series 2023-2A Class E |
| 11/15/2030 | &nbsp;&nbsp; 9.750% | 863000 | &nbsp;&nbsp; 928245 |
| Subordinated Series 2023-4A Class E | Subordinated Series 2023-4A Class E | Subordinated Series 2023-4A Class E | Subordinated Series 2023-4A Class E |
| 02/18/2031 | &nbsp;&nbsp; 9.570% | 2035000 | &nbsp;&nbsp; 2143564 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| Subordinated Series 2022-5A Class D | Subordinated Series 2022-5A Class D | Subordinated Series 2022-5A Class D | Subordinated Series 2022-5A Class D |
| 02/15/2029 | &nbsp;&nbsp; 7.400% | 3940936 | &nbsp;&nbsp; 3986607 |
| Subordinated Series 2023-5A Class D | Subordinated Series 2023-5A Class D | Subordinated Series 2023-5A Class D | Subordinated Series 2023-5A Class D |
| 02/15/2030 | &nbsp;&nbsp; 7.130% | 2934000 | &nbsp;&nbsp; 3023075 |
| FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 02/15/2030 | &nbsp;&nbsp; 5.690% | 1065498 | &nbsp;&nbsp; 1069299 |
| FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  |
| Series 2024-SAT1 Class A | Series 2024-SAT1 Class A | Series 2024-SAT1 Class A | Series 2024-SAT1 Class A |
| 03/26/2027 | &nbsp;&nbsp; 6.500% | 6275000 | &nbsp;&nbsp; 6235374 |
| Ford Credit Auto Owner Trust<sup>(a),(e)</sup>  | Ford Credit Auto Owner Trust<sup>(a),(e)</sup>  | Ford Credit Auto Owner Trust<sup>(a),(e)</sup>  | Ford Credit Auto Owner Trust<sup>(a),(e)</sup>  |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 08/15/2037 | &nbsp;&nbsp; 4.860% | 2857000 | &nbsp;&nbsp; 2909137 |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 02/15/2038 | &nbsp;&nbsp; 4.370% | 1112000 | &nbsp;&nbsp; 1110817 |
| Series 2026-1 Class A | Series 2026-1 Class A | Series 2026-1 Class A | Series 2026-1 Class A |
| 08/15/2038 | &nbsp;&nbsp; 4.320% | 4165000 | &nbsp;&nbsp; 4149104 |
| Ford Credit Floorplan Master Owner Trust | Ford Credit Floorplan Master Owner Trust | Ford Credit Floorplan Master Owner Trust | Ford Credit Floorplan Master Owner Trust |
| Series 2025-1 Class A1 | Series 2025-1 Class A1 | Series 2025-1 Class A1 | Series 2025-1 Class A1 |
| 04/15/2030 | &nbsp;&nbsp; 4.630% | 3885000 | &nbsp;&nbsp; 3916994 |
| Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  |
| Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B |
| 06/15/2049 | &nbsp;&nbsp; 6.970% | 3205472 | &nbsp;&nbsp; 3325184 |
| GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  |
| Series 2026-1A Class D | Series 2026-1A Class D | Series 2026-1A Class D | Series 2026-1A Class D |
| 12/15/2031 | &nbsp;&nbsp; 5.020% | 5537000 | &nbsp;&nbsp; 5488726 |
| Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D |
| 08/15/2029 | &nbsp;&nbsp; 7.180% | 2835000 | &nbsp;&nbsp; 2907420 |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust |
| Series 2025-4 Class A3 | Series 2025-4 Class A3 | Series 2025-4 Class A3 | Series 2025-4 Class A3 |
| 02/28/2031 | &nbsp;&nbsp; 3.840% | 1246000 | &nbsp;&nbsp; 1239336 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| GM Financial Revolving Receivables Trust<sup>(a)</sup>  | GM Financial Revolving Receivables Trust<sup>(a)</sup>  | GM Financial Revolving Receivables Trust<sup>(a)</sup>  | GM Financial Revolving Receivables Trust<sup>(a)</sup>  |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 12/11/2037 | &nbsp;&nbsp; 4.640% | 822000 | &nbsp;&nbsp; 830877 |
| GMF Floorplan Owner Revolving Trust<sup>(a)</sup>  | GMF Floorplan Owner Revolving Trust<sup>(a)</sup>  | GMF Floorplan Owner Revolving Trust<sup>(a)</sup>  | GMF Floorplan Owner Revolving Trust<sup>(a)</sup>  |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 03/15/2030 | &nbsp;&nbsp; 4.640% | 3209000 | &nbsp;&nbsp; 3226253 |
| Goodgreen Trust<sup>(a)</sup>  | Goodgreen Trust<sup>(a)</sup>  | Goodgreen Trust<sup>(a)</sup>  | Goodgreen Trust<sup>(a)</sup>  |
| Series 2017-1A Class A | Series 2017-1A Class A | Series 2017-1A Class A | Series 2017-1A Class A |
| 10/15/2052 | &nbsp;&nbsp; 3.740% | 114516 | &nbsp;&nbsp; 106284 |
| Series 2017-2A Class A | Series 2017-2A Class A | Series 2017-2A Class A | Series 2017-2A Class A |
| 10/15/2053 | &nbsp;&nbsp; 3.260% | 587313 | &nbsp;&nbsp; 533587 |
| Series 2019-2A Class A | Series 2019-2A Class A | Series 2019-2A Class A | Series 2019-2A Class A |
| 04/15/2055 | &nbsp;&nbsp; 2.760% | 846671 | &nbsp;&nbsp; 739751 |
| HERO Funding Trust<sup>(a)</sup>  | HERO Funding Trust<sup>(a)</sup>  | HERO Funding Trust<sup>(a)</sup>  | HERO Funding Trust<sup>(a)</sup>  |
| Series 2016-3A Class A1 | Series 2016-3A Class A1 | Series 2016-3A Class A1 | Series 2016-3A Class A1 |
| 09/20/2042 | &nbsp;&nbsp; 3.080% | 173619 | &nbsp;&nbsp; 160874 |
| Series 2017-1A Class A2 | Series 2017-1A Class A2 | Series 2017-1A Class A2 | Series 2017-1A Class A2 |
| 09/20/2047 | &nbsp;&nbsp; 4.460% | 297019 | &nbsp;&nbsp; 282547 |
| Series 2017-3A Class A2 | Series 2017-3A Class A2 | Series 2017-3A Class A2 | Series 2017-3A Class A2 |
| 09/20/2048 | &nbsp;&nbsp; 3.950% | 373847 | &nbsp;&nbsp; 348838 |
| Hilton Grand Vacations Trust<sup>(a)</sup>  | Hilton Grand Vacations Trust<sup>(a)</sup>  | Hilton Grand Vacations Trust<sup>(a)</sup>  | Hilton Grand Vacations Trust<sup>(a)</sup>  |
| Series 2025-3EXT Class D | Series 2025-3EXT Class D | Series 2025-3EXT Class D | Series 2025-3EXT Class D |
| 10/25/2044 | &nbsp;&nbsp; 7.380% | 5119490 | &nbsp;&nbsp; 5169183 |
| HINNT LLC<sup>(a)</sup>  | HINNT LLC<sup>(a)</sup>  | HINNT LLC<sup>(a)</sup>  | HINNT LLC<sup>(a)</sup>  |
| Series 2024-A Class D | Series 2024-A Class D | Series 2024-A Class D | Series 2024-A Class D |
| 03/15/2043 | &nbsp;&nbsp; 7.000% | 1893103 | &nbsp;&nbsp; 1889959 |
| Series 2025-B Class D | Series 2025-B Class D | Series 2025-B Class D | Series 2025-B Class D |
| 05/15/2045 | &nbsp;&nbsp; 7.580% | 4565150 | &nbsp;&nbsp; 4589470 |
| Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust |
| Series 2026-1 Class A4 | Series 2026-1 Class A4 | Series 2026-1 Class A4 | Series 2026-1 Class A4 |
| 05/21/2032 | &nbsp;&nbsp; 3.860% | 1923000 | &nbsp;&nbsp; 1901883 |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust |
| Series 2023-B Class A3 | Series 2023-B Class A3 | Series 2023-B Class A3 | Series 2023-B Class A3 |
| 04/17/2028 | &nbsp;&nbsp; 5.480% | 395260 | &nbsp;&nbsp; 397222 |
| Series 2026-A Class A4 | Series 2026-A Class A4 | Series 2026-A Class A4 | Series 2026-A Class A4 |
| 12/15/2032 | &nbsp;&nbsp; 3.900% | 1658000 | &nbsp;&nbsp; 1648407 |
| Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  |
| Subordinated Series 2020-2 Class D | Subordinated Series 2020-2 Class D | Subordinated Series 2020-2 Class D | Subordinated Series 2020-2 Class D |
| 04/21/2031 | &nbsp;&nbsp; 6.770% | 6000000 | &nbsp;&nbsp; 6000254 |
| LendingPoint Asset Securitization Trust<sup>(a)</sup>  | LendingPoint Asset Securitization Trust<sup>(a)</sup>  | LendingPoint Asset Securitization Trust<sup>(a)</sup>  | LendingPoint Asset Securitization Trust<sup>(a)</sup>  |
| Series 2020-REV1 Class C | Series 2020-REV1 Class C | Series 2020-REV1 Class C | Series 2020-REV1 Class C |
| 10/15/2028 | &nbsp;&nbsp; 7.699% | 579541 | &nbsp;&nbsp; 579424 |
| Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  |
| Subordinated Series 2021-1A Class B | Subordinated Series 2021-1A Class B | Subordinated Series 2021-1A Class B | Subordinated Series 2021-1A Class B |
| 11/20/2031 | &nbsp;&nbsp; 2.470% | 1625000 | &nbsp;&nbsp; 1554219 |
| Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C |
| 11/20/2031 | &nbsp;&nbsp; 3.410% | 5000000 | &nbsp;&nbsp; 4791115 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D |
| 11/20/2031 | &nbsp;&nbsp; 5.050% | 3000000 | &nbsp;&nbsp; 2844118 |
| Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D |
| 04/20/2032 | &nbsp;&nbsp; 4.460% | 6000000 | &nbsp;&nbsp; 5545864 |
| M&T Bank RV Trust<sup>(a)</sup>  | M&T Bank RV Trust<sup>(a)</sup>  | M&T Bank RV Trust<sup>(a)</sup>  | M&T Bank RV Trust<sup>(a)</sup>  |
| Series 2026-1A Class A | Series 2026-1A Class A | Series 2026-1A Class A | Series 2026-1A Class A |
| 01/15/2046 | &nbsp;&nbsp; 4.350% | 1809867 | &nbsp;&nbsp; 1800504 |
| Mariner Finance issuance Trust<sup>(a)</sup>  | Mariner Finance issuance Trust<sup>(a)</sup>  | Mariner Finance issuance Trust<sup>(a)</sup>  | Mariner Finance issuance Trust<sup>(a)</sup>  |
| Series 2024-BA Class E | Series 2024-BA Class E | Series 2024-BA Class E | Series 2024-BA Class E |
| 11/20/2038 | &nbsp;&nbsp; 8.800% | 6500000 | &nbsp;&nbsp; 6763847 |
| Mariner Finance Issuance Trust<sup>(a)</sup>  | Mariner Finance Issuance Trust<sup>(a)</sup>  | Mariner Finance Issuance Trust<sup>(a)</sup>  | Mariner Finance Issuance Trust<sup>(a)</sup>  |
| Subordinated Series 2021-AA Class E | Subordinated Series 2021-AA Class E | Subordinated Series 2021-AA Class E | Subordinated Series 2021-AA Class E |
| 03/20/2036 | &nbsp;&nbsp; 5.400% | 5000000 | &nbsp;&nbsp; 4824199 |
| Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 12/17/2029 | &nbsp;&nbsp; 4.780% | 1384000 | &nbsp;&nbsp; 1394982 |
| Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  |
| Series 2006-1 Class M1 | Series 2006-1 Class M1 | Series 2006-1 Class M1 | Series 2006-1 Class M1 |
| 10/15/2040 | &nbsp;&nbsp; 6.083% | 292680 | &nbsp;&nbsp; 294189 |
| MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  |
| Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D |
| 11/20/2040 | &nbsp;&nbsp; 9.330% | 1034169 | &nbsp;&nbsp; 1054071 |
| Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  |
| Series 2018-DA Class A2A | Series 2018-DA Class A2A | Series 2018-DA Class A2A | Series 2018-DA Class A2A |
| 12/15/2059 | &nbsp;&nbsp; 4.000% | 541045 | &nbsp;&nbsp; 538305 |
| Series 2019-A Class A2A | Series 2019-A Class A2A | Series 2019-A Class A2A | Series 2019-A Class A2A |
| 01/15/2043 | &nbsp;&nbsp; 3.420% | 87604 | &nbsp;&nbsp; 87272 |
| Series 2019-CA Class A2 | Series 2019-CA Class A2 | Series 2019-CA Class A2 | Series 2019-CA Class A2 |
| 02/15/2068 | &nbsp;&nbsp; 3.130% | 153828 | &nbsp;&nbsp; 152343 |
| Series 2019-D Class A2A | Series 2019-D Class A2A | Series 2019-D Class A2A | Series 2019-D Class A2A |
| 12/15/2059 | &nbsp;&nbsp; 3.010% | 889845 | &nbsp;&nbsp; 867833 |
| Series 2019-FA Class A2 | Series 2019-FA Class A2 | Series 2019-FA Class A2 | Series 2019-FA Class A2 |
| 08/15/2068 | &nbsp;&nbsp; 2.600% | 606199 | &nbsp;&nbsp; 588478 |
| Series 2020-EA Class A | Series 2020-EA Class A | Series 2020-EA Class A | Series 2020-EA Class A |
| 05/15/2069 | &nbsp;&nbsp; 1.690% | 1642430 | &nbsp;&nbsp; 1535784 |
| Series 2020-GA Class A | Series 2020-GA Class A | Series 2020-GA Class A | Series 2020-GA Class A |
| 09/16/2069 | &nbsp;&nbsp; 1.170% | 585921 | &nbsp;&nbsp; 551749 |
| Series 2021-CA Class A | Series 2021-CA Class A | Series 2021-CA Class A | Series 2021-CA Class A |
| 10/15/2069 | &nbsp;&nbsp; 1.060% | 1073360 | &nbsp;&nbsp; 976852 |
| Series 2021-EA Class A | Series 2021-EA Class A | Series 2021-EA Class A | Series 2021-EA Class A |
| 12/16/2069 | &nbsp;&nbsp; 0.970% | 2422615 | &nbsp;&nbsp; 2169246 |
| Series 2021-FA Class A | Series 2021-FA Class A | Series 2021-FA Class A | Series 2021-FA Class A |
| 02/18/2070 | &nbsp;&nbsp; 1.110% | 1573670 | &nbsp;&nbsp; 1407521 |
| Series 2021-GA Class A | Series 2021-GA Class A | Series 2021-GA Class A | Series 2021-GA Class A |
| 04/15/2070 | &nbsp;&nbsp; 1.580% | 396750 | &nbsp;&nbsp; 358804 |
| Navient Refinance Loan Trust<sup>(a)</sup>  | Navient Refinance Loan Trust<sup>(a)</sup>  | Navient Refinance Loan Trust<sup>(a)</sup>  | Navient Refinance Loan Trust<sup>(a)</sup>  |
| Series 2025-C Class A | Series 2025-C Class A | Series 2025-C Class A | Series 2025-C Class A |
| 10/15/2055 | &nbsp;&nbsp; 4.800% | 1828596 | &nbsp;&nbsp; 1818467 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2026-A Class A | Series 2026-A Class A | Series 2026-A Class A | Series 2026-A Class A |
| 01/18/2056 | &nbsp;&nbsp; 4.500% | 3620000 | &nbsp;&nbsp; 3577562 |
| Navient Student Loan Trust<sup>(a)</sup>  | Navient Student Loan Trust<sup>(a)</sup>  | Navient Student Loan Trust<sup>(a)</sup>  | Navient Student Loan Trust<sup>(a)</sup>  |
| Series 2021-3A Class A1A | Series 2021-3A Class A1A | Series 2021-3A Class A1A | Series 2021-3A Class A1A |
| 08/25/2070 | &nbsp;&nbsp; 1.770% | 1721097 | &nbsp;&nbsp; 1566147 |
| Nelnet Student Loan Trust<sup>(b)</sup>  | Nelnet Student Loan Trust<sup>(b)</sup>  | Nelnet Student Loan Trust<sup>(b)</sup>  | Nelnet Student Loan Trust<sup>(b)</sup>  |
| Series 2004-4 Class A5 | Series 2004-4 Class A5 | Series 2004-4 Class A5 | Series 2004-4 Class A5 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.422% <br>Floor 0.160% <br>01/25/2037<br>| &nbsp;&nbsp; 4.309% | 506471 | &nbsp;&nbsp; 505595 |
| Series 2005-1 Class A5 | Series 2005-1 Class A5 | Series 2005-1 Class A5 | Series 2005-1 Class A5 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.372% <br>Floor 0.110% <br>10/25/2033<br>| &nbsp;&nbsp; 4.259% | 914603 | &nbsp;&nbsp; 907418 |
| Series 2005-2 Class A5 | Series 2005-2 Class A5 | Series 2005-2 Class A5 | Series 2005-2 Class A5 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.362% <br>Floor 0.100% <br>03/23/2037<br>| &nbsp;&nbsp; 4.050% | 1624873 | &nbsp;&nbsp; 1611846 |
| Series 2005-3 Class A5 | Series 2005-3 Class A5 | Series 2005-3 Class A5 | Series 2005-3 Class A5 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.382% <br>Floor 0.120% <br>12/24/2035<br>| &nbsp;&nbsp; 4.070% | 1352602 | &nbsp;&nbsp; 1343438 |
| Nissan Auto Lease Trust | Nissan Auto Lease Trust | Nissan Auto Lease Trust | Nissan Auto Lease Trust |
| Series 2026-A Class A3 | Series 2026-A Class A3 | Series 2026-A Class A3 | Series 2026-A Class A3 |
| 03/15/2029 | &nbsp;&nbsp; 3.870% | 2073000 | &nbsp;&nbsp; 2060537 |
| Oportun Issuance Trust<sup>(a)</sup>  | Oportun Issuance Trust<sup>(a)</sup>  | Oportun Issuance Trust<sup>(a)</sup>  | Oportun Issuance Trust<sup>(a)</sup>  |
| Series 2026-A Class C | Series 2026-A Class C | Series 2026-A Class C | Series 2026-A Class C |
| 01/09/2034 | &nbsp;&nbsp; 5.450% | 6405000 | &nbsp;&nbsp; 6379000 |
| Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  |
| Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D |
| 08/15/2033 | &nbsp;&nbsp; 4.940% | 4300000 | &nbsp;&nbsp; 4065975 |
| Renew<sup>(a)</sup>  | Renew<sup>(a)</sup>  | Renew<sup>(a)</sup>  | Renew<sup>(a)</sup>  |
| Series 2017-1A Class A | Series 2017-1A Class A | Series 2017-1A Class A | Series 2017-1A Class A |
| 09/20/2052 | &nbsp;&nbsp; 3.670% | 153527 | &nbsp;&nbsp; 143156 |
| Renew Financial<sup>(a)</sup>  | Renew Financial<sup>(a)</sup>  | Renew Financial<sup>(a)</sup>  | Renew Financial<sup>(a)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 11/20/2058 | &nbsp;&nbsp; 5.900% | 3081719 | &nbsp;&nbsp; 3154059 |
| Research-Driven Pagaya Motor Asset Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust<sup>(a)</sup>  |
| Series 2026-1A Class A3 | Series 2026-1A Class A3 | Series 2026-1A Class A3 | Series 2026-1A Class A3 |
| 01/25/2035 | &nbsp;&nbsp; 4.864% | 5100000 | &nbsp;&nbsp; 5093854 |
| Santander Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(a)</sup>  | Santander Bank Auto Credit-Linked Notes<sup>(a)</sup>  |
| Series 2024-B Class F | Series 2024-B Class F | Series 2024-B Class F | Series 2024-B Class F |
| 12/15/2032 | &nbsp;&nbsp; 8.881% | 4314777 | &nbsp;&nbsp; 4432746 |
| Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust |
| Series 2024-3 Class A3 | Series 2024-3 Class A3 | Series 2024-3 Class A3 | Series 2024-3 Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 5.630% | 647736 | &nbsp;&nbsp; 649216 |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 08/15/2029 | &nbsp;&nbsp; 4.670% | 1551000 | &nbsp;&nbsp; 1554971 |
| Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 |
| 01/15/2030 | &nbsp;&nbsp; 4.380% | 2399000 | &nbsp;&nbsp; 2402486 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D |
| 08/15/2031 | &nbsp;&nbsp; 6.280% | 2647000 | &nbsp;&nbsp; 2723764 |
| Subordinated Series 2026-1 Class D | Subordinated Series 2026-1 Class D | Subordinated Series 2026-1 Class D | Subordinated Series 2026-1 Class D |
| 04/15/2032 | &nbsp;&nbsp; 4.750% | 3331000 | &nbsp;&nbsp; 3284158 |
| SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  |
| Series 2024-C Class A4 | Series 2024-C Class A4 | Series 2024-C Class A4 | Series 2024-C Class A4 |
| 03/20/2029 | &nbsp;&nbsp; 4.420% | 1174000 | &nbsp;&nbsp; 1176918 |
| SBNA Auto Receivables Trust<sup>(a)</sup>  | SBNA Auto Receivables Trust<sup>(a)</sup>  | SBNA Auto Receivables Trust<sup>(a)</sup>  | SBNA Auto Receivables Trust<sup>(a)</sup>  |
| Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 |
| 12/15/2028 | &nbsp;&nbsp; 5.320% | 322222 | &nbsp;&nbsp; 323059 |
| Series 2024-A Class A4 | Series 2024-A Class A4 | Series 2024-A Class A4 | Series 2024-A Class A4 |
| 04/16/2029 | &nbsp;&nbsp; 5.210% | 525000 | &nbsp;&nbsp; 528998 |
| SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  |
| Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 |
| 05/21/2029 | &nbsp;&nbsp; 4.950% | 1630077 | &nbsp;&nbsp; 1638188 |
| Series 2024-1A Class A4 | Series 2024-1A Class A4 | Series 2024-1A Class A4 | Series 2024-1A Class A4 |
| 01/21/2031 | &nbsp;&nbsp; 4.940% | 462000 | &nbsp;&nbsp; 467033 |
| Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 |
| 11/20/2029 | &nbsp;&nbsp; 5.330% | 1340712 | &nbsp;&nbsp; 1353610 |
| Series 2025-2A Class A4 | Series 2025-2A Class A4 | Series 2025-2A Class A4 | Series 2025-2A Class A4 |
| 05/20/2031 | &nbsp;&nbsp; 4.580% | 1469000 | &nbsp;&nbsp; 1480487 |
| Series 2025-3A Class A3 | Series 2025-3A Class A3 | Series 2025-3A Class A3 | Series 2025-3A Class A3 |
| 04/21/2031 | &nbsp;&nbsp; 4.120% | 2315000 | &nbsp;&nbsp; 2312992 |
| Series 2026-1A Class A3 | Series 2026-1A Class A3 | Series 2026-1A Class A3 | Series 2026-1A Class A3 |
| 07/21/2031 | &nbsp;&nbsp; 3.960% | 2009000 | &nbsp;&nbsp; 1992756 |
| Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  |
| Series 2025-3A Class D | Series 2025-3A Class D | Series 2025-3A Class D | Series 2025-3A Class D |
| 08/22/2044 | &nbsp;&nbsp; 6.540% | 2289089 | &nbsp;&nbsp; 2278919 |
| Series 2026-1 Class D | Series 2026-1 Class D | Series 2026-1 Class D | Series 2026-1 Class D |
| 12/22/2042 | &nbsp;&nbsp; 7.100% | 2649000 | &nbsp;&nbsp; 2641675 |
| Subordinated Series 2024-1A Class D | Subordinated Series 2024-1A Class D | Subordinated Series 2024-1A Class D | Subordinated Series 2024-1A Class D |
| 01/20/2043 | &nbsp;&nbsp; 8.020% | 1527820 | &nbsp;&nbsp; 1560229 |
| Subordinated Series 2024-2A Class D | Subordinated Series 2024-2A Class D | Subordinated Series 2024-2A Class D | Subordinated Series 2024-2A Class D |
| 06/20/2041 | &nbsp;&nbsp; 7.480% | 853716 | &nbsp;&nbsp; 857889 |
| SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  |
| Series 2018-A Class A2A | Series 2018-A Class A2A | Series 2018-A Class A2A | Series 2018-A Class A2A |
| 02/15/2036 | &nbsp;&nbsp; 3.500% | 637266 | &nbsp;&nbsp; 634037 |
| Series 2021-A Class APT1 | Series 2021-A Class APT1 | Series 2021-A Class APT1 | Series 2021-A Class APT1 |
| 01/15/2053 | &nbsp;&nbsp; 1.070% | 2182064 | &nbsp;&nbsp; 2011600 |
| SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  |
| Series 2021-B Class AFX | Series 2021-B Class AFX | Series 2021-B Class AFX | Series 2021-B Class AFX |
| 02/15/2047 | &nbsp;&nbsp; 1.140% | 1224798 | &nbsp;&nbsp; 1094472 |
| Stellantis Financial Underwritten Enhanced Lease Trust<sup>(a)</sup>  | Stellantis Financial Underwritten Enhanced Lease Trust<sup>(a)</sup>  | Stellantis Financial Underwritten Enhanced Lease Trust<sup>(a)</sup>  | Stellantis Financial Underwritten Enhanced Lease Trust<sup>(a)</sup>  |
| Series 2025-CA Class A3 | Series 2025-CA Class A3 | Series 2025-CA Class A3 | Series 2025-CA Class A3 |
| 04/20/2029 | &nbsp;&nbsp; 4.110% | 2402000 | &nbsp;&nbsp; 2392666 |
| Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  |
| Series 2026-1A Class C | Series 2026-1A Class C | Series 2026-1A Class C | Series 2026-1A Class C |
| 08/15/2046 | &nbsp;&nbsp; 6.050% | 2000000 | &nbsp;&nbsp; 1977970 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C |
| 07/15/2044 | &nbsp;&nbsp; 11.400% | 2156096 | &nbsp;&nbsp; 2372946 |
| Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C |
| 02/15/2045 | &nbsp;&nbsp; 9.050% | 1574698 | &nbsp;&nbsp; 1650572 |
| Synchrony Card Funding LLC | Synchrony Card Funding LLC | Synchrony Card Funding LLC | Synchrony Card Funding LLC |
| Series 2025-A2 Class A | Series 2025-A2 Class A | Series 2025-A2 Class A | Series 2025-A2 Class A |
| 05/15/2031 | &nbsp;&nbsp; 4.490% | 998000 | &nbsp;&nbsp; 1004090 |
| Series 2026-A1 Class A | Series 2026-A1 Class A | Series 2026-A1 Class A | Series 2026-A1 Class A |
| 03/15/2032 | &nbsp;&nbsp; 4.180% | 3158000 | &nbsp;&nbsp; 3154204 |
| T-Mobile US Trust<sup>(a)</sup>  | T-Mobile US Trust<sup>(a)</sup>  | T-Mobile US Trust<sup>(a)</sup>  | T-Mobile US Trust<sup>(a)</sup>  |
| Series 2026-1 Class A | Series 2026-1 Class A | Series 2026-1 Class A | Series 2026-1 Class A |
| 10/21/2030 | &nbsp;&nbsp; 4.250% | 1628000 | &nbsp;&nbsp; 1626325 |
| Toyota Lease Owner Trust<sup>(a)</sup>  | Toyota Lease Owner Trust<sup>(a)</sup>  | Toyota Lease Owner Trust<sup>(a)</sup>  | Toyota Lease Owner Trust<sup>(a)</sup>  |
| Series 2026-A Class A3 | Series 2026-A Class A3 | Series 2026-A Class A3 | Series 2026-A Class A3 |
| 02/20/2029 | &nbsp;&nbsp; 3.820% | 2811000 | &nbsp;&nbsp; 2795182 |
| United Auto Credit Securitization Trust<sup>(a)</sup>  | United Auto Credit Securitization Trust<sup>(a)</sup>  | United Auto Credit Securitization Trust<sup>(a)</sup>  | United Auto Credit Securitization Trust<sup>(a)</sup>  |
| Series 2022-2 Class E | Series 2022-2 Class E | Series 2022-2 Class E | Series 2022-2 Class E |
| 04/10/2029 | &nbsp;&nbsp; 10.000% | 1000000 | &nbsp;&nbsp; 424962 |
| US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  |
| Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C |
| 05/15/2026 | &nbsp;&nbsp; 2.200% | 1089083 | &nbsp;&nbsp; 871031 |
| US Auto Funding Trust<sup>(a),(f)</sup>  | US Auto Funding Trust<sup>(a),(f)</sup>  | US Auto Funding Trust<sup>(a),(f)</sup>  | US Auto Funding Trust<sup>(a),(f)</sup>  |
| Subordinated Series 2022-1A Class D | Subordinated Series 2022-1A Class D | Subordinated Series 2022-1A Class D | Subordinated Series 2022-1A Class D |
| 07/15/2027 | &nbsp;&nbsp; 0.000% | 5000000 | &nbsp;&nbsp; 50 |
| USB Auto Owner Trust<sup>(a)</sup>  | USB Auto Owner Trust<sup>(a)</sup>  | USB Auto Owner Trust<sup>(a)</sup>  | USB Auto Owner Trust<sup>(a)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 06/17/2030 | &nbsp;&nbsp; 4.490% | 1793000 | &nbsp;&nbsp; 1795222 |
| Series 2025-1A Class A4 | Series 2025-1A Class A4 | Series 2025-1A Class A4 | Series 2025-1A Class A4 |
| 12/16/2030 | &nbsp;&nbsp; 4.620% | 536000 | &nbsp;&nbsp; 542248 |
| Verizon Master Trust<sup>(a)</sup>  | Verizon Master Trust<sup>(a)</sup>  | Verizon Master Trust<sup>(a)</sup>  | Verizon Master Trust<sup>(a)</sup>  |
| Series 2024-7 Class A | Series 2024-7 Class A | Series 2024-7 Class A | Series 2024-7 Class A |
| 08/20/2032 | &nbsp;&nbsp; 4.350% | 5473000 | &nbsp;&nbsp; 5462426 |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 01/20/2033 | &nbsp;&nbsp; 4.940% | 3633000 | &nbsp;&nbsp; 3713269 |
| Series 2025-4 Class A | Series 2025-4 Class A | Series 2025-4 Class A | Series 2025-4 Class A |
| 03/21/2033 | &nbsp;&nbsp; 4.760% | 2957000 | &nbsp;&nbsp; 3012620 |
| VM Debt LLC<sup>(a),(g)</sup>  | VM Debt LLC<sup>(a),(g)</sup>  | VM Debt LLC<sup>(a),(g)</sup>  | VM Debt LLC<sup>(a),(g)</sup>  |
| Series 2019-1 Class A1A | Series 2019-1 Class A1A | Series 2019-1 Class A1A | Series 2019-1 Class A1A |
| 07/18/2027 | &nbsp;&nbsp; 7.460% | 8996294 | &nbsp;&nbsp; 7205132 |
| Volkswagen Auto Lease Trust | Volkswagen Auto Lease Trust | Volkswagen Auto Lease Trust | Volkswagen Auto Lease Trust |
| Series 2026-A Class A3 | Series 2026-A Class A3 | Series 2026-A Class A3 | Series 2026-A Class A3 |
| 03/20/2029 | &nbsp;&nbsp; 4.170% | 2264000 | &nbsp;&nbsp; 2259530 |
| Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  |
| Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D |
| 07/16/2029 | &nbsp;&nbsp; 7.190% | 4150000 | &nbsp;&nbsp; 4287028 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $303,199,178) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $303,199,178) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $303,199,178) | &nbsp;&nbsp; **296436833** |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency 3.6%** | **Commercial Mortgage-Backed Securities - Agency 3.6%** | **Commercial Mortgage-Backed Securities - Agency 3.6%** | **Commercial Mortgage-Backed Securities - Agency 3.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fannie Mae Multifamily REMIC Trust<sup>(c)</sup>  | Fannie Mae Multifamily REMIC Trust<sup>(c)</sup>  | Fannie Mae Multifamily REMIC Trust<sup>(c)</sup>  | Fannie Mae Multifamily REMIC Trust<sup>(c)</sup>  |
| Series 2022-M10 Class A2 | Series 2022-M10 Class A2 | Series 2022-M10 Class A2 | Series 2022-M10 Class A2 |
| 01/25/2032 | &nbsp;&nbsp; 1.932% | 7463472 | &nbsp;&nbsp; 6569628 |
| Series 2022-M1S Class A2 | Series 2022-M1S Class A2 | Series 2022-M1S Class A2 | Series 2022-M1S Class A2 |
| 04/25/2032 | &nbsp;&nbsp; 2.083% | 8700000 | &nbsp;&nbsp; 7691661 |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(c)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(c)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(c)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(c)</sup>  |
| Series W5FX Class AFX | Series W5FX Class AFX | Series W5FX Class AFX | Series W5FX Class AFX |
| 04/25/2028 | &nbsp;&nbsp; 2.970% | 1256000 | &nbsp;&nbsp; 1233835 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| 06/01/2028 | &nbsp;&nbsp; 3.570% | 2668428 | &nbsp;&nbsp; 2641323 |
| 11/01/2028 | &nbsp;&nbsp; 5.585% | 4521218 | &nbsp;&nbsp; 4670079 |
| 02/01/2029 | &nbsp;&nbsp; 3.740% | 1515000 | &nbsp;&nbsp; 1503243 |
| 10/01/2029 | &nbsp;&nbsp; 3.121% | 1809064 | &nbsp;&nbsp; 1763719 |
| 02/01/2030 | &nbsp;&nbsp; 2.570% | 2382376 | &nbsp;&nbsp; 2249403 |
| 02/01/2030 | &nbsp;&nbsp; 2.920% | 2470731 | &nbsp;&nbsp; 2366387 |
| 02/01/2030 | &nbsp;&nbsp; 3.550% | 1000000 | &nbsp;&nbsp; 976661 |
| 06/01/2030 | &nbsp;&nbsp; 3.130% | 4812000 | &nbsp;&nbsp; 4621582 |
| 07/01/2030 | &nbsp;&nbsp; 3.850% | 4187273 | &nbsp;&nbsp; 4133898 |
| 02/01/2031 | &nbsp;&nbsp; 3.260% | 6236000 | &nbsp;&nbsp; 5960107 |
| 01/01/2032 | &nbsp;&nbsp; 2.730% | 2368449 | &nbsp;&nbsp; 2187787 |
| 01/01/2032 | &nbsp;&nbsp; 2.730% | 1825000 | &nbsp;&nbsp; 1681029 |
| 01/01/2032 | &nbsp;&nbsp; 2.780% | 2014764 | &nbsp;&nbsp; 1868857 |
| 01/01/2032 | &nbsp;&nbsp; 2.970% | 1467652 | &nbsp;&nbsp; 1374434 |
| 02/01/2032 | &nbsp;&nbsp; 2.990% | 2729074 | &nbsp;&nbsp; 2542104 |
| 05/01/2032 | &nbsp;&nbsp; 3.090% | 5565000 | &nbsp;&nbsp; 5170353 |
| 06/01/2032 | &nbsp;&nbsp; 3.540% | 7921000 | &nbsp;&nbsp; 7563157 |
| 11/01/2032 | &nbsp;&nbsp; 1.456% | 9010414 | &nbsp;&nbsp; 7579827 |
| 11/01/2032 | &nbsp;&nbsp; 4.230% | 3804080 | &nbsp;&nbsp; 3771185 |
| 11/01/2032 | &nbsp;&nbsp; 4.705% | 3400000 | &nbsp;&nbsp; 3460436 |
| 11/01/2033 | &nbsp;&nbsp; 2.430% | 1262659 | &nbsp;&nbsp; 1109592 |
| 12/01/2033 | &nbsp;&nbsp; 2.500% | 1555460 | &nbsp;&nbsp; 1365321 |
| 04/01/2035 | &nbsp;&nbsp; 3.330% | 2228594 | &nbsp;&nbsp; 2050642 |
| 10/01/2035 | &nbsp;&nbsp; 2.880% | 5000000 | &nbsp;&nbsp; 4296656 |
| Series 2017-M5 Class A2 | Series 2017-M5 Class A2 | Series 2017-M5 Class A2 | Series 2017-M5 Class A2 |
| 04/25/2029 | &nbsp;&nbsp; 3.176% | 850408 | &nbsp;&nbsp; 825975 |
| Series 2017-T1 Class A | Series 2017-T1 Class A | Series 2017-T1 Class A | Series 2017-T1 Class A |
| 06/25/2027 | &nbsp;&nbsp; 2.898% | 2744721 | &nbsp;&nbsp; 2703629 |
| Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  |
| 06/01/2037 | &nbsp;&nbsp; 5.888% | 272844 | &nbsp;&nbsp; 272118 |
| Series 2017-M12 Class A2 | Series 2017-M12 Class A2 | Series 2017-M12 Class A2 | Series 2017-M12 Class A2 |
| 06/25/2027 | &nbsp;&nbsp; 3.073% | 1154377 | &nbsp;&nbsp; 1141215 |
| Series 2018-M10 Class A2 | Series 2018-M10 Class A2 | Series 2018-M10 Class A2 | Series 2018-M10 Class A2 |
| 07/25/2028 | &nbsp;&nbsp; 3.368% | 2463709 | &nbsp;&nbsp; 2426930 |
| Series 2018-M3 Class A2 | Series 2018-M3 Class A2 | Series 2018-M3 Class A2 | Series 2018-M3 Class A2 |
| 02/25/2030 | &nbsp;&nbsp; 3.075% | 602845 | &nbsp;&nbsp; 581703 |
| Series 2018-M4 Class A2 | Series 2018-M4 Class A2 | Series 2018-M4 Class A2 | Series 2018-M4 Class A2 |
| 03/25/2028 | &nbsp;&nbsp; 3.067% | 891078 | &nbsp;&nbsp; 875472 |
| Series 2023-M8 Class A2 | Series 2023-M8 Class A2 | Series 2023-M8 Class A2 | Series 2023-M8 Class A2 |
| 03/25/2033 | &nbsp;&nbsp; 4.476% | 3685000 | &nbsp;&nbsp; 3678056 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  |
| Series 2021-M3 Class X1 | Series 2021-M3 Class X1 | Series 2021-M3 Class X1 | Series 2021-M3 Class X1 |
| 11/25/2033 | &nbsp;&nbsp; 1.830% | 26378582 | &nbsp;&nbsp; 1610141 |
| Freddie Mac MSCR Trust<sup>(a),(b)</sup>  | Freddie Mac MSCR Trust<sup>(a),(b)</sup>  | Freddie Mac MSCR Trust<sup>(a),(b)</sup>  | Freddie Mac MSCR Trust<sup>(a),(b)</sup>  |
| Series 2026-MN13 Class M2 | Series 2026-MN13 Class M2 | Series 2026-MN13 Class M2 | Series 2026-MN13 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.950% <br>03/25/2046<br>| &nbsp;&nbsp; 6.622% | 3750000 | &nbsp;&nbsp; 3749959 |
| Freddie Mac Multiclass Certificates<sup>(c),(d)</sup>  | Freddie Mac Multiclass Certificates<sup>(c),(d)</sup>  | Freddie Mac Multiclass Certificates<sup>(c),(d)</sup>  | Freddie Mac Multiclass Certificates<sup>(c),(d)</sup>  |
| Series 2021-P011 Class X1 | Series 2021-P011 Class X1 | Series 2021-P011 Class X1 | Series 2021-P011 Class X1 |
| 09/25/2045 | &nbsp;&nbsp; 1.744% | 19063206 | &nbsp;&nbsp; 1993804 |
| Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  |
| Series 2021-MN1 Class M2 | Series 2021-MN1 Class M2 | Series 2021-MN1 Class M2 | Series 2021-MN1 Class M2 |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>01/25/2051<br>| &nbsp;&nbsp; 7.412% | 5500000 | &nbsp;&nbsp; 5703121 |
| Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(c),(d)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(c),(d)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(c),(d)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(c),(d)</sup>  |
| Series KL05 Class X1P (FHLMC) | Series KL05 Class X1P (FHLMC) | Series KL05 Class X1P (FHLMC) | Series KL05 Class X1P (FHLMC) |
| 06/25/2029 | &nbsp;&nbsp; 0.892% | 75000000 | &nbsp;&nbsp; 1941210 |
| Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  |
| CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.464% <br>Floor 0.350%, Cap 10.550% <br>03/20/2063<br>| &nbsp;&nbsp; 4.133% | 91534 | &nbsp;&nbsp; 91316 |
| CMO Series 2015-H15 Class FJ | CMO Series 2015-H15 Class FJ | CMO Series 2015-H15 Class FJ | CMO Series 2015-H15 Class FJ |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 11.000% <br>06/20/2065<br>| &nbsp;&nbsp; 4.223% | 330627 | &nbsp;&nbsp; 330307 |
| CMO Series 2015-H16 Class FG | CMO Series 2015-H16 Class FG | CMO Series 2015-H16 Class FG | CMO Series 2015-H16 Class FG |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 11.000% <br>07/20/2065<br>| &nbsp;&nbsp; 4.223% | 462009 | &nbsp;&nbsp; 461591 |
| CMO Series 2015-H16 Class FL | CMO Series 2015-H16 Class FL | CMO Series 2015-H16 Class FL | CMO Series 2015-H16 Class FL |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 11.000% <br>07/20/2065<br>| &nbsp;&nbsp; 4.223% | 179374 | &nbsp;&nbsp; 179211 |
| CMO Series 2015-H18 Class FA | CMO Series 2015-H18 Class FA | CMO Series 2015-H18 Class FA | CMO Series 2015-H18 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.564% <br>Floor 0.450%, Cap 11.000% <br>06/20/2065<br>| &nbsp;&nbsp; 4.233% | 96291 | &nbsp;&nbsp; 96231 |
| Multifamily Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Multifamily Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Multifamily Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Multifamily Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  |
| Series 2023-01 Class M10 | Series 2023-01 Class M10 | Series 2023-01 Class M10 | Series 2023-01 Class M10 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.500% <br>11/25/2053<br>| &nbsp;&nbsp; 10.162% | 3500000 | &nbsp;&nbsp; 4010716 |
| Subordinated Series 2020-01 Class M10 | Subordinated Series 2020-01 Class M10 | Subordinated Series 2020-01 Class M10 | Subordinated Series 2020-01 Class M10 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.864% <br>03/25/2050<br>| &nbsp;&nbsp; 7.526% | 6420309 | &nbsp;&nbsp; 6515741 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $136,023,465) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $136,023,465) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $136,023,465) | &nbsp;&nbsp; **131591352** |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency 4.1%** | **Commercial Mortgage-Backed Securities - Non-Agency 4.1%** | **Commercial Mortgage-Backed Securities - Non-Agency 4.1%** | **Commercial Mortgage-Backed Securities - Non-Agency 4.1%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  |
| Series 2021-SFR1 Class E1 | Series 2021-SFR1 Class E1 | Series 2021-SFR1 Class E1 | Series 2021-SFR1 Class E1 |
| 06/17/2038 | &nbsp;&nbsp; 2.751% | 2250000 | &nbsp;&nbsp; 2121166 |
| Series 2021-SFR1 Class E2 | Series 2021-SFR1 Class E2 | Series 2021-SFR1 Class E2 | Series 2021-SFR1 Class E2 |
| 06/17/2038 | &nbsp;&nbsp; 2.900% | 2250000 | &nbsp;&nbsp; 2124431 |
| Subordinated Series 2021-SFR3 Class E2 | Subordinated Series 2021-SFR3 Class E2 | Subordinated Series 2021-SFR3 Class E2 | Subordinated Series 2021-SFR3 Class E2 |
| 10/17/2038 | &nbsp;&nbsp; 2.427% | 3845000 | &nbsp;&nbsp; 3781816 |
| Subordinated Series 2021-SFR4 Class F1 | Subordinated Series 2021-SFR4 Class F1 | Subordinated Series 2021-SFR4 Class F1 | Subordinated Series 2021-SFR4 Class F1 |
| 12/17/2038 | &nbsp;&nbsp; 3.158% | 4000000 | &nbsp;&nbsp; 3911845 |
| Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F |
| 10/17/2039 | &nbsp;&nbsp; 4.000% | 4100000 | &nbsp;&nbsp; 3980010 |
| BANK<sup>(c)</sup>  | BANK<sup>(c)</sup>  | BANK<sup>(c)</sup>  | BANK<sup>(c)</sup>  |
| Series 2022-BNK44 Class A5 | Series 2022-BNK44 Class A5 | Series 2022-BNK44 Class A5 | Series 2022-BNK44 Class A5 |
| 10/15/2032 | &nbsp;&nbsp; 5.746% | 705000 | &nbsp;&nbsp; 733557 |
| BANK5<sup>(h)</sup>  | BANK5<sup>(h)</sup>  | BANK5<sup>(h)</sup>  | BANK5<sup>(h)</sup>  |
| Series 2026-5YR21 Class A3 | Series 2026-5YR21 Class A3 | Series 2026-5YR21 Class A3 | Series 2026-5YR21 Class A3 |
| 04/15/2059 | &nbsp;&nbsp; 5.525% | 1465000 | &nbsp;&nbsp; 1509280 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |
| Series 2018-C2 Class ASB | Series 2018-C2 Class ASB | Series 2018-C2 Class ASB | Series 2018-C2 Class ASB |
| 12/15/2051 | &nbsp;&nbsp; 4.236% | 301390 | &nbsp;&nbsp; 300901 |
| Series 2021-C12 Class A5 | Series 2021-C12 Class A5 | Series 2021-C12 Class A5 | Series 2021-C12 Class A5 |
| 11/15/2054 | &nbsp;&nbsp; 2.689% | 600000 | &nbsp;&nbsp; 532855 |
| Series 2022-C17 Class A5 | Series 2022-C17 Class A5 | Series 2022-C17 Class A5 | Series 2022-C17 Class A5 |
| 09/15/2055 | &nbsp;&nbsp; 4.441% | 763000 | &nbsp;&nbsp; 745256 |
| Series 2025-5C33 Class A4 | Series 2025-5C33 Class A4 | Series 2025-5C33 Class A4 | Series 2025-5C33 Class A4 |
| 03/15/2058 | &nbsp;&nbsp; 5.839% | 1496000 | &nbsp;&nbsp; 1548967 |
| Series 2025-5C37 Class A3 | Series 2025-5C37 Class A3 | Series 2025-5C37 Class A3 | Series 2025-5C37 Class A3 |
| 09/15/2058 | &nbsp;&nbsp; 5.015% | 377000 | &nbsp;&nbsp; 379896 |
| BBCMS Mortgage Trust<sup>(a),(c)</sup>  | BBCMS Mortgage Trust<sup>(a),(c)</sup>  | BBCMS Mortgage Trust<sup>(a),(c)</sup>  | BBCMS Mortgage Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2016-ETC Class E | Subordinated Series 2016-ETC Class E | Subordinated Series 2016-ETC Class E | Subordinated Series 2016-ETC Class E |
| 08/14/2036 | &nbsp;&nbsp; 3.609% | 8000000 | &nbsp;&nbsp; 7711330 |
| Bear Stearns Commercial Mortgage Securities Trust<sup>(a),(c),(d)</sup>  | Bear Stearns Commercial Mortgage Securities Trust<sup>(a),(c),(d)</sup>  | Bear Stearns Commercial Mortgage Securities Trust<sup>(a),(c),(d)</sup>  | Bear Stearns Commercial Mortgage Securities Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2007-T26 Class X1 | CMO Series 2007-T26 Class X1 | CMO Series 2007-T26 Class X1 | CMO Series 2007-T26 Class X1 |
| 01/12/2045 | &nbsp;&nbsp; 1.172% | 21764 | &nbsp;&nbsp; 0 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| Series 2021-B25 Class A4 | Series 2021-B25 Class A4 | Series 2021-B25 Class A4 | Series 2021-B25 Class A4 |
| 04/15/2054 | &nbsp;&nbsp; 2.268% | 760000 | &nbsp;&nbsp; 693608 |
| Series 2026-V20 Class A3 | Series 2026-V20 Class A3 | Series 2026-V20 Class A3 | Series 2026-V20 Class A3 |
| 02/15/2059 | &nbsp;&nbsp; 5.184% | 458000 | &nbsp;&nbsp; 464996 |
| Series 2026-V21 Class A3 | Series 2026-V21 Class A3 | Series 2026-V21 Class A3 | Series 2026-V21 Class A3 |
| 03/15/2031 | &nbsp;&nbsp; 5.127% | 1232000 | &nbsp;&nbsp; 1245360 |
| BMD2 Re-Remic Trust<sup>(a),(i)</sup>  | BMD2 Re-Remic Trust<sup>(a),(i)</sup>  | BMD2 Re-Remic Trust<sup>(a),(i)</sup>  | BMD2 Re-Remic Trust<sup>(a),(i)</sup>  |
| Series 2019-FRR1 Class 6C | Series 2019-FRR1 Class 6C | Series 2019-FRR1 Class 6C | Series 2019-FRR1 Class 6C |
| 05/25/2052 | &nbsp;&nbsp; 0.000% | 8685000 | &nbsp;&nbsp; 6894341 |
| BMD2 Re-Remic Trust<sup>(a),(j)</sup>  | BMD2 Re-Remic Trust<sup>(a),(j)</sup>  | BMD2 Re-Remic Trust<sup>(a),(j)</sup>  | BMD2 Re-Remic Trust<sup>(a),(j)</sup>  |
| Subordinated Series 2019-FRR1 Class 5D1 | Subordinated Series 2019-FRR1 Class 5D1 | Subordinated Series 2019-FRR1 Class 5D1 | Subordinated Series 2019-FRR1 Class 5D1 |
| 05/25/2052 | &nbsp;&nbsp; 0.000% | 6739000 | &nbsp;&nbsp; 5222575 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BMO Mortgage Trust<sup>(c)</sup>  | BMO Mortgage Trust<sup>(c)</sup>  | BMO Mortgage Trust<sup>(c)</sup>  | BMO Mortgage Trust<sup>(c)</sup>  |
| Series 2025-C12 Class A5 | Series 2025-C12 Class A5 | Series 2025-C12 Class A5 | Series 2025-C12 Class A5 |
| 06/15/2058 | &nbsp;&nbsp; 5.871% | 106000 | &nbsp;&nbsp; 111253 |
| BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-COPT Class A | Series 2025-COPT Class A | Series 2025-COPT Class A | Series 2025-COPT Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 1.750% <br>09/15/2042<br>| &nbsp;&nbsp; 5.423% | 1190000 | &nbsp;&nbsp; 1190372 |
| BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  |
| Series 2025-VLT7 Class A | Series 2025-VLT7 Class A | Series 2025-VLT7 Class A | Series 2025-VLT7 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>Floor 1.700% <br>07/15/2027<br>| &nbsp;&nbsp; 5.373% | 242000 | &nbsp;&nbsp; 240938 |
| Series 2025-VOLT Class A | Series 2025-VOLT Class A | Series 2025-VOLT Class A | Series 2025-VOLT Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.700% <br>Floor 1.700% <br>12/15/2044<br>| &nbsp;&nbsp; 5.373% | 2638000 | &nbsp;&nbsp; 2629758 |
| CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  |
| Series 2019-3 Class A | Series 2019-3 Class A | Series 2019-3 Class A | Series 2019-3 Class A |
| 10/15/2052 | &nbsp;&nbsp; 2.705% | 95513 | &nbsp;&nbsp; 95341 |
| Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  |
| Subordinated Series 2014-USA Class D | Subordinated Series 2014-USA Class D | Subordinated Series 2014-USA Class D | Subordinated Series 2014-USA Class D |
| 09/15/2037 | &nbsp;&nbsp; 4.373% | 5000000 | &nbsp;&nbsp; 4128102 |
| CSTL Commercial Mortgage Trust<sup>(a),(c)</sup>  | CSTL Commercial Mortgage Trust<sup>(a),(c)</sup>  | CSTL Commercial Mortgage Trust<sup>(a),(c)</sup>  | CSTL Commercial Mortgage Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2026-GATE3 Class E | Subordinated Series 2026-GATE3 Class E | Subordinated Series 2026-GATE3 Class E | Subordinated Series 2026-GATE3 Class E |
| 02/10/2043 | &nbsp;&nbsp; 6.554% | 625000 | &nbsp;&nbsp; 614496 |
| Freddie Mac MSCR Trust<sup>(a),(b)</sup>  | Freddie Mac MSCR Trust<sup>(a),(b)</sup>  | Freddie Mac MSCR Trust<sup>(a),(b)</sup>  | Freddie Mac MSCR Trust<sup>(a),(b)</sup>  |
| Series 2021-MN1 Class B1 | Series 2021-MN1 Class B1 | Series 2021-MN1 Class B1 | Series 2021-MN1 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + 7.750% <br>01/25/2051<br>| &nbsp;&nbsp; 11.412% | 3858000 | &nbsp;&nbsp; 4234494 |
| Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  |
| Series 2021-MN1 Class M1 | Series 2021-MN1 Class M1 | Series 2021-MN1 Class M1 | Series 2021-MN1 Class M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.000% <br>01/25/2051<br>| &nbsp;&nbsp; 5.662% | 833368 | &nbsp;&nbsp; 831877 |
| Series 2021-MN2 Class M2 | Series 2021-MN2 Class M2 | Series 2021-MN2 Class M2 | Series 2021-MN2 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.350% <br>07/25/2041<br>| &nbsp;&nbsp; 7.012% | 5861458 | &nbsp;&nbsp; 5861465 |
| Series 2022-MN4 Class M1 | Series 2022-MN4 Class M1 | Series 2022-MN4 Class M1 | Series 2022-MN4 Class M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 4.250% <br>05/25/2052<br>| &nbsp;&nbsp; 7.910% | 3558040 | &nbsp;&nbsp; 3588705 |
| Series 2022-MN4 Class M2 | Series 2022-MN4 Class M2 | Series 2022-MN4 Class M2 | Series 2022-MN4 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.500% <br>05/25/2052<br>| &nbsp;&nbsp; 10.160% | 2500000 | &nbsp;&nbsp; 2780641 |
| FRTKL<sup>(a)</sup>  | FRTKL<sup>(a)</sup>  | FRTKL<sup>(a)</sup>  | FRTKL<sup>(a)</sup>  |
| Subordinated CMO Series 2021-SFR1 Class E1 | Subordinated CMO Series 2021-SFR1 Class E1 | Subordinated CMO Series 2021-SFR1 Class E1 | Subordinated CMO Series 2021-SFR1 Class E1 |
| 09/17/2038 | &nbsp;&nbsp; 2.372% | 3709000 | &nbsp;&nbsp; 3651149 |
| Subordinated CMO Series 2021-SFR1 Class E2 | Subordinated CMO Series 2021-SFR1 Class E2 | Subordinated CMO Series 2021-SFR1 Class E2 | Subordinated CMO Series 2021-SFR1 Class E2 |
| 09/17/2038 | &nbsp;&nbsp; 2.522% | 2781000 | &nbsp;&nbsp; 2736871 |
| Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F |
| 09/17/2038 | &nbsp;&nbsp; 3.171% | 4400000 | &nbsp;&nbsp; 4328277 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| GAM Investments<sup>(a),(c)</sup>  | GAM Investments<sup>(a),(c)</sup>  | GAM Investments<sup>(a),(c)</sup>  | GAM Investments<sup>(a),(c)</sup>  |
| Subordinated Series 2021-F Class F | Subordinated Series 2021-F Class F | Subordinated Series 2021-F Class F | Subordinated Series 2021-F Class F |
| 09/27/2051 | &nbsp;&nbsp; 2.344% | 7500000 | &nbsp;&nbsp; 6696381 |
| GAM Re-REMIC Trust<sup>(a),(i)</sup>  | GAM Re-REMIC Trust<sup>(a),(i)</sup>  | GAM Re-REMIC Trust<sup>(a),(i)</sup>  | GAM Re-REMIC Trust<sup>(a),(i)</sup>  |
| Series 2021-FRR1 Class 1D | Series 2021-FRR1 Class 1D | Series 2021-FRR1 Class 1D | Series 2021-FRR1 Class 1D |
| 11/29/2050 | &nbsp;&nbsp; 0.000% | 5000000 | &nbsp;&nbsp; 4598389 |
| Series 2021-FRR1 Class 2B | Series 2021-FRR1 Class 2B | Series 2021-FRR1 Class 2B | Series 2021-FRR1 Class 2B |
| 11/29/2050 | &nbsp;&nbsp; 0.000% | 6600000 | &nbsp;&nbsp; 6016487 |
| Series 2021-FRR1 Class 2C | Series 2021-FRR1 Class 2C | Series 2021-FRR1 Class 2C | Series 2021-FRR1 Class 2C |
| 11/29/2050 | &nbsp;&nbsp; 0.000% | 3500000 | &nbsp;&nbsp; 3140744 |
| GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust |
| Series 2020-GSA2 Class A4 | Series 2020-GSA2 Class A4 | Series 2020-GSA2 Class A4 | Series 2020-GSA2 Class A4 |
| 12/12/2053 | &nbsp;&nbsp; 1.721% | 2582000 | &nbsp;&nbsp; 2307358 |
| KGS-Alpha SBA COOF Trust<sup>(a),(c),(d)</sup>  | KGS-Alpha SBA COOF Trust<sup>(a),(c),(d)</sup>  | KGS-Alpha SBA COOF Trust<sup>(a),(c),(d)</sup>  | KGS-Alpha SBA COOF Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2012-2 Class A | CMO Series 2012-2 Class A | CMO Series 2012-2 Class A | CMO Series 2012-2 Class A |
| 08/25/2038 | &nbsp;&nbsp; 0.910% | 326246 | &nbsp;&nbsp; 4567 |
| CMO Series 2013-2 Class A | CMO Series 2013-2 Class A | CMO Series 2013-2 Class A | CMO Series 2013-2 Class A |
| 03/25/2039 | &nbsp;&nbsp; 1.715% | 435343 | &nbsp;&nbsp; 9942 |
| CMO Series 2014-2 Class A | CMO Series 2014-2 Class A | CMO Series 2014-2 Class A | CMO Series 2014-2 Class A |
| 04/25/2040 | &nbsp;&nbsp; 3.172% | 70514 | &nbsp;&nbsp; 3465 |
| Ladder Capital Commercial Mortgage Trust<sup>(a)</sup>  | Ladder Capital Commercial Mortgage Trust<sup>(a)</sup>  | Ladder Capital Commercial Mortgage Trust<sup>(a)</sup>  | Ladder Capital Commercial Mortgage Trust<sup>(a)</sup>  |
| Series 2013-GCP Class A2 | Series 2013-GCP Class A2 | Series 2013-GCP Class A2 | Series 2013-GCP Class A2 |
| 02/15/2036 | &nbsp;&nbsp; 3.985% | 1535000 | &nbsp;&nbsp; 1434391 |
| Morgan Stanley Capital I Trust<sup>(a),(c),(d)</sup>  | Morgan Stanley Capital I Trust<sup>(a),(c),(d)</sup>  | Morgan Stanley Capital I Trust<sup>(a),(c),(d)</sup>  | Morgan Stanley Capital I Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2006-T21 Class X | CMO Series 2006-T21 Class X | CMO Series 2006-T21 Class X | CMO Series 2006-T21 Class X |
| 10/12/2052 | &nbsp;&nbsp; 0.057% | 1553571 | &nbsp;&nbsp; 221 |
| Morgan Stanley Capital I Trust<sup>(c)</sup>  | Morgan Stanley Capital I Trust<sup>(c)</sup>  | Morgan Stanley Capital I Trust<sup>(c)</sup>  | Morgan Stanley Capital I Trust<sup>(c)</sup>  |
| Series 2018-L1 Class A4 | Series 2018-L1 Class A4 | Series 2018-L1 Class A4 | Series 2018-L1 Class A4 |
| 10/15/2051 | &nbsp;&nbsp; 4.407% | 888000 | &nbsp;&nbsp; 882536 |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust |
| Series 2020-HR8 Class A3 | Series 2020-HR8 Class A3 | Series 2020-HR8 Class A3 | Series 2020-HR8 Class A3 |
| 07/15/2053 | &nbsp;&nbsp; 1.790% | 845266 | &nbsp;&nbsp; 762175 |
| MRCD MARK Mortgage Trust<sup>(a)</sup>  | MRCD MARK Mortgage Trust<sup>(a)</sup>  | MRCD MARK Mortgage Trust<sup>(a)</sup>  | MRCD MARK Mortgage Trust<sup>(a)</sup>  |
| Series 2019-PARK Class A | Series 2019-PARK Class A | Series 2019-PARK Class A | Series 2019-PARK Class A |
| 12/15/2036 | &nbsp;&nbsp; 2.718% | 4000000 | &nbsp;&nbsp; 3560000 |
| Series 2019-PARK Class D | Series 2019-PARK Class D | Series 2019-PARK Class D | Series 2019-PARK Class D |
| 12/15/2036 | &nbsp;&nbsp; 2.718% | 2375000 | &nbsp;&nbsp; 1785390 |
| New Residential Mortgage Loan Trust<sup>(a)</sup>  | New Residential Mortgage Loan Trust<sup>(a)</sup>  | New Residential Mortgage Loan Trust<sup>(a)</sup>  | New Residential Mortgage Loan Trust<sup>(a)</sup>  |
| Subordinated Series 2022-SFR1 Class E1 | Subordinated Series 2022-SFR1 Class E1 | Subordinated Series 2022-SFR1 Class E1 | Subordinated Series 2022-SFR1 Class E1 |
| 02/17/2039 | &nbsp;&nbsp; 3.550% | 7036000 | &nbsp;&nbsp; 6899238 |
| Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  |
| Series 2026-SFR1 Class D | Series 2026-SFR1 Class D | Series 2026-SFR1 Class D | Series 2026-SFR1 Class D |
| 02/17/2043 | &nbsp;&nbsp; 4.000% | 1605000 | &nbsp;&nbsp; 1498978 |
| Subordinated Series 2021-SFR7 Class E1 | Subordinated Series 2021-SFR7 Class E1 | Subordinated Series 2021-SFR7 Class E1 | Subordinated Series 2021-SFR7 Class E1 |
| 08/17/2040 | &nbsp;&nbsp; 2.591% | 2500000 | &nbsp;&nbsp; 2334396 |
| Subordinated Series 2021-SFR8 Class F | Subordinated Series 2021-SFR8 Class F | Subordinated Series 2021-SFR8 Class F | Subordinated Series 2021-SFR8 Class F |
| 10/17/2038 | &nbsp;&nbsp; 3.181% | 8000000 | &nbsp;&nbsp; 7895494 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated Series 2021-SFR9 Class E2 | Subordinated Series 2021-SFR9 Class E2 | Subordinated Series 2021-SFR9 Class E2 | Subordinated Series 2021-SFR9 Class E2 |
| 11/17/2040 | &nbsp;&nbsp; 3.010% | 2899000 | &nbsp;&nbsp; 2746287 |
| Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F |
| 04/17/2039 | &nbsp;&nbsp; 6.600% | 5560000 | &nbsp;&nbsp; 5564827 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 |
| 04/17/2027 | &nbsp;&nbsp; 4.550% | 3100000 | &nbsp;&nbsp; 3064560 |
| RFM Re-REMIC Trust<sup>(a),(i)</sup>  | RFM Re-REMIC Trust<sup>(a),(i)</sup>  | RFM Re-REMIC Trust<sup>(a),(i)</sup>  | RFM Re-REMIC Trust<sup>(a),(i)</sup>  |
| Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 | Subordinated Series 2022-FRR1 Class CK60 |
| 11/08/2049 | &nbsp;&nbsp; 0.000% | 5000000 | &nbsp;&nbsp; 4769147 |
| Starwood Waypoint Homes Trust<sup>(g)</sup>  | Starwood Waypoint Homes Trust<sup>(g)</sup>  | Starwood Waypoint Homes Trust<sup>(g)</sup>  | Starwood Waypoint Homes Trust<sup>(g)</sup>  |
| Series 2019-STL Class A | Series 2019-STL Class A | Series 2019-STL Class A | Series 2019-STL Class A |
| 10/11/2026 | &nbsp;&nbsp; 7.250% | 1771902 | &nbsp;&nbsp; 1753297 |
| SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-DATA Class A | Series 2025-DATA Class A | Series 2025-DATA Class A | Series 2025-DATA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.443% <br>Floor 1.443% <br>03/15/2042<br>| &nbsp;&nbsp; 5.123% | 2176000 | &nbsp;&nbsp; 2147124 |
| Wachovia Bank Commercial Mortgage Trust<sup>(a),(c),(d)</sup>  | Wachovia Bank Commercial Mortgage Trust<sup>(a),(c),(d)</sup>  | Wachovia Bank Commercial Mortgage Trust<sup>(a),(c),(d)</sup>  | Wachovia Bank Commercial Mortgage Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2004-C12 Class | CMO Series 2004-C12 Class | CMO Series 2004-C12 Class | CMO Series 2004-C12 Class |
| 07/15/2041 | &nbsp;&nbsp; 1.089% | 45643 | &nbsp;&nbsp; 34 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $145,944,012) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $145,944,012) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $145,944,012) | &nbsp;&nbsp; **150801357** |
| **Corporate Bonds & Notes 30.8%** | **Corporate Bonds & Notes 30.8%** | **Corporate Bonds & Notes 30.8%** | **Corporate Bonds & Notes 30.8%** |
| **Aerospace & Defense 0.8%** | **Aerospace & Defense 0.8%** | **Aerospace & Defense 0.8%** | **Aerospace & Defense 0.8%** |
| Allegheny Technologies, Inc. | Allegheny Technologies, Inc. | Allegheny Technologies, Inc. | Allegheny Technologies, Inc. |
| 12/01/2027 | &nbsp;&nbsp; 5.875% | 480000 | &nbsp;&nbsp; 480308 |
| Axon Enterprise, Inc.<sup>(a)</sup>  | Axon Enterprise, Inc.<sup>(a)</sup>  | Axon Enterprise, Inc.<sup>(a)</sup>  | Axon Enterprise, Inc.<sup>(a)</sup>  |
| 03/15/2030 | &nbsp;&nbsp; 6.125% | 295000 | &nbsp;&nbsp; 301053 |
| BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 1.900% | 217000 | &nbsp;&nbsp; 191129 |
| Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) |
| 05/01/2050 | &nbsp;&nbsp; 5.805% | 1068000 | &nbsp;&nbsp; 1030937 |
| 05/01/2054 | &nbsp;&nbsp; 6.858% | 638000 | &nbsp;&nbsp; 701934 |
| Embraer Netherlands Finance BV | Embraer Netherlands Finance BV | Embraer Netherlands Finance BV | Embraer Netherlands Finance BV |
| 02/11/2035 | &nbsp;&nbsp; 5.980% | 981000 | &nbsp;&nbsp; 1008885 |
| 01/09/2038 | &nbsp;&nbsp; 5.400% | 935000 | &nbsp;&nbsp; 891969 |
| General Electric Co. | General Electric Co. | General Electric Co. | General Electric Co. |
| 07/29/2030 | &nbsp;&nbsp; 4.300% | 1853000 | &nbsp;&nbsp; 1848410 |
| 01/29/2036 | &nbsp;&nbsp; 4.900% | 1685000 | &nbsp;&nbsp; 1684301 |
| Honeywell Aerospace, Inc.<sup>(a)</sup>  | Honeywell Aerospace, Inc.<sup>(a)</sup>  | Honeywell Aerospace, Inc.<sup>(a)</sup>  | Honeywell Aerospace, Inc.<sup>(a)</sup>  |
| 03/16/2028 | &nbsp;&nbsp; 3.900% | 3291000 | &nbsp;&nbsp; 3267741 |
| 03/16/2029 | &nbsp;&nbsp; 4.000% | 1975000 | &nbsp;&nbsp; 1957516 |
| 03/16/2031 | &nbsp;&nbsp; 4.300% | 3867000 | &nbsp;&nbsp; 3827583 |
| 03/16/2033 | &nbsp;&nbsp; 4.600% | 2802000 | &nbsp;&nbsp; 2768318 |
| 03/16/2036 | &nbsp;&nbsp; 4.950% | 2892000 | &nbsp;&nbsp; 2869187 |
| 03/16/2046 | &nbsp;&nbsp; 5.622% | 673000 | &nbsp;&nbsp; 662751 |
| 03/16/2056 | &nbsp;&nbsp; 5.732% | 2057000 | &nbsp;&nbsp; 2033754 |
| 03/16/2066 | &nbsp;&nbsp; 5.852% | 139000 | &nbsp;&nbsp; 137792 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | Howmet Aerospace, Inc. |
| 10/15/2031 | &nbsp;&nbsp; 4.850% | 820000 | &nbsp;&nbsp; 829161 |
| 04/15/2036 | &nbsp;&nbsp; 4.750% | 813000 | &nbsp;&nbsp; 790004 |
| Northrop Grumman Corp. | Northrop Grumman Corp. | Northrop Grumman Corp. | Northrop Grumman Corp. |
| 07/15/2030 | &nbsp;&nbsp; 4.650% | 879000 | &nbsp;&nbsp; 883895 |
| 07/15/2035 | &nbsp;&nbsp; 5.250% | 815000 | &nbsp;&nbsp; 830127 |
| RTX Corp. | RTX Corp. | RTX Corp. | RTX Corp. |
| 03/15/2054 | &nbsp;&nbsp; 6.400% | 658000 | &nbsp;&nbsp; 709209 |
| TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.625% | 1565000 | &nbsp;&nbsp; 1598961 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **31304925** |
| **Agencies 0.0%** | **Agencies 0.0%** | **Agencies 0.0%** | **Agencies 0.0%** |
| Crowley Conro LLC | Crowley Conro LLC | Crowley Conro LLC | Crowley Conro LLC |
| 08/15/2043 | &nbsp;&nbsp; 4.181% | 528511 | &nbsp;&nbsp; 491412 |
| **Airlines 0.5%** | **Airlines 0.5%** | **Airlines 0.5%** | **Airlines 0.5%** |
| Air Canada Pass-Through Trust<sup>(a)</sup>  | Air Canada Pass-Through Trust<sup>(a)</sup>  | Air Canada Pass-Through Trust<sup>(a)</sup>  | Air Canada Pass-Through Trust<sup>(a)</sup>  |
| Series 2017-1 Class A | Series 2017-1 Class A | Series 2017-1 Class A | Series 2017-1 Class A |
| 01/15/2030 | &nbsp;&nbsp; 3.550% | 224224 | &nbsp;&nbsp; 211003 |
| Series 2017-1 Class AA | Series 2017-1 Class AA | Series 2017-1 Class AA | Series 2017-1 Class AA |
| 01/15/2030 | &nbsp;&nbsp; 3.300% | 160776 | &nbsp;&nbsp; 152956 |
| American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust |
| Series 2016-3 Class AA | Series 2016-3 Class AA | Series 2016-3 Class AA | Series 2016-3 Class AA |
| 10/15/2028 | &nbsp;&nbsp; 3.000% | 722262 | &nbsp;&nbsp; 699510 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  |
| 04/20/2026 | &nbsp;&nbsp; 5.500% | 119583 | &nbsp;&nbsp; 119624 |
| 04/20/2029 | &nbsp;&nbsp; 5.750% | 1890000 | &nbsp;&nbsp; 1875280 |
| British Airways Pass-Through Trust<sup>(a)</sup>  | British Airways Pass-Through Trust<sup>(a)</sup>  | British Airways Pass-Through Trust<sup>(a)</sup>  | British Airways Pass-Through Trust<sup>(a)</sup>  |
| Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A |
| 09/20/2031 | &nbsp;&nbsp; 4.125% | 243878 | &nbsp;&nbsp; 235983 |
| Series 2018-1 Class AA | Series 2018-1 Class AA | Series 2018-1 Class AA | Series 2018-1 Class AA |
| 09/20/2031 | &nbsp;&nbsp; 3.800% | 155597 | &nbsp;&nbsp; 151487 |
| Series 2019-1 Class AA | Series 2019-1 Class AA | Series 2019-1 Class AA | Series 2019-1 Class AA |
| 06/15/2034 | &nbsp;&nbsp; 3.300% | 294741 | &nbsp;&nbsp; 277943 |
| Delta Air Lines, Inc. | Delta Air Lines, Inc. | Delta Air Lines, Inc. | Delta Air Lines, Inc. |
| 07/10/2028 | &nbsp;&nbsp; 4.950% | 2462000 | &nbsp;&nbsp; 2470754 |
| 07/10/2030 | &nbsp;&nbsp; 5.250% | 2770000 | &nbsp;&nbsp; 2791200 |
| Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  |
| 10/20/2028 | &nbsp;&nbsp; 4.750% | 1833333 | &nbsp;&nbsp; 1830137 |
| JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  |
| 09/20/2031 | &nbsp;&nbsp; 9.875% | 840000 | &nbsp;&nbsp; 793851 |
| Southwest Airlines Co. | Southwest Airlines Co. | Southwest Airlines Co. | Southwest Airlines Co. |
| 11/15/2035 | &nbsp;&nbsp; 5.250% | 582000 | &nbsp;&nbsp; 546214 |
| United Airlines Holdings, Inc. | United Airlines Holdings, Inc. | United Airlines Holdings, Inc. | United Airlines Holdings, Inc. |
| 03/01/2029 | &nbsp;&nbsp; 4.875% | 2209000 | &nbsp;&nbsp; 2167457 |
| 03/01/2031 | &nbsp;&nbsp; 5.375% | 1105000 | &nbsp;&nbsp; 1082212 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust |
| Series 2016-2 Class A | Series 2016-2 Class A | Series 2016-2 Class A | Series 2016-2 Class A |
| 04/07/2030 | &nbsp;&nbsp; 3.100% | 638949 | &nbsp;&nbsp; 611258 |
| United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust |
| Series 2016-1 Class AA | Series 2016-1 Class AA | Series 2016-1 Class AA | Series 2016-1 Class AA |
| 07/07/2028 | &nbsp;&nbsp; 3.100% | 293393 | &nbsp;&nbsp; 284575 |
| Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A |
| 03/01/2030 | &nbsp;&nbsp; 3.700% | 782958 | &nbsp;&nbsp; 748899 |
| Series 2018-1 Class AA | Series 2018-1 Class AA | Series 2018-1 Class AA | Series 2018-1 Class AA |
| 03/01/2030 | &nbsp;&nbsp; 3.500% | 247740 | &nbsp;&nbsp; 238871 |
| Series 2019-1 Class A | Series 2019-1 Class A | Series 2019-1 Class A | Series 2019-1 Class A |
| 08/25/2031 | &nbsp;&nbsp; 4.550% | 441086 | &nbsp;&nbsp; 429187 |
| Series 2019-1 Class AA | Series 2019-1 Class AA | Series 2019-1 Class AA | Series 2019-1 Class AA |
| 08/25/2031 | &nbsp;&nbsp; 4.150% | 467671 | &nbsp;&nbsp; 454919 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18173320** |
| **Apartment REIT 0.2%** | **Apartment REIT 0.2%** | **Apartment REIT 0.2%** | **Apartment REIT 0.2%** |
| American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP |
| 06/15/2030 | &nbsp;&nbsp; 4.950% | 796000 | &nbsp;&nbsp; 798547 |
| 04/15/2032 | &nbsp;&nbsp; 3.625% | 1042000 | &nbsp;&nbsp; 962735 |
| 07/15/2034 | &nbsp;&nbsp; 5.500% | 628000 | &nbsp;&nbsp; 628683 |
| 03/15/2035 | &nbsp;&nbsp; 5.250% | 268000 | &nbsp;&nbsp; 263919 |
| 04/15/2052 | &nbsp;&nbsp; 4.300% | 467000 | &nbsp;&nbsp; 357393 |
| Essex Portfolio LP | Essex Portfolio LP | Essex Portfolio LP | Essex Portfolio LP |
| 01/15/2031 | &nbsp;&nbsp; 1.650% | 180000 | &nbsp;&nbsp; 155793 |
| 06/15/2031 | &nbsp;&nbsp; 2.550% | 538000 | &nbsp;&nbsp; 481588 |
| 04/01/2034 | &nbsp;&nbsp; 5.500% | 459000 | &nbsp;&nbsp; 464406 |
| Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP |
| 08/15/2031 | &nbsp;&nbsp; 2.000% | 180000 | &nbsp;&nbsp; 154289 |
| 04/15/2032 | &nbsp;&nbsp; 4.150% | 1037000 | &nbsp;&nbsp; 974400 |
| 01/15/2033 | &nbsp;&nbsp; 4.950% | 515000 | &nbsp;&nbsp; 502824 |
| UDR, Inc. | UDR, Inc. | UDR, Inc. | UDR, Inc. |
| 09/01/2026 | &nbsp;&nbsp; 2.950% | 212000 | &nbsp;&nbsp; 210639 |
| 09/01/2034 | &nbsp;&nbsp; 5.125% | 280000 | &nbsp;&nbsp; 278112 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6233328** |
| **Automotive 0.5%** | **Automotive 0.5%** | **Automotive 0.5%** | **Automotive 0.5%** |
| Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  |
| 04/15/2028 | &nbsp;&nbsp; 7.000% | 540000 | &nbsp;&nbsp; 547963 |
| Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.875% | 890000 | &nbsp;&nbsp; 897143 |
| Clarios Global LP/US Finance Co.<sup>(a)</sup>  | Clarios Global LP/US Finance Co.<sup>(a)</sup>  | Clarios Global LP/US Finance Co.<sup>(a)</sup>  | Clarios Global LP/US Finance Co.<sup>(a)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 6.750% | 435000 | &nbsp;&nbsp; 443113 |
| Cooper-Standard Automotive, Inc.<sup>(a)</sup>  | Cooper-Standard Automotive, Inc.<sup>(a)</sup>  | Cooper-Standard Automotive, Inc.<sup>(a)</sup>  | Cooper-Standard Automotive, Inc.<sup>(a)</sup>  |
| 03/01/2031 | &nbsp;&nbsp; 9.250% | 480000 | &nbsp;&nbsp; 453682 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| 02/10/2029 | &nbsp;&nbsp; 2.900% | 3025000 | &nbsp;&nbsp; 2827863 |
| 05/03/2029 | &nbsp;&nbsp; 5.113% | 363000 | &nbsp;&nbsp; 359771 |
| 04/06/2033 | &nbsp;&nbsp; 5.753% | 2547000 | &nbsp;&nbsp; 2496664 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| 06/10/2031 | &nbsp;&nbsp; 2.700% | 1681000 | &nbsp;&nbsp; 1507617 |
| 04/04/2034 | &nbsp;&nbsp; 5.950% | 571000 | &nbsp;&nbsp; 586025 |
| Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) |
| 07/15/2031 | &nbsp;&nbsp; 5.250% | 460000 | &nbsp;&nbsp; 412035 |
| Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  |
| 01/10/2028 | &nbsp;&nbsp; 1.800% | 196000 | &nbsp;&nbsp; 186737 |
| 03/27/2030 | &nbsp;&nbsp; 5.150% | 905000 | &nbsp;&nbsp; 914436 |
| 09/18/2030 | &nbsp;&nbsp; 4.500% | 798000 | &nbsp;&nbsp; 785025 |
| Hyundai Capital America<sup>(a),(h)</sup>  | Hyundai Capital America<sup>(a),(h)</sup>  | Hyundai Capital America<sup>(a),(h)</sup>  | Hyundai Capital America<sup>(a),(h)</sup>  |
| 04/06/2029 | &nbsp;&nbsp; 4.750% | 1462000 | &nbsp;&nbsp; 1460977 |
| 04/07/2031 | &nbsp;&nbsp; 5.000% | 1087000 | &nbsp;&nbsp; 1087348 |
| Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  |
| 03/27/2028 | &nbsp;&nbsp; 5.050% | 941000 | &nbsp;&nbsp; 946861 |
| 11/13/2028 | &nbsp;&nbsp; 4.750% | 926000 | &nbsp;&nbsp; 924519 |
| 03/27/2030 | &nbsp;&nbsp; 5.350% | 1477000 | &nbsp;&nbsp; 1497056 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18334835** |
| **Banking 8.5%** | **Banking 8.5%** | **Banking 8.5%** | **Banking 8.5%** |
| ABN AMRO Bank NV<sup>(a),(e)</sup>  | ABN AMRO Bank NV<sup>(a),(e)</sup>  | ABN AMRO Bank NV<sup>(a),(e)</sup>  | ABN AMRO Bank NV<sup>(a),(e)</sup>  |
| 12/03/2028 | &nbsp;&nbsp; 4.988% | 900000 | &nbsp;&nbsp; 906318 |
| 12/13/2029 | &nbsp;&nbsp; 2.470% | 700000 | &nbsp;&nbsp; 662065 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/13/2037 | &nbsp;&nbsp; 3.324% | 800000 | &nbsp;&nbsp; 714815 |
| AIB Group PLC<sup>(a),(e)</sup>  | AIB Group PLC<sup>(a),(e)</sup>  | AIB Group PLC<sup>(a),(e)</sup>  | AIB Group PLC<sup>(a),(e)</sup>  |
| 09/13/2029 | &nbsp;&nbsp; 6.608% | 265000 | &nbsp;&nbsp; 277260 |
| 05/15/2031 | &nbsp;&nbsp; 5.320% | 200000 | &nbsp;&nbsp; 203635 |
| American Express Co.<sup>(e)</sup>  | American Express Co.<sup>(e)</sup>  | American Express Co.<sup>(e)</sup>  | American Express Co.<sup>(e)</sup>  |
| 04/25/2031 | &nbsp;&nbsp; 5.016% | 1238000 | &nbsp;&nbsp; 1257389 |
| 02/10/2032 | &nbsp;&nbsp; 4.456% | 1651000 | &nbsp;&nbsp; 1632824 |
| 07/20/2033 | &nbsp;&nbsp; 4.918% | 315000 | &nbsp;&nbsp; 315777 |
| 04/25/2036 | &nbsp;&nbsp; 5.667% | 280000 | &nbsp;&nbsp; 289545 |
| Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA |
| 03/13/2029 | &nbsp;&nbsp; 5.381% | 2000000 | &nbsp;&nbsp; 2053189 |
| 03/03/2036 | &nbsp;&nbsp; 5.127% | 1800000 | &nbsp;&nbsp; 1749661 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA | Banco Santander SA |
| 08/08/2028 | &nbsp;&nbsp; 5.588% | 3200000 | &nbsp;&nbsp; 3276178 |
| 11/06/2030 | &nbsp;&nbsp; 4.551% | 1000000 | &nbsp;&nbsp; 985740 |
| 11/06/2035 | &nbsp;&nbsp; 5.127% | 800000 | &nbsp;&nbsp; 780318 |
| Bank of America Corp.<sup>(e),(k)</sup>  | Bank of America Corp.<sup>(e),(k)</sup>  | Bank of America Corp.<sup>(e),(k)</sup>  | Bank of America Corp.<sup>(e),(k)</sup>  |
|  | &nbsp;&nbsp; 6.250% | 1027000 | &nbsp;&nbsp; 1029114 |
| Bank of America Corp.<sup>(e)</sup>  | Bank of America Corp.<sup>(e)</sup>  | Bank of America Corp.<sup>(e)</sup>  | Bank of America Corp.<sup>(e)</sup>  |
| 04/24/2028 | &nbsp;&nbsp; 3.705% | 476000 | &nbsp;&nbsp; 472344 |
| 12/20/2028 | &nbsp;&nbsp; 3.419% | 210000 | &nbsp;&nbsp; 206310 |
| 09/15/2029 | &nbsp;&nbsp; 5.819% | 898000 | &nbsp;&nbsp; 926316 |
| 01/24/2031 | &nbsp;&nbsp; 5.162% | 1420000 | &nbsp;&nbsp; 1446799 |
| 02/13/2031 | &nbsp;&nbsp; 2.496% | 1336000 | &nbsp;&nbsp; 1234909 |
| 07/23/2031 | &nbsp;&nbsp; 1.898% | 562000 | &nbsp;&nbsp; 500836 |
| 04/27/2033 | &nbsp;&nbsp; 4.571% | 1189000 | &nbsp;&nbsp; 1167113 |
| 01/23/2035 | &nbsp;&nbsp; 5.468% | 714000 | &nbsp;&nbsp; 728293 |
| 02/06/2037 | &nbsp;&nbsp; 5.045% | 190000 | &nbsp;&nbsp; 187455 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 06/19/2041 | &nbsp;&nbsp; 2.676% | 3786000 | &nbsp;&nbsp; 2713034 |
| 12/31/2079 | &nbsp;&nbsp; 6.625% | 890000 | &nbsp;&nbsp; 912220 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 08/15/2035 | &nbsp;&nbsp; 5.425% | 915000 | &nbsp;&nbsp; 913530 |
| 03/08/2037 | &nbsp;&nbsp; 3.846% | 1424000 | &nbsp;&nbsp; 1318110 |
| Bank of Ireland Group PLC<sup>(a),(e)</sup>  | Bank of Ireland Group PLC<sup>(a),(e)</sup>  | Bank of Ireland Group PLC<sup>(a),(e)</sup>  | Bank of Ireland Group PLC<sup>(a),(e)</sup>  |
| 03/20/2030 | &nbsp;&nbsp; 5.601% | 700000 | &nbsp;&nbsp; 718122 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal | Bank of Montreal |
| 06/04/2031 | &nbsp;&nbsp; 5.511% | 263000 | &nbsp;&nbsp; 272657 |
| Bank of Montreal<sup>(e)</sup>  | Bank of Montreal<sup>(e)</sup>  | Bank of Montreal<sup>(e)</sup>  | Bank of Montreal<sup>(e)</sup>  |
| 01/14/2032 | &nbsp;&nbsp; 4.439% | 1734000 | &nbsp;&nbsp; 1708703 |
| Bank of New York Mellon Corp. (The)<sup>(e)</sup>  | Bank of New York Mellon Corp. (The)<sup>(e)</sup>  | Bank of New York Mellon Corp. (The)<sup>(e)</sup>  | Bank of New York Mellon Corp. (The)<sup>(e)</sup>  |
| 10/25/2029 | &nbsp;&nbsp; 6.317% | 202000 | &nbsp;&nbsp; 211548 |
| 01/22/2030 | &nbsp;&nbsp; 4.026% | 1449000 | &nbsp;&nbsp; 1434651 |
| 02/11/2031 | &nbsp;&nbsp; 4.942% | 312000 | &nbsp;&nbsp; 316285 |
| Bank of Nova Scotia (The)<sup>(e)</sup>  | Bank of Nova Scotia (The)<sup>(e)</sup>  | Bank of Nova Scotia (The)<sup>(e)</sup>  | Bank of Nova Scotia (The)<sup>(e)</sup>  |
| 11/10/2032 | &nbsp;&nbsp; 4.740% | 617000 | &nbsp;&nbsp; 615197 |
| Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  |
| 07/13/2028 | &nbsp;&nbsp; 5.790% | 962000 | &nbsp;&nbsp; 987386 |
| Barclays PLC<sup>(e)</sup>  | Barclays PLC<sup>(e)</sup>  | Barclays PLC<sup>(e)</sup>  | Barclays PLC<sup>(e)</sup>  |
| 09/10/2030 | &nbsp;&nbsp; 4.942% | 1212000 | &nbsp;&nbsp; 1218303 |
| 02/24/2032 | &nbsp;&nbsp; 4.521% | 1245000 | &nbsp;&nbsp; 1218138 |
| 11/02/2033 | &nbsp;&nbsp; 7.437% | 1559000 | &nbsp;&nbsp; 1741845 |
| 02/24/2037 | &nbsp;&nbsp; 5.207% | 1807000 | &nbsp;&nbsp; 1748453 |
| BNP Paribas SA<sup>(a),(e)</sup>  | BNP Paribas SA<sup>(a),(e)</sup>  | BNP Paribas SA<sup>(a),(e)</sup>  | BNP Paribas SA<sup>(a),(e)</sup>  |
| 01/09/2030 | &nbsp;&nbsp; 5.176% | 1722000 | &nbsp;&nbsp; 1745207 |
| 01/20/2033 | &nbsp;&nbsp; 3.132% | 682000 | &nbsp;&nbsp; 613098 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/19/2035 | &nbsp;&nbsp; 5.906% | 1213000 | &nbsp;&nbsp; 1229992 |
| BPCE SA<sup>(a),(e)</sup>  | BPCE SA<sup>(a),(e)</sup>  | BPCE SA<sup>(a),(e)</sup>  | BPCE SA<sup>(a),(e)</sup>  |
| 10/19/2027 | &nbsp;&nbsp; 6.612% | 880000 | &nbsp;&nbsp; 889581 |
| 10/19/2029 | &nbsp;&nbsp; 6.714% | 1054000 | &nbsp;&nbsp; 1102378 |
| 01/20/2032 | &nbsp;&nbsp; 2.277% | 855000 | &nbsp;&nbsp; 752995 |
| 10/19/2034 | &nbsp;&nbsp; 7.003% | 1362000 | &nbsp;&nbsp; 1489266 |
| 01/14/2036 | &nbsp;&nbsp; 6.293% | 280000 | &nbsp;&nbsp; 292989 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 10/19/2032 | &nbsp;&nbsp; 3.116% | 1174000 | &nbsp;&nbsp; 1037223 |
| BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  |
| 01/18/2028 | &nbsp;&nbsp; 5.125% | 2116000 | &nbsp;&nbsp; 2141738 |
| CaixaBank SA<sup>(a),(e)</sup>  | CaixaBank SA<sup>(a),(e)</sup>  | CaixaBank SA<sup>(a),(e)</sup>  | CaixaBank SA<sup>(a),(e)</sup>  |
| 09/13/2027 | &nbsp;&nbsp; 6.684% | 660000 | &nbsp;&nbsp; 666034 |
| 07/03/2036 | &nbsp;&nbsp; 5.581% | 200000 | &nbsp;&nbsp; 200946 |
| Citibank NA | Citibank NA | Citibank NA | Citibank NA |
| 08/06/2029 | &nbsp;&nbsp; 4.838% | 335000 | &nbsp;&nbsp; 339288 |
| Citigroup, Inc.<sup>(e),(k)</sup>  | Citigroup, Inc.<sup>(e),(k)</sup>  | Citigroup, Inc.<sup>(e),(k)</sup>  | Citigroup, Inc.<sup>(e),(k)</sup>  |
|  | &nbsp;&nbsp; 6.750% | 1249000 | &nbsp;&nbsp; 1248009 |
|  | &nbsp;&nbsp; 6.950% | 694000 | &nbsp;&nbsp; 698156 |
|  | &nbsp;&nbsp; 7.125% | 1859000 | &nbsp;&nbsp; 1877761 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Citigroup, Inc.<sup>(e)</sup>  | Citigroup, Inc.<sup>(e)</sup>  | Citigroup, Inc.<sup>(e)</sup>  | Citigroup, Inc.<sup>(e)</sup>  |
| 07/24/2028 | &nbsp;&nbsp; 3.668% | 585000 | &nbsp;&nbsp; 578918 |
| 02/13/2030 | &nbsp;&nbsp; 5.174% | 540000 | &nbsp;&nbsp; 548295 |
| 03/20/2030 | &nbsp;&nbsp; 3.980% | 972000 | &nbsp;&nbsp; 956521 |
| 09/19/2030 | &nbsp;&nbsp; 4.542% | 4375000 | &nbsp;&nbsp; 4359943 |
| 09/11/2031 | &nbsp;&nbsp; 4.503% | 185000 | &nbsp;&nbsp; 182788 |
| 05/01/2032 | &nbsp;&nbsp; 2.561% | 1417000 | &nbsp;&nbsp; 1268029 |
| 11/03/2032 | &nbsp;&nbsp; 2.520% | 1761000 | &nbsp;&nbsp; 1553680 |
| 11/17/2033 | &nbsp;&nbsp; 6.270% | 1611000 | &nbsp;&nbsp; 1721602 |
| 09/11/2036 | &nbsp;&nbsp; 5.174% | 1476000 | &nbsp;&nbsp; 1461718 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 02/13/2035 | &nbsp;&nbsp; 5.827% | 1875000 | &nbsp;&nbsp; 1898762 |
| Citizens Bank<sup>(e)</sup>  | Citizens Bank<sup>(e)</sup>  | Citizens Bank<sup>(e)</sup>  | Citizens Bank<sup>(e)</sup>  |
| 01/29/2029 | &nbsp;&nbsp; 4.192% | 2344000 | &nbsp;&nbsp; 2329220 |
| Credit Agricole SA<sup>(a),(e)</sup>  | Credit Agricole SA<sup>(a),(e)</sup>  | Credit Agricole SA<sup>(a),(e)</sup>  | Credit Agricole SA<sup>(a),(e)</sup>  |
| 09/11/2028 | &nbsp;&nbsp; 4.631% | 380000 | &nbsp;&nbsp; 380195 |
| 10/03/2029 | &nbsp;&nbsp; 6.316% | 1266000 | &nbsp;&nbsp; 1316474 |
| 01/09/2036 | &nbsp;&nbsp; 5.862% | 805000 | &nbsp;&nbsp; 829152 |
| Credit Suisse Group AG<sup>(a),(e)</sup>  | Credit Suisse Group AG<sup>(a),(e)</sup>  | Credit Suisse Group AG<sup>(a),(e)</sup>  | Credit Suisse Group AG<sup>(a),(e)</sup>  |
| 01/12/2029 | &nbsp;&nbsp; 3.869% | 250000 | &nbsp;&nbsp; 247132 |
| Danske Bank A/S<sup>(a),(e)</sup>  | Danske Bank A/S<sup>(a),(e)</sup>  | Danske Bank A/S<sup>(a),(e)</sup>  | Danske Bank A/S<sup>(a),(e)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 5.705% | 320000 | &nbsp;&nbsp; 328931 |
| 10/02/2030 | &nbsp;&nbsp; 4.613% | 724000 | &nbsp;&nbsp; 720981 |
| Deutsche Bank AG<sup>(e)</sup>  | Deutsche Bank AG<sup>(e)</sup>  | Deutsche Bank AG<sup>(e)</sup>  | Deutsche Bank AG<sup>(e)</sup>  |
| 01/07/2028 | &nbsp;&nbsp; 2.552% | 500000 | &nbsp;&nbsp; 492371 |
| 02/08/2028 | &nbsp;&nbsp; 5.706% | 688000 | &nbsp;&nbsp; 693878 |
| 12/10/2031 | &nbsp;&nbsp; 4.469% | 600000 | &nbsp;&nbsp; 589404 |
| 02/06/2032 | &nbsp;&nbsp; 4.725% | 280000 | &nbsp;&nbsp; 275786 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/07/2033 | &nbsp;&nbsp; 3.742% | 315000 | &nbsp;&nbsp; 286649 |
| 02/10/2034 | &nbsp;&nbsp; 7.079% | 845000 | &nbsp;&nbsp; 903485 |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| 05/10/2029 | &nbsp;&nbsp; 5.414% | 580000 | &nbsp;&nbsp; 595297 |
| Fifth Third Bancorp<sup>(e)</sup>  | Fifth Third Bancorp<sup>(e)</sup>  | Fifth Third Bancorp<sup>(e)</sup>  | Fifth Third Bancorp<sup>(e)</sup>  |
| 04/29/2032 | &nbsp;&nbsp; 4.566% | 1983000 | &nbsp;&nbsp; 1946017 |
| 01/29/2037 | &nbsp;&nbsp; 5.141% | 1075000 | &nbsp;&nbsp; 1047929 |
| Goldman Sachs Group, Inc. (The)<sup>(e),(k)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e),(k)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e),(k)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e),(k)</sup>  |
|  | &nbsp;&nbsp; 6.850% | 952000 | &nbsp;&nbsp; 969108 |
|  | &nbsp;&nbsp; 7.500% | 628000 | &nbsp;&nbsp; 654037 |
| Goldman Sachs Group, Inc. (The)<sup>(e)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e)</sup>  |
| 02/24/2028 | &nbsp;&nbsp; 2.640% | 1337000 | &nbsp;&nbsp; 1315232 |
| 03/15/2028 | &nbsp;&nbsp; 3.615% | 587000 | &nbsp;&nbsp; 582156 |
| 01/21/2029 | &nbsp;&nbsp; 4.148% | 6296000 | &nbsp;&nbsp; 6254307 |
| 04/23/2029 | &nbsp;&nbsp; 3.814% | 561000 | &nbsp;&nbsp; 553266 |
| 10/24/2029 | &nbsp;&nbsp; 6.484% | 2880000 | &nbsp;&nbsp; 3013858 |
| 04/25/2030 | &nbsp;&nbsp; 5.727% | 264000 | &nbsp;&nbsp; 272351 |
| 07/23/2030 | &nbsp;&nbsp; 5.049% | 951000 | &nbsp;&nbsp; 962084 |
| 01/28/2031 | &nbsp;&nbsp; 5.207% | 3558000 | &nbsp;&nbsp; 3616169 |
| 04/23/2031 | &nbsp;&nbsp; 5.218% | 4272000 | &nbsp;&nbsp; 4343641 |
| 10/21/2031 | &nbsp;&nbsp; 4.369% | 8796000 | &nbsp;&nbsp; 8623676 |
| 01/21/2032 | &nbsp;&nbsp; 4.516% | 2555000 | &nbsp;&nbsp; 2516719 |
| 04/22/2032 | &nbsp;&nbsp; 2.615% | 2150000 | &nbsp;&nbsp; 1931551 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 07/23/2035 | &nbsp;&nbsp; 5.330% | 2143000 | &nbsp;&nbsp; 2150082 |
| 10/23/2035 | &nbsp;&nbsp; 5.016% | 1255000 | &nbsp;&nbsp; 1232014 |
| 10/21/2036 | &nbsp;&nbsp; 4.939% | 3303000 | &nbsp;&nbsp; 3198099 |
| 01/21/2037 | &nbsp;&nbsp; 5.065% | 3648000 | &nbsp;&nbsp; 3571870 |
| 01/21/2047 | &nbsp;&nbsp; 5.541% | 645000 | &nbsp;&nbsp; 614325 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 02/02/2041 | &nbsp;&nbsp; 5.387% | 944000 | &nbsp;&nbsp; 913436 |
| Goldman Sachs Group, Inc.(The)<sup>(e)</sup>  | Goldman Sachs Group, Inc.(The)<sup>(e)</sup>  | Goldman Sachs Group, Inc.(The)<sup>(e)</sup>  | Goldman Sachs Group, Inc.(The)<sup>(e)</sup>  |
| 10/21/2029 | &nbsp;&nbsp; 4.153% | 3932000 | &nbsp;&nbsp; 3895437 |
| HSBC Holdings PLC<sup>(e)</sup>  | HSBC Holdings PLC<sup>(e)</sup>  | HSBC Holdings PLC<sup>(e)</sup>  | HSBC Holdings PLC<sup>(e)</sup>  |
| 08/11/2028 | &nbsp;&nbsp; 5.210% | 1588000 | &nbsp;&nbsp; 1600438 |
| 09/22/2028 | &nbsp;&nbsp; 2.013% | 1828000 | &nbsp;&nbsp; 1762501 |
| 05/22/2030 | &nbsp;&nbsp; 3.973% | 1819000 | &nbsp;&nbsp; 1779056 |
| 11/19/2030 | &nbsp;&nbsp; 5.286% | 2517000 | &nbsp;&nbsp; 2560260 |
| 08/18/2031 | &nbsp;&nbsp; 2.357% | 284000 | &nbsp;&nbsp; 255946 |
| 11/06/2031 | &nbsp;&nbsp; 4.619% | 920000 | &nbsp;&nbsp; 907455 |
| 03/10/2032 | &nbsp;&nbsp; 4.675% | 2088000 | &nbsp;&nbsp; 2059068 |
| 05/17/2032 | &nbsp;&nbsp; 5.733% | 1169000 | &nbsp;&nbsp; 1207869 |
| 05/24/2032 | &nbsp;&nbsp; 2.804% | 1347000 | &nbsp;&nbsp; 1210698 |
| 03/10/2037 | &nbsp;&nbsp; 5.279% | 3553000 | &nbsp;&nbsp; 3488291 |
| Huntington Bancshares, Inc.<sup>(e)</sup>  | Huntington Bancshares, Inc.<sup>(e)</sup>  | Huntington Bancshares, Inc.<sup>(e)</sup>  | Huntington Bancshares, Inc.<sup>(e)</sup>  |
| 02/02/2035 | &nbsp;&nbsp; 5.709% | 254000 | &nbsp;&nbsp; 259224 |
| ING Groep NV<sup>(e)</sup>  | ING Groep NV<sup>(e)</sup>  | ING Groep NV<sup>(e)</sup>  | ING Groep NV<sup>(e)</sup>  |
| 03/23/2032 | &nbsp;&nbsp; 4.803% | 1313000 | &nbsp;&nbsp; 1304429 |
| 03/23/2037 | &nbsp;&nbsp; 5.420% | 1122000 | &nbsp;&nbsp; 1118103 |
| Intesa Sanpaolo SpA<sup>(a),(e)</sup>  | Intesa Sanpaolo SpA<sup>(a),(e)</sup>  | Intesa Sanpaolo SpA<sup>(a),(e)</sup>  | Intesa Sanpaolo SpA<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/01/2042 | &nbsp;&nbsp; 4.950% | 1564000 | &nbsp;&nbsp; 1310992 |
| KeyCorp<sup>(e)</sup>  | KeyCorp<sup>(e)</sup>  | KeyCorp<sup>(e)</sup>  | KeyCorp<sup>(e)</sup>  |
| 04/04/2031 | &nbsp;&nbsp; 5.121% | 1140000 | &nbsp;&nbsp; 1150025 |
| 06/01/2033 | &nbsp;&nbsp; 4.789% | 637000 | &nbsp;&nbsp; 622933 |
| Lloyds Banking Group PLC<sup>(e)</sup>  | Lloyds Banking Group PLC<sup>(e)</sup>  | Lloyds Banking Group PLC<sup>(e)</sup>  | Lloyds Banking Group PLC<sup>(e)</sup>  |
| 01/05/2028 | &nbsp;&nbsp; 5.462% | 205000 | &nbsp;&nbsp; 206514 |
| 02/10/2030 | &nbsp;&nbsp; 4.241% | 2295000 | &nbsp;&nbsp; 2270048 |
| 01/05/2035 | &nbsp;&nbsp; 5.679% | 220000 | &nbsp;&nbsp; 226070 |
| 11/04/2036 | &nbsp;&nbsp; 4.943% | 1083000 | &nbsp;&nbsp; 1044837 |
| 02/10/2047 | &nbsp;&nbsp; 5.668% | 1949000 | &nbsp;&nbsp; 1894966 |
| M&T Bank Corp.<sup>(e)</sup>  | M&T Bank Corp.<sup>(e)</sup>  | M&T Bank Corp.<sup>(e)</sup>  | M&T Bank Corp.<sup>(e)</sup>  |
| 03/13/2032 | &nbsp;&nbsp; 6.082% | 693000 | &nbsp;&nbsp; 726101 |
| 01/16/2036 | &nbsp;&nbsp; 5.385% | 857000 | &nbsp;&nbsp; 849759 |
| Macquarie Bank Ltd.<sup>(a),(e)</sup>  | Macquarie Bank Ltd.<sup>(a),(e)</sup>  | Macquarie Bank Ltd.<sup>(a),(e)</sup>  | Macquarie Bank Ltd.<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/03/2036 | &nbsp;&nbsp; 3.052% | 280000 | &nbsp;&nbsp; 252139 |
| Macquarie Group Ltd.<sup>(a),(e)</sup>  | Macquarie Group Ltd.<sup>(a),(e)</sup>  | Macquarie Group Ltd.<sup>(a),(e)</sup>  | Macquarie Group Ltd.<sup>(a),(e)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 5.033% | 219000 | &nbsp;&nbsp; 221143 |
| Mitsubishi UFJ Financial Group, Inc.<sup>(e)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(e)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(e)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(e)</sup>  |
| 01/14/2032 | &nbsp;&nbsp; 4.505% | 1668000 | &nbsp;&nbsp; 1644297 |
| 01/14/2037 | &nbsp;&nbsp; 5.057% | 1780000 | &nbsp;&nbsp; 1746857 |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| 07/18/2039 | &nbsp;&nbsp; 3.751% | 242000 | &nbsp;&nbsp; 203976 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Mizuho Financial Group, Inc.<sup>(e)</sup>  | Mizuho Financial Group, Inc.<sup>(e)</sup>  | Mizuho Financial Group, Inc.<sup>(e)</sup>  | Mizuho Financial Group, Inc.<sup>(e)</sup>  |
| 07/10/2030 | &nbsp;&nbsp; 5.382% | 300000 | &nbsp;&nbsp; 306582 |
| Morgan Stanley<sup>(e)</sup>  | Morgan Stanley<sup>(e)</sup>  | Morgan Stanley<sup>(e)</sup>  | Morgan Stanley<sup>(e)</sup>  |
| 01/24/2029 | &nbsp;&nbsp; 3.772% | 192000 | &nbsp;&nbsp; 189551 |
| 02/01/2029 | &nbsp;&nbsp; 5.123% | 755000 | &nbsp;&nbsp; 763456 |
| 10/18/2029 | &nbsp;&nbsp; 4.133% | 3372000 | &nbsp;&nbsp; 3333048 |
| 01/09/2030 | &nbsp;&nbsp; 4.238% | 638000 | &nbsp;&nbsp; 631364 |
| 01/16/2030 | &nbsp;&nbsp; 5.173% | 1457000 | &nbsp;&nbsp; 1477632 |
| 01/23/2030 | &nbsp;&nbsp; 4.431% | 318000 | &nbsp;&nbsp; 316335 |
| 07/19/2030 | &nbsp;&nbsp; 5.042% | 2467000 | &nbsp;&nbsp; 2495830 |
| 01/15/2031 | &nbsp;&nbsp; 5.230% | 630000 | &nbsp;&nbsp; 639831 |
| 04/17/2031 | &nbsp;&nbsp; 5.192% | 2375000 | &nbsp;&nbsp; 2410569 |
| 01/16/2032 | &nbsp;&nbsp; 4.493% | 4126000 | &nbsp;&nbsp; 4058196 |
| 02/13/2032 | &nbsp;&nbsp; 1.794% | 3548000 | &nbsp;&nbsp; 3073775 |
| 03/12/2032 | &nbsp;&nbsp; 4.708% | 5259000 | &nbsp;&nbsp; 5223422 |
| 01/21/2033 | &nbsp;&nbsp; 2.943% | 169000 | &nbsp;&nbsp; 151897 |
| 07/21/2034 | &nbsp;&nbsp; 5.424% | 518000 | &nbsp;&nbsp; 525191 |
| 04/19/2035 | &nbsp;&nbsp; 5.831% | 287000 | &nbsp;&nbsp; 297897 |
| 07/19/2035 | &nbsp;&nbsp; 5.320% | 814000 | &nbsp;&nbsp; 815899 |
| 10/22/2036 | &nbsp;&nbsp; 4.892% | 941000 | &nbsp;&nbsp; 909382 |
| 01/30/2037 | &nbsp;&nbsp; 5.073% | 3148000 | &nbsp;&nbsp; 3083253 |
| 03/13/2047 | &nbsp;&nbsp; 5.900% | 1739000 | &nbsp;&nbsp; 1731477 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/16/2036 | &nbsp;&nbsp; 2.484% | 251000 | &nbsp;&nbsp; 215923 |
| 01/19/2038 | &nbsp;&nbsp; 5.948% | 921000 | &nbsp;&nbsp; 943968 |
| 01/18/2041 | &nbsp;&nbsp; 5.314% | 860000 | &nbsp;&nbsp; 829761 |
| Morgan Stanley Private Bank<sup>(e)</sup>  | Morgan Stanley Private Bank<sup>(e)</sup>  | Morgan Stanley Private Bank<sup>(e)</sup>  | Morgan Stanley Private Bank<sup>(e)</sup>  |
| 11/17/2028 | &nbsp;&nbsp; 4.204% | 3189000 | &nbsp;&nbsp; 3177603 |
| 02/08/2030 | &nbsp;&nbsp; 4.213% | 3765000 | &nbsp;&nbsp; 3725860 |
| 11/19/2031 | &nbsp;&nbsp; 4.465% | 9378000 | &nbsp;&nbsp; 9234498 |
| Morgan Stanley Private Bank NA<sup>(e)</sup>  | Morgan Stanley Private Bank NA<sup>(e)</sup>  | Morgan Stanley Private Bank NA<sup>(e)</sup>  | Morgan Stanley Private Bank NA<sup>(e)</sup>  |
| 07/06/2028 | &nbsp;&nbsp; 4.466% | 1916000 | &nbsp;&nbsp; 1915988 |
| 07/18/2031 | &nbsp;&nbsp; 4.734% | 4390000 | &nbsp;&nbsp; 4374968 |
| National Australia Bank Ltd.<sup>(a)</sup>  | National Australia Bank Ltd.<sup>(a)</sup>  | National Australia Bank Ltd.<sup>(a)</sup>  | National Australia Bank Ltd.<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 08/21/2030 | &nbsp;&nbsp; 2.332% | 818000 | &nbsp;&nbsp; 736404 |
| National Australia Bank Ltd.<sup>(a),(e)</sup>  | National Australia Bank Ltd.<sup>(a),(e)</sup>  | National Australia Bank Ltd.<sup>(a),(e)</sup>  | National Australia Bank Ltd.<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 08/02/2034 | &nbsp;&nbsp; 3.933% | 366000 | &nbsp;&nbsp; 354726 |
| Nationwide Building Society<sup>(a),(e)</sup>  | Nationwide Building Society<sup>(a),(e)</sup>  | Nationwide Building Society<sup>(a),(e)</sup>  | Nationwide Building Society<sup>(a),(e)</sup>  |
| 02/16/2028 | &nbsp;&nbsp; 2.972% | 210000 | &nbsp;&nbsp; 207059 |
| Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  |
| 07/29/2029 | &nbsp;&nbsp; 5.127% | 712000 | &nbsp;&nbsp; 723227 |
| NatWest Group PLC<sup>(e)</sup>  | NatWest Group PLC<sup>(e)</sup>  | NatWest Group PLC<sup>(e)</sup>  | NatWest Group PLC<sup>(e)</sup>  |
| 05/23/2031 | &nbsp;&nbsp; 5.115% | 1018000 | &nbsp;&nbsp; 1028206 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/03/2047 | &nbsp;&nbsp; 5.908% | 1132000 | &nbsp;&nbsp; 1100556 |
| NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  |
| 03/21/2030 | &nbsp;&nbsp; 5.022% | 1289000 | &nbsp;&nbsp; 1304070 |
| PNC Bank NA<sup>(e)</sup>  | PNC Bank NA<sup>(e)</sup>  | PNC Bank NA<sup>(e)</sup>  | PNC Bank NA<sup>(e)</sup>  |
| 07/21/2028 | &nbsp;&nbsp; 4.429% | 2532000 | &nbsp;&nbsp; 2531325 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PNC Financial Services Group, Inc. (The)<sup>(e)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(e)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(e)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(e)</sup>  |
| 01/26/2029 | &nbsp;&nbsp; 4.075% | 2518000 | &nbsp;&nbsp; 2504157 |
| 10/21/2032 | &nbsp;&nbsp; 4.812% | 1952000 | &nbsp;&nbsp; 1945662 |
| 08/18/2034 | &nbsp;&nbsp; 5.939% | 324000 | &nbsp;&nbsp; 339343 |
| 10/20/2034 | &nbsp;&nbsp; 6.875% | 1284000 | &nbsp;&nbsp; 1416901 |
| 01/22/2035 | &nbsp;&nbsp; 5.676% | 201000 | &nbsp;&nbsp; 206901 |
| 07/21/2036 | &nbsp;&nbsp; 5.373% | 989000 | &nbsp;&nbsp; 996747 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/25/2041 | &nbsp;&nbsp; 5.423% | 1048000 | &nbsp;&nbsp; 1028456 |
| Royal Bank of Canada<sup>(e)</sup>  | Royal Bank of Canada<sup>(e)</sup>  | Royal Bank of Canada<sup>(e)</sup>  | Royal Bank of Canada<sup>(e)</sup>  |
| 10/18/2030 | &nbsp;&nbsp; 4.650% | 3184000 | &nbsp;&nbsp; 3191265 |
| 08/06/2031 | &nbsp;&nbsp; 4.696% | 529000 | &nbsp;&nbsp; 528192 |
| Royal Bank of Scotland Group PLC<sup>(e)</sup>  | Royal Bank of Scotland Group PLC<sup>(e)</sup>  | Royal Bank of Scotland Group PLC<sup>(e)</sup>  | Royal Bank of Scotland Group PLC<sup>(e)</sup>  |
| 05/08/2030 | &nbsp;&nbsp; 4.445% | 208000 | &nbsp;&nbsp; 206703 |
| Santander UK Group Holdings PLC<sup>(e)</sup>  | Santander UK Group Holdings PLC<sup>(e)</sup>  | Santander UK Group Holdings PLC<sup>(e)</sup>  | Santander UK Group Holdings PLC<sup>(e)</sup>  |
| 09/11/2030 | &nbsp;&nbsp; 4.858% | 3108000 | &nbsp;&nbsp; 3111789 |
| 04/15/2031 | &nbsp;&nbsp; 5.694% | 279000 | &nbsp;&nbsp; 286906 |
| Societe Generale SA<sup>(a),(e)</sup>  | Societe Generale SA<sup>(a),(e)</sup>  | Societe Generale SA<sup>(a),(e)</sup>  | Societe Generale SA<sup>(a),(e)</sup>  |
| 01/19/2028 | &nbsp;&nbsp; 2.797% | 1454000 | &nbsp;&nbsp; 1432958 |
| 01/10/2029 | &nbsp;&nbsp; 6.446% | 600000 | &nbsp;&nbsp; 617504 |
| 05/22/2031 | &nbsp;&nbsp; 5.512% | 700000 | &nbsp;&nbsp; 713500 |
| 06/09/2032 | &nbsp;&nbsp; 2.889% | 1193000 | &nbsp;&nbsp; 1070861 |
| 04/13/2033 | &nbsp;&nbsp; 6.100% | 1198000 | &nbsp;&nbsp; 1244294 |
| 01/19/2035 | &nbsp;&nbsp; 6.066% | 702000 | &nbsp;&nbsp; 724346 |
| 04/10/2037 | &nbsp;&nbsp; 5.400% | 1285000 | &nbsp;&nbsp; 1243260 |
| Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  |
| 01/22/2030 | &nbsp;&nbsp; 3.000% | 708000 | &nbsp;&nbsp; 662067 |
| Standard Chartered PLC<sup>(a),(e)</sup>  | Standard Chartered PLC<sup>(a),(e)</sup>  | Standard Chartered PLC<sup>(a),(e)</sup>  | Standard Chartered PLC<sup>(a),(e)</sup>  |
| 05/14/2028 | &nbsp;&nbsp; 5.688% | 715000 | &nbsp;&nbsp; 723349 |
| 11/16/2028 | &nbsp;&nbsp; 7.767% | 1155000 | &nbsp;&nbsp; 1209743 |
| 01/09/2029 | &nbsp;&nbsp; 6.301% | 769000 | &nbsp;&nbsp; 789630 |
| 01/13/2037 | &nbsp;&nbsp; 5.243% | 285000 | &nbsp;&nbsp; 276020 |
| 03/05/2047 | &nbsp;&nbsp; 5.706% | 1395000 | &nbsp;&nbsp; 1321667 |
| State Street Corp.<sup>(e),(k)</sup>  | State Street Corp.<sup>(e),(k)</sup>  | State Street Corp.<sup>(e),(k)</sup>  | State Street Corp.<sup>(e),(k)</sup>  |
|  | &nbsp;&nbsp; 6.700% | 325000 | &nbsp;&nbsp; 330992 |
| State Street Corp. | State Street Corp. | State Street Corp. | State Street Corp. |
| 02/28/2030 | &nbsp;&nbsp; 4.729% | 2463000 | &nbsp;&nbsp; 2491450 |
| State Street Corp.<sup>(e)</sup>  | State Street Corp.<sup>(e)</sup>  | State Street Corp.<sup>(e)</sup>  | State Street Corp.<sup>(e)</sup>  |
| 10/23/2036 | &nbsp;&nbsp; 5.109% | 612000 | &nbsp;&nbsp; 594414 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| 07/16/2029 | &nbsp;&nbsp; 3.040% | 767000 | &nbsp;&nbsp; 730239 |
| 07/09/2031 | &nbsp;&nbsp; 5.424% | 700000 | &nbsp;&nbsp; 717171 |
| Sumitomo Mitsui Financial Group, Inc.<sup>(e)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(e)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(e)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(e)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 4.494% | 1668000 | &nbsp;&nbsp; 1642899 |
| 01/15/2037 | &nbsp;&nbsp; 5.046% | 1668000 | &nbsp;&nbsp; 1638651 |
| Sumitomo Mitsui Trust Group, Inc.<sup>(a),(e)</sup>  | Sumitomo Mitsui Trust Group, Inc.<sup>(a),(e)</sup>  | Sumitomo Mitsui Trust Group, Inc.<sup>(a),(e)</sup>  | Sumitomo Mitsui Trust Group, Inc.<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/11/2036 | &nbsp;&nbsp; 5.416% | 1567000 | &nbsp;&nbsp; 1539322 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) |
| 07/17/2028 | &nbsp;&nbsp; 5.523% | 195000 | &nbsp;&nbsp; 199820 |
| 10/15/2035 | &nbsp;&nbsp; 4.928% | 1589000 | &nbsp;&nbsp; 1560560 |
| Truist Bank<sup>(e)</sup>  | Truist Bank<sup>(e)</sup>  | Truist Bank<sup>(e)</sup>  | Truist Bank<sup>(e)</sup>  |
| 01/27/2029 | &nbsp;&nbsp; 4.144% | 2298000 | &nbsp;&nbsp; 2286395 |
| Truist Financial Corp.<sup>(e)</sup>  | Truist Financial Corp.<sup>(e)</sup>  | Truist Financial Corp.<sup>(e)</sup>  | Truist Financial Corp.<sup>(e)</sup>  |
| 10/30/2029 | &nbsp;&nbsp; 7.161% | 907000 | &nbsp;&nbsp; 963632 |
| 01/27/2032 | &nbsp;&nbsp; 4.597% | 2110000 | &nbsp;&nbsp; 2086625 |
| 01/26/2034 | &nbsp;&nbsp; 5.122% | 1434000 | &nbsp;&nbsp; 1428878 |
| 06/08/2034 | &nbsp;&nbsp; 5.867% | 459000 | &nbsp;&nbsp; 477734 |
| 01/24/2035 | &nbsp;&nbsp; 5.711% | 260000 | &nbsp;&nbsp; 268007 |
| UBS Group AG<sup>(a),(e)</sup>  | UBS Group AG<sup>(a),(e)</sup>  | UBS Group AG<sup>(a),(e)</sup>  | UBS Group AG<sup>(a),(e)</sup>  |
| 05/12/2028 | &nbsp;&nbsp; 4.751% | 1424000 | &nbsp;&nbsp; 1427810 |
| 08/13/2030 | &nbsp;&nbsp; 3.126% | 3619000 | &nbsp;&nbsp; 3441491 |
| 09/13/2030 | &nbsp;&nbsp; 5.617% | 891000 | &nbsp;&nbsp; 917603 |
| 08/10/2032 | &nbsp;&nbsp; 4.588% | 1416000 | &nbsp;&nbsp; 1390045 |
| 03/23/2037 | &nbsp;&nbsp; 5.010% | 660000 | &nbsp;&nbsp; 637330 |
| 05/06/2047 | &nbsp;&nbsp; 5.528% | 1542000 | &nbsp;&nbsp; 1470760 |
| US Bancorp<sup>(e)</sup>  | US Bancorp<sup>(e)</sup>  | US Bancorp<sup>(e)</sup>  | US Bancorp<sup>(e)</sup>  |
| 01/23/2030 | &nbsp;&nbsp; 5.384% | 228000 | &nbsp;&nbsp; 233282 |
| 07/23/2030 | &nbsp;&nbsp; 5.100% | 566000 | &nbsp;&nbsp; 575969 |
| 05/15/2031 | &nbsp;&nbsp; 5.083% | 541000 | &nbsp;&nbsp; 548522 |
| 01/26/2032 | &nbsp;&nbsp; 4.481% | 2318000 | &nbsp;&nbsp; 2293629 |
| 01/23/2035 | &nbsp;&nbsp; 5.678% | 147000 | &nbsp;&nbsp; 151787 |
| 01/26/2037 | &nbsp;&nbsp; 5.033% | 1820000 | &nbsp;&nbsp; 1796773 |
| Wells Fargo & Co.<sup>(e),(k)</sup>  | Wells Fargo & Co.<sup>(e),(k)</sup>  | Wells Fargo & Co.<sup>(e),(k)</sup>  | Wells Fargo & Co.<sup>(e),(k)</sup>  |
|  | &nbsp;&nbsp; 6.850% | 1367000 | &nbsp;&nbsp; 1415750 |
| Wells Fargo & Co.<sup>(e)</sup>  | Wells Fargo & Co.<sup>(e)</sup>  | Wells Fargo & Co.<sup>(e)</sup>  | Wells Fargo & Co.<sup>(e)</sup>  |
| 10/23/2029 | &nbsp;&nbsp; 6.303% | 1896000 | &nbsp;&nbsp; 1975285 |
| 01/24/2031 | &nbsp;&nbsp; 5.244% | 838000 | &nbsp;&nbsp; 854041 |
| 04/23/2031 | &nbsp;&nbsp; 5.150% | 3730000 | &nbsp;&nbsp; 3793325 |
| 07/25/2034 | &nbsp;&nbsp; 5.557% | 1528000 | &nbsp;&nbsp; 1564726 |
| 10/23/2034 | &nbsp;&nbsp; 6.491% | 519000 | &nbsp;&nbsp; 561245 |
| 12/03/2035 | &nbsp;&nbsp; 5.211% | 710000 | &nbsp;&nbsp; 706769 |
| 04/23/2036 | &nbsp;&nbsp; 5.605% | 2073000 | &nbsp;&nbsp; 2121287 |
| 09/15/2036 | &nbsp;&nbsp; 4.892% | 1739000 | &nbsp;&nbsp; 1691560 |
| 01/23/2037 | &nbsp;&nbsp; 4.960% | 2349000 | &nbsp;&nbsp; 2288421 |
| 04/30/2041 | &nbsp;&nbsp; 3.068% | 1735000 | &nbsp;&nbsp; 1302711 |
| 01/23/2047 | &nbsp;&nbsp; 5.433% | 645000 | &nbsp;&nbsp; 610561 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **315316037** |
| **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** |
| Apollo Global Management, Inc. | Apollo Global Management, Inc. | Apollo Global Management, Inc. | Apollo Global Management, Inc. |
| 03/30/2036 | &nbsp;&nbsp; 5.700% | 1511000 | &nbsp;&nbsp; 1512038 |
| Ares Management Corp. | Ares Management Corp. | Ares Management Corp. | Ares Management Corp. |
| 10/11/2054 | &nbsp;&nbsp; 5.600% | 922000 | &nbsp;&nbsp; 812522 |
| Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. |
| 11/15/2030 | &nbsp;&nbsp; 4.653% | 665000 | &nbsp;&nbsp; 659164 |
| 01/15/2036 | &nbsp;&nbsp; 5.298% | 1057000 | &nbsp;&nbsp; 1030585 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Charles Schwab Corp. (The)<sup>(e)</sup>  | Charles Schwab Corp. (The)<sup>(e)</sup>  | Charles Schwab Corp. (The)<sup>(e)</sup>  | Charles Schwab Corp. (The)<sup>(e)</sup>  |
| 11/14/2031 | &nbsp;&nbsp; 4.343% | 1576000 | &nbsp;&nbsp; 1558788 |
| 11/14/2036 | &nbsp;&nbsp; 4.914% | 2072000 | &nbsp;&nbsp; 2013835 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **7586932** |
| **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** |
| American Builders & Contractors Supply Co., Inc.<sup>(a)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(a)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(a)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 4.000% | 420000 | &nbsp;&nbsp; 412005 |
| Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  |
| 02/01/2032 | &nbsp;&nbsp; 4.250% | 1375000 | &nbsp;&nbsp; 1268071 |
| Griffon Corp. | Griffon Corp. | Griffon Corp. | Griffon Corp. |
| 03/01/2028 | &nbsp;&nbsp; 5.750% | 436000 | &nbsp;&nbsp; 433705 |
| Knife River Corp.<sup>(a)</sup>  | Knife River Corp.<sup>(a)</sup>  | Knife River Corp.<sup>(a)</sup>  | Knife River Corp.<sup>(a)</sup>  |
| 05/01/2031 | &nbsp;&nbsp; 7.750% | 355000 | &nbsp;&nbsp; 368073 |
| Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 7.000% | 425000 | &nbsp;&nbsp; 416019 |
| Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC<sup>(a)</sup>  | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC<sup>(a)</sup>  | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC<sup>(a)</sup>  | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC<sup>(a)</sup>  |
| 04/01/2032 | &nbsp;&nbsp; 6.750% | 630000 | &nbsp;&nbsp; 603150 |
| Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.375% | 1075000 | &nbsp;&nbsp; 1092651 |
| QXO Building Products, Inc.<sup>(a)</sup>  | QXO Building Products, Inc.<sup>(a)</sup>  | QXO Building Products, Inc.<sup>(a)</sup>  | QXO Building Products, Inc.<sup>(a)</sup>  |
| 04/30/2032 | &nbsp;&nbsp; 6.750% | 165000 | &nbsp;&nbsp; 168324 |
| Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  |
| 11/01/2028 | &nbsp;&nbsp; 6.000% | 995000 | &nbsp;&nbsp; 987884 |
| Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  |
| 08/01/2033 | &nbsp;&nbsp; 6.250% | 170000 | &nbsp;&nbsp; 168284 |
| Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 4.750% | 515000 | &nbsp;&nbsp; 509757 |
| 07/15/2030 | &nbsp;&nbsp; 4.375% | 855000 | &nbsp;&nbsp; 807247 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **7235170** |
| **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** |
| CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.375% | 335000 | &nbsp;&nbsp; 330479 |
| 03/01/2030 | &nbsp;&nbsp; 4.750% | 4870000 | &nbsp;&nbsp; 4619101 |
| 02/01/2031 | &nbsp;&nbsp; 4.250% | 1460000 | &nbsp;&nbsp; 1328263 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| 06/01/2034 | &nbsp;&nbsp; 6.550% | 1016000 | &nbsp;&nbsp; 1054146 |
| Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital |
| 12/01/2035 | &nbsp;&nbsp; 5.850% | 553000 | &nbsp;&nbsp; 543465 |
| 04/01/2038 | &nbsp;&nbsp; 5.375% | 167000 | &nbsp;&nbsp; 149823 |
| 06/01/2041 | &nbsp;&nbsp; 3.500% | 312000 | &nbsp;&nbsp; 218674 |
| 03/01/2042 | &nbsp;&nbsp; 3.500% | 2858000 | &nbsp;&nbsp; 1954982 |
| 10/23/2045 | &nbsp;&nbsp; 6.484% | 205000 | &nbsp;&nbsp; 188828 |
| 07/01/2049 | &nbsp;&nbsp; 5.125% | 121000 | &nbsp;&nbsp; 92856 |
| 03/01/2050 | &nbsp;&nbsp; 4.800% | 231000 | &nbsp;&nbsp; 171327 |
| 06/01/2052 | &nbsp;&nbsp; 3.900% | 1954000 | &nbsp;&nbsp; 1242877 |
| 04/01/2053 | &nbsp;&nbsp; 5.250% | 746000 | &nbsp;&nbsp; 584700 |
| 12/01/2055 | &nbsp;&nbsp; 6.700% | 526000 | &nbsp;&nbsp; 502860 |
| 04/01/2063 | &nbsp;&nbsp; 5.500% | 317000 | &nbsp;&nbsp; 244669 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Comcast Corp. | Comcast Corp. | Comcast Corp. | Comcast Corp. |
| 06/01/2034 | &nbsp;&nbsp; 5.300% | 257000 | &nbsp;&nbsp; 260801 |
| 08/15/2034 | &nbsp;&nbsp; 4.200% | 236000 | &nbsp;&nbsp; 222115 |
| 03/01/2038 | &nbsp;&nbsp; 3.900% | 878000 | &nbsp;&nbsp; 754534 |
| 11/01/2051 | &nbsp;&nbsp; 2.887% | 248000 | &nbsp;&nbsp; 143341 |
| 11/01/2052 | &nbsp;&nbsp; 4.049% | 585000 | &nbsp;&nbsp; 419100 |
| 05/15/2053 | &nbsp;&nbsp; 5.350% | 2667000 | &nbsp;&nbsp; 2354945 |
| 11/01/2056 | &nbsp;&nbsp; 2.937% | 3801000 | &nbsp;&nbsp; 2110326 |
| 11/01/2063 | &nbsp;&nbsp; 2.987% | 679000 | &nbsp;&nbsp; 360117 |
| CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 6.500% | 700000 | &nbsp;&nbsp; 446803 |
| DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  |
| 11/15/2027 | &nbsp;&nbsp; 11.750% | 1000000 | &nbsp;&nbsp; 1030220 |
| EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. |
| 11/30/2029 | &nbsp;&nbsp; 10.750% | 85000 | &nbsp;&nbsp; 91800 |
| Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 4.000% | 2084000 | &nbsp;&nbsp; 2013931 |
| 07/01/2030 | &nbsp;&nbsp; 4.125% | 620000 | &nbsp;&nbsp; 582228 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| 09/01/2041 | &nbsp;&nbsp; 5.500% | 600000 | &nbsp;&nbsp; 516333 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24533644** |
| **Chemicals 0.3%** | **Chemicals 0.3%** | **Chemicals 0.3%** | **Chemicals 0.3%** |
| Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 7.125% | 770000 | &nbsp;&nbsp; 781260 |
| Axalta Coating Systems Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems Dutch Holding B BV<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.250% | 450000 | &nbsp;&nbsp; 471108 |
| Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  |
| 06/15/2027 | &nbsp;&nbsp; 4.750% | 371000 | &nbsp;&nbsp; 368497 |
| Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  |
| 01/31/2030 | &nbsp;&nbsp; 4.500% | 500000 | &nbsp;&nbsp; 233540 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |
| 02/15/2031 | &nbsp;&nbsp; 7.000% | 520000 | &nbsp;&nbsp; 533570 |
| 02/15/2034 | &nbsp;&nbsp; 7.375% | 1140000 | &nbsp;&nbsp; 1169449 |
| Chemours Co. (The)<sup>(a)</sup>  | Chemours Co. (The)<sup>(a)</sup>  | Chemours Co. (The)<sup>(a)</sup>  | Chemours Co. (The)<sup>(a)</sup>  |
| 11/15/2028 | &nbsp;&nbsp; 5.750% | 98000 | &nbsp;&nbsp; 97204 |
| Eastman Chemical Co. | Eastman Chemical Co. | Eastman Chemical Co. | Eastman Chemical Co. |
| 02/20/2031 | &nbsp;&nbsp; 4.500% | 1591000 | &nbsp;&nbsp; 1556366 |
| INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 6.750% | 805000 | &nbsp;&nbsp; 778312 |
| Qnity Electronics, Inc.<sup>(a)</sup>  | Qnity Electronics, Inc.<sup>(a)</sup>  | Qnity Electronics, Inc.<sup>(a)</sup>  | Qnity Electronics, Inc.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 5.750% | 705000 | &nbsp;&nbsp; 705879 |
| SNF Group SACA<sup>(a)</sup>  | SNF Group SACA<sup>(a)</sup>  | SNF Group SACA<sup>(a)</sup>  | SNF Group SACA<sup>(a)</sup>  |
| 03/31/2031 | &nbsp;&nbsp; 5.626% | 1933000 | &nbsp;&nbsp; 1954342 |
| Solstice Advanced Materials, Inc.<sup>(a)</sup>  | Solstice Advanced Materials, Inc.<sup>(a)</sup>  | Solstice Advanced Materials, Inc.<sup>(a)</sup>  | Solstice Advanced Materials, Inc.<sup>(a)</sup>  |
| 09/30/2033 | &nbsp;&nbsp; 5.625% | 610000 | &nbsp;&nbsp; 601485 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| W.R. Grace Holdings LLC<sup>(a)</sup>  | W.R. Grace Holdings LLC<sup>(a)</sup>  | W.R. Grace Holdings LLC<sup>(a)</sup>  | W.R. Grace Holdings LLC<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.625% | 605000 | &nbsp;&nbsp; 589560 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9840572** |
| **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** |
| Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. |
| 05/14/2027 | &nbsp;&nbsp; 5.000% | 1841000 | &nbsp;&nbsp; 1859205 |
| 08/16/2029 | &nbsp;&nbsp; 4.375% | 692000 | &nbsp;&nbsp; 694665 |
| Deere & Co. | Deere & Co. | Deere & Co. | Deere & Co. |
| 01/19/2055 | &nbsp;&nbsp; 5.700% | 1278000 | &nbsp;&nbsp; 1302044 |
| Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 7.000% | 528000 | &nbsp;&nbsp; 541837 |
| John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. |
| 09/08/2026 | &nbsp;&nbsp; 5.150% | 1126000 | &nbsp;&nbsp; 1130959 |
| 01/08/2027 | &nbsp;&nbsp; 4.500% | 1522000 | &nbsp;&nbsp; 1528215 |
| 09/15/2027 | &nbsp;&nbsp; 4.150% | 1207000 | &nbsp;&nbsp; 1209159 |
| 01/07/2028 | &nbsp;&nbsp; 4.650% | 1072000 | &nbsp;&nbsp; 1081795 |
| 06/11/2029 | &nbsp;&nbsp; 4.850% | 200000 | &nbsp;&nbsp; 203619 |
| Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 7.750% | 285000 | &nbsp;&nbsp; 296218 |
| Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 5.000% | 900000 | &nbsp;&nbsp; 887852 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| 01/15/2030 | &nbsp;&nbsp; 5.250% | 1315000 | &nbsp;&nbsp; 1309201 |
| United Rentals North America, Inc.<sup>(a)</sup>  | United Rentals North America, Inc.<sup>(a)</sup>  | United Rentals North America, Inc.<sup>(a)</sup>  | United Rentals North America, Inc.<sup>(a)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 5.375% | 730000 | &nbsp;&nbsp; 711122 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12755891** |
| **Consumer Cyclical Services 0.4%** | **Consumer Cyclical Services 0.4%** | **Consumer Cyclical Services 0.4%** | **Consumer Cyclical Services 0.4%** |
| ADT Security Corp. (The)<sup>(a)</sup>  | ADT Security Corp. (The)<sup>(a)</sup>  | ADT Security Corp. (The)<sup>(a)</sup>  | ADT Security Corp. (The)<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 4.875% | 580000 | &nbsp;&nbsp; 543748 |
| Airbnb, Inc. | Airbnb, Inc. | Airbnb, Inc. | Airbnb, Inc. |
| 03/16/2029 | &nbsp;&nbsp; 4.400% | 1913000 | &nbsp;&nbsp; 1910333 |
| 03/16/2031 | &nbsp;&nbsp; 4.650% | 1171000 | &nbsp;&nbsp; 1168892 |
| 03/16/2036 | &nbsp;&nbsp; 5.250% | 652000 | &nbsp;&nbsp; 651441 |
| Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.625% | 435000 | &nbsp;&nbsp; 424951 |
| CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. |
| 01/15/2033 | &nbsp;&nbsp; 4.900% | 1558000 | &nbsp;&nbsp; 1538828 |
| 06/15/2035 | &nbsp;&nbsp; 5.500% | 484000 | &nbsp;&nbsp; 488349 |
| Service Corp. International | Service Corp. International | Service Corp. International | Service Corp. International |
| 06/01/2029 | &nbsp;&nbsp; 5.125% | 740000 | &nbsp;&nbsp; 735033 |
| Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. |
| 01/15/2031 | &nbsp;&nbsp; 4.150% | 1594000 | &nbsp;&nbsp; 1558633 |
| 09/15/2034 | &nbsp;&nbsp; 4.800% | 3596000 | &nbsp;&nbsp; 3516980 |
| 09/15/2035 | &nbsp;&nbsp; 4.800% | 2009000 | &nbsp;&nbsp; 1951093 |
| 09/15/2054 | &nbsp;&nbsp; 5.350% | 1402000 | &nbsp;&nbsp; 1288896 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15777177** |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** |
| ACCO Brands Corp.<sup>(a)</sup>  | ACCO Brands Corp.<sup>(a)</sup>  | ACCO Brands Corp.<sup>(a)</sup>  | ACCO Brands Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.250% | 645000 | &nbsp;&nbsp; 576083 |
| Acushnet Co.<sup>(a)</sup>  | Acushnet Co.<sup>(a)</sup>  | Acushnet Co.<sup>(a)</sup>  | Acushnet Co.<sup>(a)</sup>  |
| 12/01/2033 | &nbsp;&nbsp; 5.625% | 135000 | &nbsp;&nbsp; 134673 |
| Central Garden & Pet Co. | Central Garden & Pet Co. | Central Garden & Pet Co. | Central Garden & Pet Co. |
| 10/15/2030 | &nbsp;&nbsp; 4.125% | 375000 | &nbsp;&nbsp; 354071 |
| Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 5.500% | 873000 | &nbsp;&nbsp; 868165 |
| Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 4.750% | 425000 | &nbsp;&nbsp; 418456 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| 09/15/2029 | &nbsp;&nbsp; 6.625% | 1790000 | &nbsp;&nbsp; 1747849 |
| Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) |
| 10/15/2029 | &nbsp;&nbsp; 4.500% | 1195000 | &nbsp;&nbsp; 1167109 |
| Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.000% | 1220000 | &nbsp;&nbsp; 1173072 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6439478** |
| **Diversified Manufacturing 0.5%** | **Diversified Manufacturing 0.5%** | **Diversified Manufacturing 0.5%** | **Diversified Manufacturing 0.5%** |
| Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  |
| 01/01/2030 | &nbsp;&nbsp; 7.500% | 685000 | &nbsp;&nbsp; 711682 |
| Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC |
| 05/09/2030 | &nbsp;&nbsp; 4.450% | 836000 | &nbsp;&nbsp; 836032 |
| Eaton Corp. | Eaton Corp. | Eaton Corp. | Eaton Corp. |
| 03/06/2028 | &nbsp;&nbsp; 3.850% | 2599000 | &nbsp;&nbsp; 2581024 |
| 03/06/2029 | &nbsp;&nbsp; 3.950% | 1646000 | &nbsp;&nbsp; 1629505 |
| 03/06/2031 | &nbsp;&nbsp; 4.200% | 1222000 | &nbsp;&nbsp; 1204881 |
| 03/06/2033 | &nbsp;&nbsp; 4.500% | 694000 | &nbsp;&nbsp; 684239 |
| 03/06/2036 | &nbsp;&nbsp; 4.800% | 1730000 | &nbsp;&nbsp; 1708041 |
| Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  |
| 12/15/2030 | &nbsp;&nbsp; 6.625% | 1670000 | &nbsp;&nbsp; 1700130 |
| GE Vernova, Inc. | GE Vernova, Inc. | GE Vernova, Inc. | GE Vernova, Inc. |
| 02/04/2056 | &nbsp;&nbsp; 5.500% | 1217000 | &nbsp;&nbsp; 1170285 |
| Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  |
| 06/30/2028 | &nbsp;&nbsp; 4.125% | 515000 | &nbsp;&nbsp; 503003 |
| Resideo Funding, Inc.<sup>(a)</sup>  | Resideo Funding, Inc.<sup>(a)</sup>  | Resideo Funding, Inc.<sup>(a)</sup>  | Resideo Funding, Inc.<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.500% | 275000 | &nbsp;&nbsp; 271349 |
| Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  |
| 05/26/2028 | &nbsp;&nbsp; 4.350% | 2048000 | &nbsp;&nbsp; 2058074 |
| 05/28/2030 | &nbsp;&nbsp; 4.600% | 1367000 | &nbsp;&nbsp; 1378046 |
| 05/28/2035 | &nbsp;&nbsp; 5.200% | 1237000 | &nbsp;&nbsp; 1265338 |
| 05/28/2055 | &nbsp;&nbsp; 5.800% | 834000 | &nbsp;&nbsp; 851541 |
| TriMas Corp.<sup>(a)</sup>  | TriMas Corp.<sup>(a)</sup>  | TriMas Corp.<sup>(a)</sup>  | TriMas Corp.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.125% | 505000 | &nbsp;&nbsp; 480700 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 7.250% | 870000 | &nbsp;&nbsp; 874941 |
| 03/15/2033 | &nbsp;&nbsp; 6.375% | 265000 | &nbsp;&nbsp; 270171 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **20178982** |
| **Electric 3.0%** | **Electric 3.0%** | **Electric 3.0%** | **Electric 3.0%** |
| AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC |
| 09/15/2049 | &nbsp;&nbsp; 3.150% | 257000 | &nbsp;&nbsp; 168597 |
| 08/15/2051 | &nbsp;&nbsp; 2.750% | 438000 | &nbsp;&nbsp; 263112 |
| Ameren Illinois Co. | Ameren Illinois Co. | Ameren Illinois Co. | Ameren Illinois Co. |
| 07/01/2054 | &nbsp;&nbsp; 5.550% | 481000 | &nbsp;&nbsp; 461839 |
| American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 2.650% | 376000 | &nbsp;&nbsp; 337112 |
| Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. |
| 03/15/2036 | &nbsp;&nbsp; 5.100% | 1758000 | &nbsp;&nbsp; 1727523 |
| 08/15/2055 | &nbsp;&nbsp; 5.900% | 1052000 | &nbsp;&nbsp; 1037164 |
| Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. |
| 06/15/2031 | &nbsp;&nbsp; 2.250% | 807000 | &nbsp;&nbsp; 722148 |
| 06/01/2035 | &nbsp;&nbsp; 5.450% | 1668000 | &nbsp;&nbsp; 1710344 |
| 08/15/2046 | &nbsp;&nbsp; 3.500% | 221000 | &nbsp;&nbsp; 159599 |
| CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC |
| 08/15/2035 | &nbsp;&nbsp; 4.950% | 1270000 | &nbsp;&nbsp; 1258133 |
| 04/01/2036 | &nbsp;&nbsp; 4.850% | 1131000 | &nbsp;&nbsp; 1108552 |
| 03/01/2052 | &nbsp;&nbsp; 3.600% | 596000 | &nbsp;&nbsp; 427204 |
| Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  |
| 10/20/2035 | &nbsp;&nbsp; 5.580% | 760499 | &nbsp;&nbsp; 765345 |
| 10/20/2035 | &nbsp;&nbsp; 5.672% | 1441743 | &nbsp;&nbsp; 1456081 |
| Consolidated Edison Co of New York, Inc. | Consolidated Edison Co of New York, Inc. | Consolidated Edison Co of New York, Inc. | Consolidated Edison Co of New York, Inc. |
| 11/15/2059 | &nbsp;&nbsp; 3.700% | 308000 | &nbsp;&nbsp; 210375 |
| Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. |
| 12/01/2051 | &nbsp;&nbsp; 3.200% | 181000 | &nbsp;&nbsp; 117797 |
| Constellation Energy Generation LLC<sup>(a)</sup>  | Constellation Energy Generation LLC<sup>(a)</sup>  | Constellation Energy Generation LLC<sup>(a)</sup>  | Constellation Energy Generation LLC<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 4.625% | 649000 | &nbsp;&nbsp; 641159 |
| Consumers Energy Co. | Consumers Energy Co. | Consumers Energy Co. | Consumers Energy Co. |
| 01/15/2031 | &nbsp;&nbsp; 4.500% | 1585000 | &nbsp;&nbsp; 1587859 |
| 05/15/2033 | &nbsp;&nbsp; 4.625% | 538000 | &nbsp;&nbsp; 533149 |
| 05/15/2035 | &nbsp;&nbsp; 5.050% | 1171000 | &nbsp;&nbsp; 1176395 |
| Dominion Energy, Inc.<sup>(e)</sup>  | Dominion Energy, Inc.<sup>(e)</sup>  | Dominion Energy, Inc.<sup>(e)</sup>  | Dominion Energy, Inc.<sup>(e)</sup>  |
| 06/01/2054 | &nbsp;&nbsp; 7.000% | 198000 | &nbsp;&nbsp; 209470 |
| 02/01/2055 | &nbsp;&nbsp; 6.875% | 311000 | &nbsp;&nbsp; 319305 |
| 05/15/2055 | &nbsp;&nbsp; 6.625% | 1024000 | &nbsp;&nbsp; 1034605 |
| 02/15/2056 | &nbsp;&nbsp; 6.000% | 663000 | &nbsp;&nbsp; 657454 |
| DTE Electric Co. | DTE Electric Co. | DTE Electric Co. | DTE Electric Co. |
| 06/15/2042 | &nbsp;&nbsp; 3.950% | 205000 | &nbsp;&nbsp; 166836 |
| 04/01/2043 | &nbsp;&nbsp; 4.000% | 591000 | &nbsp;&nbsp; 482685 |
| 03/01/2050 | &nbsp;&nbsp; 2.950% | 943000 | &nbsp;&nbsp; 611349 |
| 03/01/2052 | &nbsp;&nbsp; 3.650% | 432000 | &nbsp;&nbsp; 313260 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC |
| 04/15/2031 | &nbsp;&nbsp; 2.550% | 368000 | &nbsp;&nbsp; 336796 |
| 03/15/2032 | &nbsp;&nbsp; 2.850% | 1003000 | &nbsp;&nbsp; 912312 |
| 12/15/2041 | &nbsp;&nbsp; 4.250% | 183000 | &nbsp;&nbsp; 157384 |
| 03/15/2052 | &nbsp;&nbsp; 3.550% | 730000 | &nbsp;&nbsp; 514167 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| 06/15/2051 | &nbsp;&nbsp; 3.500% | 500000 | &nbsp;&nbsp; 334712 |
| 06/15/2054 | &nbsp;&nbsp; 5.800% | 234000 | &nbsp;&nbsp; 224327 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| 12/01/2030 | &nbsp;&nbsp; 4.200% | 417000 | &nbsp;&nbsp; 412611 |
| 12/15/2031 | &nbsp;&nbsp; 2.400% | 805000 | &nbsp;&nbsp; 719146 |
| 12/01/2035 | &nbsp;&nbsp; 4.850% | 854000 | &nbsp;&nbsp; 839140 |
| Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC |
| 04/01/2050 | &nbsp;&nbsp; 2.750% | 1452000 | &nbsp;&nbsp; 882053 |
| Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. |
| 04/01/2033 | &nbsp;&nbsp; 5.250% | 1281000 | &nbsp;&nbsp; 1310183 |
| Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC |
| 04/01/2035 | &nbsp;&nbsp; 5.700% | 174000 | &nbsp;&nbsp; 179815 |
| 10/15/2046 | &nbsp;&nbsp; 3.700% | 184000 | &nbsp;&nbsp; 137452 |
| 08/15/2050 | &nbsp;&nbsp; 2.500% | 815000 | &nbsp;&nbsp; 469588 |
| Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 2.532% | 216000 | &nbsp;&nbsp; 196632 |
| Edison International | Edison International | Edison International | Edison International |
| 06/15/2029 | &nbsp;&nbsp; 5.450% | 110000 | &nbsp;&nbsp; 110967 |
| Edison International<sup>(e)</sup>  | Edison International<sup>(e)</sup>  | Edison International<sup>(e)</sup>  | Edison International<sup>(e)</sup>  |
| 06/15/2053 | &nbsp;&nbsp; 8.125% | 291000 | &nbsp;&nbsp; 295872 |
| Emera US Finance LP | Emera US Finance LP | Emera US Finance LP | Emera US Finance LP |
| 06/15/2031 | &nbsp;&nbsp; 2.639% | 457000 | &nbsp;&nbsp; 407622 |
| Emera, Inc.<sup>(e)</sup>  | Emera, Inc.<sup>(e)</sup>  | Emera, Inc.<sup>(e)</sup>  | Emera, Inc.<sup>(e)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 06/15/2076 | &nbsp;&nbsp; 6.750% | 161000 | &nbsp;&nbsp; 161034 |
| Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  |
| 04/06/2028 | &nbsp;&nbsp; 3.500% | 670000 | &nbsp;&nbsp; 656856 |
| 06/26/2029 | &nbsp;&nbsp; 5.125% | 805000 | &nbsp;&nbsp; 816723 |
| 06/26/2034 | &nbsp;&nbsp; 5.500% | 1189000 | &nbsp;&nbsp; 1205871 |
| 09/30/2035 | &nbsp;&nbsp; 5.000% | 1559000 | &nbsp;&nbsp; 1510566 |
| Enel Finance International NV<sup>(a),(e)</sup>  | Enel Finance International NV<sup>(a),(e)</sup>  | Enel Finance International NV<sup>(a),(e)</sup>  | Enel Finance International NV<sup>(a),(e)</sup>  |
| 07/12/2031 | &nbsp;&nbsp; 2.500% | 886000 | &nbsp;&nbsp; 785949 |
| Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC |
| 01/15/2033 | &nbsp;&nbsp; 5.150% | 1211000 | &nbsp;&nbsp; 1232275 |
| 06/15/2051 | &nbsp;&nbsp; 2.650% | 727000 | &nbsp;&nbsp; 422055 |
| Entergy Corp.<sup>(e)</sup>  | Entergy Corp.<sup>(e)</sup>  | Entergy Corp.<sup>(e)</sup>  | Entergy Corp.<sup>(e)</sup>  |
| 12/01/2054 | &nbsp;&nbsp; 7.125% | 710000 | &nbsp;&nbsp; 726831 |
| Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC |
| 03/15/2051 | &nbsp;&nbsp; 2.900% | 671000 | &nbsp;&nbsp; 411674 |
| 03/15/2054 | &nbsp;&nbsp; 5.700% | 211000 | &nbsp;&nbsp; 205095 |
| Entergy Mississippi LLC | Entergy Mississippi LLC | Entergy Mississippi LLC | Entergy Mississippi LLC |
| 09/01/2033 | &nbsp;&nbsp; 5.000% | 292000 | &nbsp;&nbsp; 293431 |
| 04/15/2055 | &nbsp;&nbsp; 5.800% | 790000 | &nbsp;&nbsp; 779151 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. |
| 03/15/2031 | &nbsp;&nbsp; 1.750% | 1277000 | &nbsp;&nbsp; 1115916 |
| 09/15/2054 | &nbsp;&nbsp; 5.550% | 299000 | &nbsp;&nbsp; 282508 |
| Exelon Corp. | Exelon Corp. | Exelon Corp. | Exelon Corp. |
| 03/15/2036 | &nbsp;&nbsp; 4.950% | 2263000 | &nbsp;&nbsp; 2195121 |
| Exelon Generation Co. LLC | Exelon Generation Co. LLC | Exelon Generation Co. LLC | Exelon Generation Co. LLC |
| 10/01/2041 | &nbsp;&nbsp; 5.750% | 620000 | &nbsp;&nbsp; 621224 |
| 06/15/2042 | &nbsp;&nbsp; 5.600% | 455000 | &nbsp;&nbsp; 446041 |
| FirstEnergy Pennsylvania Electric Co.<sup>(a)</sup>  | FirstEnergy Pennsylvania Electric Co.<sup>(a)</sup>  | FirstEnergy Pennsylvania Electric Co.<sup>(a)</sup>  | FirstEnergy Pennsylvania Electric Co.<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 4.550% | 1753000 | &nbsp;&nbsp; 1746722 |
| Georgia Power Co. | Georgia Power Co. | Georgia Power Co. | Georgia Power Co. |
| 03/15/2034 | &nbsp;&nbsp; 5.250% | 470000 | &nbsp;&nbsp; 480197 |
| ITC Holdings Corp.<sup>(a)</sup>  | ITC Holdings Corp.<sup>(a)</sup>  | ITC Holdings Corp.<sup>(a)</sup>  | ITC Holdings Corp.<sup>(a)</sup>  |
| 09/22/2027 | &nbsp;&nbsp; 4.950% | 193000 | &nbsp;&nbsp; 193934 |
| 05/14/2030 | &nbsp;&nbsp; 2.950% | 310000 | &nbsp;&nbsp; 289803 |
| 06/01/2033 | &nbsp;&nbsp; 5.400% | 534000 | &nbsp;&nbsp; 542671 |
| 05/09/2034 | &nbsp;&nbsp; 5.650% | 899000 | &nbsp;&nbsp; 923612 |
| Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.150% | 856000 | &nbsp;&nbsp; 851617 |
| 01/15/2031 | &nbsp;&nbsp; 4.400% | 1427000 | &nbsp;&nbsp; 1406496 |
| 03/01/2032 | &nbsp;&nbsp; 2.750% | 3249000 | &nbsp;&nbsp; 2918317 |
| Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. |
| 01/15/2035 | &nbsp;&nbsp; 5.100% | 719000 | &nbsp;&nbsp; 719539 |
| Kansas City Power & Light Co. | Kansas City Power & Light Co. | Kansas City Power & Light Co. | Kansas City Power & Light Co. |
| 06/15/2047 | &nbsp;&nbsp; 4.200% | 219000 | &nbsp;&nbsp; 174006 |
| Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  |
| 04/01/2028 | &nbsp;&nbsp; 5.200% | 621000 | &nbsp;&nbsp; 629619 |
| 01/15/2029 | &nbsp;&nbsp; 4.300% | 949000 | &nbsp;&nbsp; 942785 |
| MidAmerican Energy Co. | MidAmerican Energy Co. | MidAmerican Energy Co. | MidAmerican Energy Co. |
| 11/01/2035 | &nbsp;&nbsp; 5.750% | 451000 | &nbsp;&nbsp; 473357 |
| 08/01/2052 | &nbsp;&nbsp; 2.700% | 700000 | &nbsp;&nbsp; 421531 |
| 11/15/2056 | &nbsp;&nbsp; 5.500% | 687000 | &nbsp;&nbsp; 658953 |
| Mississippi Power Co. | Mississippi Power Co. | Mississippi Power Co. | Mississippi Power Co. |
| 03/15/2042 | &nbsp;&nbsp; 4.250% | 411000 | &nbsp;&nbsp; 345782 |
| 07/30/2051 | &nbsp;&nbsp; 3.100% | 968000 | &nbsp;&nbsp; 626674 |
| Nevada Power Co. | Nevada Power Co. | Nevada Power Co. | Nevada Power Co. |
| 09/15/2040 | &nbsp;&nbsp; 5.375% | 287000 | &nbsp;&nbsp; 280928 |
| NextEra Energy Capital Holdings, Inc.<sup>(e)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(e)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(e)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(e)</sup>  |
| 06/15/2054 | &nbsp;&nbsp; 6.750% | 286000 | &nbsp;&nbsp; 296520 |
| 08/15/2055 | &nbsp;&nbsp; 6.375% | 299000 | &nbsp;&nbsp; 303575 |
| 08/15/2055 | &nbsp;&nbsp; 6.500% | 225000 | &nbsp;&nbsp; 231922 |
| Northern States Power Co. | Northern States Power Co. | Northern States Power Co. | Northern States Power Co. |
| 05/15/2035 | &nbsp;&nbsp; 5.050% | 1321000 | &nbsp;&nbsp; 1330832 |
| 06/01/2052 | &nbsp;&nbsp; 4.500% | 258000 | &nbsp;&nbsp; 215336 |
| 03/15/2054 | &nbsp;&nbsp; 5.400% | 489000 | &nbsp;&nbsp; 464280 |
| 06/15/2054 | &nbsp;&nbsp; 5.650% | 530000 | &nbsp;&nbsp; 522176 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  |
| 12/02/2027 | &nbsp;&nbsp; 2.450% | 191000 | &nbsp;&nbsp; 183986 |
| 06/15/2029 | &nbsp;&nbsp; 5.250% | 2005000 | &nbsp;&nbsp; 1987370 |
| 10/15/2030 | &nbsp;&nbsp; 4.734% | 180000 | &nbsp;&nbsp; 177867 |
| 01/15/2034 | &nbsp;&nbsp; 5.750% | 305000 | &nbsp;&nbsp; 301539 |
| 10/15/2035 | &nbsp;&nbsp; 5.407% | 255000 | &nbsp;&nbsp; 249746 |
| Ohio Edison Co.<sup>(a)</sup>  | Ohio Edison Co.<sup>(a)</sup>  | Ohio Edison Co.<sup>(a)</sup>  | Ohio Edison Co.<sup>(a)</sup>  |
| 12/15/2029 | &nbsp;&nbsp; 4.950% | 795000 | &nbsp;&nbsp; 804149 |
| Ohio Power Co. | Ohio Power Co. | Ohio Power Co. | Ohio Power Co. |
| 10/01/2051 | &nbsp;&nbsp; 2.900% | 497000 | &nbsp;&nbsp; 297619 |
| Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 4.500% | 2050000 | &nbsp;&nbsp; 2039037 |
| 03/15/2056 | &nbsp;&nbsp; 5.900% | 1466000 | &nbsp;&nbsp; 1464724 |
| Oncor Electric Delivery Co. LLC | Oncor Electric Delivery Co. LLC | Oncor Electric Delivery Co. LLC | Oncor Electric Delivery Co. LLC |
| 04/01/2035 | &nbsp;&nbsp; 5.350% | 434000 | &nbsp;&nbsp; 443427 |
| 04/01/2055 | &nbsp;&nbsp; 5.800% | 866000 | &nbsp;&nbsp; 857457 |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |
| 06/04/2028 | &nbsp;&nbsp; 5.000% | 436000 | &nbsp;&nbsp; 439665 |
| 07/01/2030 | &nbsp;&nbsp; 4.550% | 1304856 | &nbsp;&nbsp; 1286996 |
| 10/15/2032 | &nbsp;&nbsp; 5.050% | 1336000 | &nbsp;&nbsp; 1327395 |
| 06/15/2033 | &nbsp;&nbsp; 6.400% | 2872000 | &nbsp;&nbsp; 3048942 |
| 06/01/2041 | &nbsp;&nbsp; 4.200% | 469000 | &nbsp;&nbsp; 378604 |
| 12/01/2047 | &nbsp;&nbsp; 3.950% | 1888000 | &nbsp;&nbsp; 1371249 |
| 07/01/2050 | &nbsp;&nbsp; 4.950% | 3206000 | &nbsp;&nbsp; 2663016 |
| 08/01/2050 | &nbsp;&nbsp; 3.500% | 306000 | &nbsp;&nbsp; 201842 |
| 10/15/2055 | &nbsp;&nbsp; 6.100% | 856000 | &nbsp;&nbsp; 823169 |
| 05/01/2056 | &nbsp;&nbsp; 6.000% | 205000 | &nbsp;&nbsp; 194899 |
| Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  |
| 05/17/2028 | &nbsp;&nbsp; 7.233% | 250000 | &nbsp;&nbsp; 261440 |
| PECO Energy Co. | PECO Energy Co. | PECO Energy Co. | PECO Energy Co. |
| 06/15/2050 | &nbsp;&nbsp; 2.800% | 286000 | &nbsp;&nbsp; 176310 |
| 09/15/2051 | &nbsp;&nbsp; 2.850% | 974000 | &nbsp;&nbsp; 598720 |
| Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 3.250% | 786000 | &nbsp;&nbsp; 768327 |
| PG&E Corp. | PG&E Corp. | PG&E Corp. | PG&E Corp. |
| 07/01/2028 | &nbsp;&nbsp; 5.000% | 296000 | &nbsp;&nbsp; 293438 |
| 07/01/2030 | &nbsp;&nbsp; 5.250% | 335000 | &nbsp;&nbsp; 330560 |
| PG&E Corp.<sup>(e)</sup>  | PG&E Corp.<sup>(e)</sup>  | PG&E Corp.<sup>(e)</sup>  | PG&E Corp.<sup>(e)</sup>  |
| 03/15/2055 | &nbsp;&nbsp; 7.375% | 2195000 | &nbsp;&nbsp; 2207350 |
| 09/15/2056 | &nbsp;&nbsp; 6.850% | 703000 | &nbsp;&nbsp; 692383 |
| Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado |
| 01/15/2051 | &nbsp;&nbsp; 2.700% | 265000 | &nbsp;&nbsp; 156112 |
| Public Service Co. of Oklahoma | Public Service Co. of Oklahoma | Public Service Co. of Oklahoma | Public Service Co. of Oklahoma |
| 08/15/2051 | &nbsp;&nbsp; 3.150% | 546000 | &nbsp;&nbsp; 349807 |
| Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. |
| 08/15/2031 | &nbsp;&nbsp; 1.900% | 1387000 | &nbsp;&nbsp; 1215618 |
| 05/01/2050 | &nbsp;&nbsp; 2.700% | 378000 | &nbsp;&nbsp; 233074 |
| 08/01/2050 | &nbsp;&nbsp; 2.050% | 224000 | &nbsp;&nbsp; 118550 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Puget Sound Energy, Inc. | Puget Sound Energy, Inc. | Puget Sound Energy, Inc. | Puget Sound Energy, Inc. |
| 09/15/2051 | &nbsp;&nbsp; 2.893% | 549000 | &nbsp;&nbsp; 341464 |
| 06/15/2054 | &nbsp;&nbsp; 5.685% | 1100000 | &nbsp;&nbsp; 1079740 |
| Saavi Energia Sarl<sup>(a)</sup>  | Saavi Energia Sarl<sup>(a)</sup>  | Saavi Energia Sarl<sup>(a)</sup>  | Saavi Energia Sarl<sup>(a)</sup>  |
| 02/10/2035 | &nbsp;&nbsp; 8.875% | 549000 | &nbsp;&nbsp; 575136 |
| San Diego Gas & Electric Co. | San Diego Gas & Electric Co. | San Diego Gas & Electric Co. | San Diego Gas & Electric Co. |
| 08/15/2028 | &nbsp;&nbsp; 4.950% | 476000 | &nbsp;&nbsp; 483527 |
| 03/15/2036 | &nbsp;&nbsp; 5.200% | 655000 | &nbsp;&nbsp; 653069 |
| 08/15/2051 | &nbsp;&nbsp; 2.950% | 318000 | &nbsp;&nbsp; 199140 |
| Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. |
| 03/15/2030 | &nbsp;&nbsp; 5.250% | 943000 | &nbsp;&nbsp; 957407 |
| 06/01/2031 | &nbsp;&nbsp; 5.450% | 257000 | &nbsp;&nbsp; 262991 |
| 06/01/2034 | &nbsp;&nbsp; 5.200% | 155000 | &nbsp;&nbsp; 153936 |
| 03/01/2035 | &nbsp;&nbsp; 5.450% | 1414000 | &nbsp;&nbsp; 1421271 |
| 03/01/2048 | &nbsp;&nbsp; 4.125% | 92000 | &nbsp;&nbsp; 69209 |
| 03/01/2053 | &nbsp;&nbsp; 5.700% | 505000 | &nbsp;&nbsp; 465802 |
| 12/01/2053 | &nbsp;&nbsp; 5.875% | 697000 | &nbsp;&nbsp; 660876 |
| Southern Power Co. | Southern Power Co. | Southern Power Co. | Southern Power Co. |
| 09/15/2041 | &nbsp;&nbsp; 5.150% | 232000 | &nbsp;&nbsp; 218123 |
| Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. |
| 04/01/2033 | &nbsp;&nbsp; 5.300% | 199000 | &nbsp;&nbsp; 202060 |
| 04/01/2045 | &nbsp;&nbsp; 3.900% | 249000 | &nbsp;&nbsp; 187045 |
| Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. |
| 08/15/2041 | &nbsp;&nbsp; 4.500% | 192000 | &nbsp;&nbsp; 167138 |
| Talen Energy Supply LLC<sup>(a)</sup>  | Talen Energy Supply LLC<sup>(a)</sup>  | Talen Energy Supply LLC<sup>(a)</sup>  | Talen Energy Supply LLC<sup>(a)</sup>  |
| 02/01/2034 | &nbsp;&nbsp; 6.250% | 165000 | &nbsp;&nbsp; 163878 |
| Trans-Allegheny Interstate Line Co.<sup>(a)</sup>  | Trans-Allegheny Interstate Line Co.<sup>(a)</sup>  | Trans-Allegheny Interstate Line Co.<sup>(a)</sup>  | Trans-Allegheny Interstate Line Co.<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 5.000% | 1151000 | &nbsp;&nbsp; 1169221 |
| Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. |
| 04/15/2053 | &nbsp;&nbsp; 5.500% | 112000 | &nbsp;&nbsp; 105024 |
| Union Electric Co. | Union Electric Co. | Union Electric Co. | Union Electric Co. |
| 01/15/2054 | &nbsp;&nbsp; 5.250% | 263000 | &nbsp;&nbsp; 241762 |
| Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. |
| 03/15/2036 | &nbsp;&nbsp; 4.950% | 1850000 | &nbsp;&nbsp; 1802633 |
| 11/15/2051 | &nbsp;&nbsp; 2.950% | 807000 | &nbsp;&nbsp; 496386 |
| Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  |
| 12/30/2026 | &nbsp;&nbsp; 5.050% | 1004000 | &nbsp;&nbsp; 1007105 |
| 02/15/2027 | &nbsp;&nbsp; 5.625% | 980000 | &nbsp;&nbsp; 979938 |
| 10/15/2028 | &nbsp;&nbsp; 4.300% | 1571000 | &nbsp;&nbsp; 1554008 |
| 10/15/2030 | &nbsp;&nbsp; 4.600% | 67000 | &nbsp;&nbsp; 65819 |
| 01/31/2031 | &nbsp;&nbsp; 4.700% | 1040000 | &nbsp;&nbsp; 1023587 |
| 10/15/2031 | &nbsp;&nbsp; 7.750% | 640000 | &nbsp;&nbsp; 670511 |
| 04/15/2034 | &nbsp;&nbsp; 6.000% | 2508000 | &nbsp;&nbsp; 2585507 |
| 01/31/2036 | &nbsp;&nbsp; 5.350% | 450000 | &nbsp;&nbsp; 440387 |
| Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. |
| 10/15/2030 | &nbsp;&nbsp; 4.150% | 1149000 | &nbsp;&nbsp; 1134091 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **109446913** |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Environmental 0.1%** | **Environmental 0.1%** | **Environmental 0.1%** | **Environmental 0.1%** |
| GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.750% | 625000 | &nbsp;&nbsp; 613666 |
| 01/15/2031 | &nbsp;&nbsp; 6.750% | 1363000 | &nbsp;&nbsp; 1411770 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2025436** |
| **Finance Companies 0.4%** | **Finance Companies 0.4%** | **Finance Companies 0.4%** | **Finance Companies 0.4%** |
| AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust |
| 09/10/2029 | &nbsp;&nbsp; 4.625% | 530000 | &nbsp;&nbsp; 528944 |
| 01/30/2032 | &nbsp;&nbsp; 3.300% | 150000 | &nbsp;&nbsp; 136363 |
| 11/15/2035 | &nbsp;&nbsp; 5.000% | 490000 | &nbsp;&nbsp; 474392 |
| AerCap Ireland Capital DAC/Global Aviation Trust<sup>(e)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(e)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(e)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(e)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 6.950% | 560000 | &nbsp;&nbsp; 573293 |
| Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 5.750% | 932000 | &nbsp;&nbsp; 953855 |
| 11/15/2029 | &nbsp;&nbsp; 5.750% | 2517000 | &nbsp;&nbsp; 2579818 |
| 01/15/2030 | &nbsp;&nbsp; 5.150% | 2396000 | &nbsp;&nbsp; 2408028 |
| 10/10/2030 | &nbsp;&nbsp; 4.900% | 900000 | &nbsp;&nbsp; 894281 |
| 10/15/2032 | &nbsp;&nbsp; 4.950% | 220000 | &nbsp;&nbsp; 214582 |
| GABX Leasing LLC<sup>(a)</sup>  | GABX Leasing LLC<sup>(a)</sup>  | GABX Leasing LLC<sup>(a)</sup>  | GABX Leasing LLC<sup>(a)</sup>  |
| 04/15/2031 | &nbsp;&nbsp; 4.625% | 957000 | &nbsp;&nbsp; 943487 |
| 05/15/2036 | &nbsp;&nbsp; 5.300% | 1276000 | &nbsp;&nbsp; 1252355 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| 05/15/2029 | &nbsp;&nbsp; 6.625% | 915000 | &nbsp;&nbsp; 919272 |
| Rocket Cos, Inc.<sup>(a)</sup>  | Rocket Cos, Inc.<sup>(a)</sup>  | Rocket Cos, Inc.<sup>(a)</sup>  | Rocket Cos, Inc.<sup>(a)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 6.125% | 410000 | &nbsp;&nbsp; 414023 |
| Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 3.625% | 690000 | &nbsp;&nbsp; 653799 |
| Takeoff Merger Sub, Inc.<sup>(a)</sup>  | Takeoff Merger Sub, Inc.<sup>(a)</sup>  | Takeoff Merger Sub, Inc.<sup>(a)</sup>  | Takeoff Merger Sub, Inc.<sup>(a)</sup>  |
| 03/24/2031 | &nbsp;&nbsp; 4.850% | 1922000 | &nbsp;&nbsp; 1899001 |
| 03/24/2036 | &nbsp;&nbsp; 5.500% | 643000 | &nbsp;&nbsp; 632943 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15478436** |
| **Food and Beverage 0.7%** | **Food and Beverage 0.7%** | **Food and Beverage 0.7%** | **Food and Beverage 0.7%** |
| Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. |
| 02/01/2036 | &nbsp;&nbsp; 4.700% | 3184000 | &nbsp;&nbsp; 3100351 |
| Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. |
| 01/23/2039 | &nbsp;&nbsp; 5.450% | 618000 | &nbsp;&nbsp; 627989 |
| Bunge Ltd Finance Corp. | Bunge Ltd Finance Corp. | Bunge Ltd Finance Corp. | Bunge Ltd Finance Corp. |
| 08/04/2035 | &nbsp;&nbsp; 5.150% | 1587000 | &nbsp;&nbsp; 1580359 |
| Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 5.250% | 255000 | &nbsp;&nbsp; 254812 |
| Grupo Nutresa SA<sup>(a)</sup>  | Grupo Nutresa SA<sup>(a)</sup>  | Grupo Nutresa SA<sup>(a)</sup>  | Grupo Nutresa SA<sup>(a)</sup>  |
| 05/12/2035 | &nbsp;&nbsp; 9.000% | 250000 | &nbsp;&nbsp; 278062 |
| JBS NV/USA Foods Group Holdings, Inc./Co. Holdings | JBS NV/USA Foods Group Holdings, Inc./Co. Holdings | JBS NV/USA Foods Group Holdings, Inc./Co. Holdings | JBS NV/USA Foods Group Holdings, Inc./Co. Holdings |
| 04/20/2035 | &nbsp;&nbsp; 5.950% | 500000 | &nbsp;&nbsp; 518783 |
| 01/15/2036 | &nbsp;&nbsp; 5.500% | 1866000 | &nbsp;&nbsp; 1865656 |
| 04/15/2066 | &nbsp;&nbsp; 6.375% | 439000 | &nbsp;&nbsp; 429477 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| JBS NV/USA Foods Group Holdings, Inc./Co. Holdings<sup>(a),(h)</sup>  | JBS NV/USA Foods Group Holdings, Inc./Co. Holdings<sup>(a),(h)</sup>  | JBS NV/USA Foods Group Holdings, Inc./Co. Holdings<sup>(a),(h)</sup>  | JBS NV/USA Foods Group Holdings, Inc./Co. Holdings<sup>(a),(h)</sup>  |
| 05/10/2057 | &nbsp;&nbsp; 6.400% | 788000 | &nbsp;&nbsp; 782168 |
| JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. |
| 04/01/2033 | &nbsp;&nbsp; 5.750% | 395000 | &nbsp;&nbsp; 407739 |
| JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl |
| 11/15/2053 | &nbsp;&nbsp; 7.250% | 1278000 | &nbsp;&nbsp; 1404414 |
| JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. |
| 01/15/2032 | &nbsp;&nbsp; 3.625% | 2548000 | &nbsp;&nbsp; 2358257 |
| 05/15/2032 | &nbsp;&nbsp; 3.000% | 1758000 | &nbsp;&nbsp; 1560984 |
| 12/01/2052 | &nbsp;&nbsp; 6.500% | 1324000 | &nbsp;&nbsp; 1337867 |
| Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 4.875% | 595000 | &nbsp;&nbsp; 589374 |
| Maple Parent Holdings Corp.<sup>(a)</sup>  | Maple Parent Holdings Corp.<sup>(a)</sup>  | Maple Parent Holdings Corp.<sup>(a)</sup>  | Maple Parent Holdings Corp.<sup>(a)</sup>  |
| 03/26/2036 | &nbsp;&nbsp; 5.700% | 241000 | &nbsp;&nbsp; 239171 |
| 03/26/2056 | &nbsp;&nbsp; 6.625% | 257000 | &nbsp;&nbsp; 254487 |
| Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 4.800% | 4426000 | &nbsp;&nbsp; 4472189 |
| 03/01/2032 | &nbsp;&nbsp; 5.000% | 2059000 | &nbsp;&nbsp; 2083199 |
| 03/01/2035 | &nbsp;&nbsp; 5.200% | 1973000 | &nbsp;&nbsp; 1990942 |
| 05/01/2045 | &nbsp;&nbsp; 5.650% | 259000 | &nbsp;&nbsp; 255591 |
| PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. |
| 08/13/2042 | &nbsp;&nbsp; 3.600% | 712000 | &nbsp;&nbsp; 572177 |
| Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 4.625% | 485000 | &nbsp;&nbsp; 466116 |
| 02/15/2032 | &nbsp;&nbsp; 6.250% | 265000 | &nbsp;&nbsp; 268209 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **27698373** |
| **Foreign Agencies 0.0%** | **Foreign Agencies 0.0%** | **Foreign Agencies 0.0%** | **Foreign Agencies 0.0%** |
| Sonangol Finance Ltd.<sup>(a)</sup>  | Sonangol Finance Ltd.<sup>(a)</sup>  | Sonangol Finance Ltd.<sup>(a)</sup>  | Sonangol Finance Ltd.<sup>(a)</sup>  |
| 01/29/2031 | &nbsp;&nbsp; 10.000% | 300000 | &nbsp;&nbsp; 298194 |
| **Gaming 0.1%** | **Gaming 0.1%** | **Gaming 0.1%** | **Gaming 0.1%** |
| Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 6.500% | 1520000 | &nbsp;&nbsp; 1503297 |
| Churchill Downs, Inc.<sup>(a)</sup>  | Churchill Downs, Inc.<sup>(a)</sup>  | Churchill Downs, Inc.<sup>(a)</sup>  | Churchill Downs, Inc.<sup>(a)</sup>  |
| 05/01/2031 | &nbsp;&nbsp; 6.750% | 225000 | &nbsp;&nbsp; 229144 |
| MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International |
| 09/15/2029 | &nbsp;&nbsp; 6.125% | 525000 | &nbsp;&nbsp; 530253 |
| 04/15/2032 | &nbsp;&nbsp; 6.500% | 530000 | &nbsp;&nbsp; 534302 |
| Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.500% | 520000 | &nbsp;&nbsp; 510481 |
| Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup>  | Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup>  | Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup>  | Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 5.250% | 515000 | &nbsp;&nbsp; 513495 |
| Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.125% | 525000 | &nbsp;&nbsp; 518518 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4339490** |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Health Care 0.8%** | **Health Care 0.8%** | **Health Care 0.8%** | **Health Care 0.8%** |
| Abbott Laboratories | Abbott Laboratories | Abbott Laboratories | Abbott Laboratories |
| 03/15/2036 | &nbsp;&nbsp; 4.650% | 3471000 | &nbsp;&nbsp; 3391175 |
| AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 4.625% | 360000 | &nbsp;&nbsp; 343394 |
| Alcon Finance Corp.<sup>(a)</sup>  | Alcon Finance Corp.<sup>(a)</sup>  | Alcon Finance Corp.<sup>(a)</sup>  | Alcon Finance Corp.<sup>(a)</sup>  |
| 12/06/2032 | &nbsp;&nbsp; 5.375% | 1838000 | &nbsp;&nbsp; 1878727 |
| Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 4.625% | 590000 | &nbsp;&nbsp; 575733 |
| Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 8.375% | 55000 | &nbsp;&nbsp; 56914 |
| Cencora, Inc. | Cencora, Inc. | Cencora, Inc. | Cencora, Inc. |
| 02/13/2033 | &nbsp;&nbsp; 4.600% | 730000 | &nbsp;&nbsp; 717260 |
| 02/13/2036 | &nbsp;&nbsp; 4.900% | 382000 | &nbsp;&nbsp; 374053 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 03/25/2048 | &nbsp;&nbsp; 5.050% | 1606000 | &nbsp;&nbsp; 1377562 |
| CVS Pass-Through Trust<sup>(a)</sup>  | CVS Pass-Through Trust<sup>(a)</sup>  | CVS Pass-Through Trust<sup>(a)</sup>  | CVS Pass-Through Trust<sup>(a)</sup>  |
| 01/10/2034 | &nbsp;&nbsp; 5.926% | 423451 | &nbsp;&nbsp; 429990 |
| 01/10/2036 | &nbsp;&nbsp; 4.704% | 1078258 | &nbsp;&nbsp; 1017467 |
| DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 4.625% | 1005000 | &nbsp;&nbsp; 966273 |
| Encompass Health Corp. | Encompass Health Corp. | Encompass Health Corp. | Encompass Health Corp. |
| 02/01/2030 | &nbsp;&nbsp; 4.750% | 765000 | &nbsp;&nbsp; 749117 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 06/15/2029 | &nbsp;&nbsp; 4.125% | 783000 | &nbsp;&nbsp; 772581 |
| 11/15/2032 | &nbsp;&nbsp; 4.600% | 890000 | &nbsp;&nbsp; 866023 |
| 04/01/2034 | &nbsp;&nbsp; 5.600% | 192000 | &nbsp;&nbsp; 196055 |
| 06/15/2049 | &nbsp;&nbsp; 5.250% | 1586000 | &nbsp;&nbsp; 1398431 |
| 06/01/2053 | &nbsp;&nbsp; 5.900% | 705000 | &nbsp;&nbsp; 671828 |
| 09/15/2054 | &nbsp;&nbsp; 5.950% | 261000 | &nbsp;&nbsp; 250686 |
| Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 3.250% | 525000 | &nbsp;&nbsp; 525000 |
| IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  |
| 10/15/2026 | &nbsp;&nbsp; 5.000% | 260000 | &nbsp;&nbsp; 259450 |
| 05/15/2027 | &nbsp;&nbsp; 5.000% | 573000 | &nbsp;&nbsp; 571459 |
| 06/01/2032 | &nbsp;&nbsp; 6.250% | 680000 | &nbsp;&nbsp; 690343 |
| Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 3.875% | 1290000 | &nbsp;&nbsp; 1248477 |
| 10/01/2029 | &nbsp;&nbsp; 5.250% | 310000 | &nbsp;&nbsp; 307223 |
| Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. |
| 12/15/2029 | &nbsp;&nbsp; 4.625% | 564000 | &nbsp;&nbsp; 568052 |
| Solventum Corp. | Solventum Corp. | Solventum Corp. | Solventum Corp. |
| 03/23/2034 | &nbsp;&nbsp; 5.600% | 471000 | &nbsp;&nbsp; 481466 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |
| 06/15/2030 | &nbsp;&nbsp; 6.125% | 3295000 | &nbsp;&nbsp; 3322009 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. |
| 02/12/2031 | &nbsp;&nbsp; 4.215% | 1462000 | &nbsp;&nbsp; 1446571 |
| 06/15/2033 | &nbsp;&nbsp; 4.550% | 765000 | &nbsp;&nbsp; 755579 |
| 02/12/2036 | &nbsp;&nbsp; 4.902% | 1086000 | &nbsp;&nbsp; 1076852 |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |
| 02/19/2035 | &nbsp;&nbsp; 5.500% | 528000 | &nbsp;&nbsp; 538556 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **27824306** |
| **Healthcare Insurance 0.1%** | **Healthcare Insurance 0.1%** | **Healthcare Insurance 0.1%** | **Healthcare Insurance 0.1%** |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| 05/15/2041 | &nbsp;&nbsp; 3.050% | 284000 | &nbsp;&nbsp; 210457 |
| 07/15/2044 | &nbsp;&nbsp; 5.500% | 740000 | &nbsp;&nbsp; 713210 |
| 04/15/2053 | &nbsp;&nbsp; 5.050% | 1189000 | &nbsp;&nbsp; 1045918 |
| 07/15/2054 | &nbsp;&nbsp; 5.625% | 1226000 | &nbsp;&nbsp; 1166995 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3136580** |
| **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** |
| Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. |
| 12/15/2030 | &nbsp;&nbsp; 4.900% | 199000 | &nbsp;&nbsp; 199527 |
| 08/15/2031 | &nbsp;&nbsp; 3.375% | 170000 | &nbsp;&nbsp; 156771 |
| 02/01/2033 | &nbsp;&nbsp; 1.875% | 102000 | &nbsp;&nbsp; 82611 |
| Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP |
| 12/01/2031 | &nbsp;&nbsp; 3.200% | 257000 | &nbsp;&nbsp; 232039 |
| Ventas Realty LP | Ventas Realty LP | Ventas Realty LP | Ventas Realty LP |
| 07/01/2034 | &nbsp;&nbsp; 5.625% | 238000 | &nbsp;&nbsp; 243931 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **914879** |
| **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** |
| Millrose Properties, Inc.<sup>(a)</sup>  | Millrose Properties, Inc.<sup>(a)</sup>  | Millrose Properties, Inc.<sup>(a)</sup>  | Millrose Properties, Inc.<sup>(a)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 6.250% | 160000 | &nbsp;&nbsp; 157308 |
| **Independent Energy 0.5%** | **Independent Energy 0.5%** | **Independent Energy 0.5%** | **Independent Energy 0.5%** |
| Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  |
| 10/30/2035 | &nbsp;&nbsp; 5.250% | 1480000 | &nbsp;&nbsp; 1438674 |
| 10/01/2054 | &nbsp;&nbsp; 5.800% | 607000 | &nbsp;&nbsp; 553727 |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup>  | Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(a)</sup>  |
| 07/15/2033 | &nbsp;&nbsp; 6.625% | 395000 | &nbsp;&nbsp; 400985 |
| Chord Energy Corp.<sup>(a)</sup>  | Chord Energy Corp.<sup>(a)</sup>  | Chord Energy Corp.<sup>(a)</sup>  | Chord Energy Corp.<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 6.000% | 75000 | &nbsp;&nbsp; 75796 |
| 03/15/2033 | &nbsp;&nbsp; 6.750% | 400000 | &nbsp;&nbsp; 413082 |
| Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  |
| 07/01/2031 | &nbsp;&nbsp; 8.750% | 1245000 | &nbsp;&nbsp; 1302354 |
| CNX Resources Corp.<sup>(a)</sup>  | CNX Resources Corp.<sup>(a)</sup>  | CNX Resources Corp.<sup>(a)</sup>  | CNX Resources Corp.<sup>(a)</sup>  |
| 03/01/2034 | &nbsp;&nbsp; 5.875% | 220000 | &nbsp;&nbsp; 214142 |
| Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.875% | 545000 | &nbsp;&nbsp; 545729 |
| Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 6.750% | 515000 | &nbsp;&nbsp; 508052 |
| ConocoPhillips Co. | ConocoPhillips Co. | ConocoPhillips Co. | ConocoPhillips Co. |
| 03/15/2054 | &nbsp;&nbsp; 5.550% | 1842000 | &nbsp;&nbsp; 1764888 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Coterra Energy, Inc. | Coterra Energy, Inc. | Coterra Energy, Inc. | Coterra Energy, Inc. |
| 02/15/2035 | &nbsp;&nbsp; 5.400% | 433000 | &nbsp;&nbsp; 434573 |
| EQT Corp. | EQT Corp. | EQT Corp. | EQT Corp. |
| 01/15/2031 | &nbsp;&nbsp; 4.750% | 2316000 | &nbsp;&nbsp; 2305783 |
| Hess Corp. | Hess Corp. | Hess Corp. | Hess Corp. |
| 02/15/2041 | &nbsp;&nbsp; 5.600% | 1601000 | &nbsp;&nbsp; 1629998 |
| Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 5.750% | 930000 | &nbsp;&nbsp; 916069 |
| Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.500% | 385000 | &nbsp;&nbsp; 389097 |
| Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 9.875% | 160000 | &nbsp;&nbsp; 169868 |
| Pioneer Natural Resources Co. | Pioneer Natural Resources Co. | Pioneer Natural Resources Co. | Pioneer Natural Resources Co. |
| 08/15/2030 | &nbsp;&nbsp; 1.900% | 255000 | &nbsp;&nbsp; 229559 |
| SM Energy Co. | SM Energy Co. | SM Energy Co. | SM Energy Co. |
| 09/15/2026 | &nbsp;&nbsp; 6.750% | 280000 | &nbsp;&nbsp; 280076 |
| 01/15/2027 | &nbsp;&nbsp; 6.625% | 300000 | &nbsp;&nbsp; 300014 |
| Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. |
| 02/01/2029 | &nbsp;&nbsp; 5.375% | 400000 | &nbsp;&nbsp; 399997 |
| 02/01/2032 | &nbsp;&nbsp; 4.750% | 3865000 | &nbsp;&nbsp; 3766126 |
| Vital Energy, Inc.<sup>(a)</sup>  | Vital Energy, Inc.<sup>(a)</sup>  | Vital Energy, Inc.<sup>(a)</sup>  | Vital Energy, Inc.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 7.875% | 365000 | &nbsp;&nbsp; 373390 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18411979** |
| **Integrated Energy 0.3%** | **Integrated Energy 0.3%** | **Integrated Energy 0.3%** | **Integrated Energy 0.3%** |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| 02/13/2033 | &nbsp;&nbsp; 4.812% | 706000 | &nbsp;&nbsp; 708268 |
| 09/11/2033 | &nbsp;&nbsp; 4.893% | 675000 | &nbsp;&nbsp; 679231 |
| 11/17/2034 | &nbsp;&nbsp; 5.227% | 1116000 | &nbsp;&nbsp; 1138374 |
| 11/10/2050 | &nbsp;&nbsp; 2.772% | 538000 | &nbsp;&nbsp; 330062 |
| 03/17/2052 | &nbsp;&nbsp; 3.001% | 2051000 | &nbsp;&nbsp; 1298501 |
| Eni SpA<sup>(a)</sup>  | Eni SpA<sup>(a)</sup>  | Eni SpA<sup>(a)</sup>  | Eni SpA<sup>(a)</sup>  |
| 05/15/2054 | &nbsp;&nbsp; 5.950% | 1602000 | &nbsp;&nbsp; 1589945 |
| Total Capital International SA | Total Capital International SA | Total Capital International SA | Total Capital International SA |
| 06/29/2041 | &nbsp;&nbsp; 2.986% | 280000 | &nbsp;&nbsp; 208427 |
| 05/29/2050 | &nbsp;&nbsp; 3.127% | 951000 | &nbsp;&nbsp; 627788 |
| TotalEnergies Capital SA | TotalEnergies Capital SA | TotalEnergies Capital SA | TotalEnergies Capital SA |
| 04/05/2054 | &nbsp;&nbsp; 5.488% | 322000 | &nbsp;&nbsp; 309058 |
| 09/10/2054 | &nbsp;&nbsp; 5.275% | 285000 | &nbsp;&nbsp; 265256 |
| 04/05/2064 | &nbsp;&nbsp; 5.638% | 1240000 | &nbsp;&nbsp; 1191909 |
| TotalEnergies Capital USA LLC | TotalEnergies Capital USA LLC | TotalEnergies Capital USA LLC | TotalEnergies Capital USA LLC |
| 01/13/2033 | &nbsp;&nbsp; 4.569% | 532000 | &nbsp;&nbsp; 526598 |
| 01/13/2036 | &nbsp;&nbsp; 4.857% | 1342000 | &nbsp;&nbsp; 1321069 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10194486** |
| **Leisure 0.2%** | **Leisure 0.2%** | **Leisure 0.2%** | **Leisure 0.2%** |
| Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.750% | 595000 | &nbsp;&nbsp; 577767 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  |
| 02/15/2033 | &nbsp;&nbsp; 6.125% | 1320000 | &nbsp;&nbsp; 1332325 |
| Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 5.250% | 360000 | &nbsp;&nbsp; 357502 |
| Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 6.500% | 785000 | &nbsp;&nbsp; 786345 |
| 10/15/2027 | &nbsp;&nbsp; 4.750% | 755000 | &nbsp;&nbsp; 750958 |
| NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 5.875% | 170000 | &nbsp;&nbsp; 165138 |
| Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 7.250% | 585000 | &nbsp;&nbsp; 564714 |
| Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(a)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(a)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(a)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(a)</sup>  |
| 05/01/2032 | &nbsp;&nbsp; 6.625% | 665000 | &nbsp;&nbsp; 665051 |
| Vail Resorts, Inc.<sup>(a)</sup>  | Vail Resorts, Inc.<sup>(a)</sup>  | Vail Resorts, Inc.<sup>(a)</sup>  | Vail Resorts, Inc.<sup>(a)</sup>  |
| 05/15/2032 | &nbsp;&nbsp; 6.500% | 370000 | &nbsp;&nbsp; 374196 |
| Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  |
| 10/15/2033 | &nbsp;&nbsp; 5.875% | 895000 | &nbsp;&nbsp; 885259 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6459255** |
| **Life Insurance 0.4%** | **Life Insurance 0.4%** | **Life Insurance 0.4%** | **Life Insurance 0.4%** |
| Allianz SE<sup>(a),(e)</sup>  | Allianz SE<sup>(a),(e)</sup>  | Allianz SE<sup>(a),(e)</sup>  | Allianz SE<sup>(a),(e)</sup>  |
| 09/03/2054 | &nbsp;&nbsp; 5.600% | 1000000 | &nbsp;&nbsp; 988845 |
| CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  |
| 06/04/2027 | &nbsp;&nbsp; 5.875% | 609000 | &nbsp;&nbsp; 617479 |
| Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  |
| 08/21/2032 | &nbsp;&nbsp; 4.900% | 284000 | &nbsp;&nbsp; 279661 |
| Grand River Funding Trust I<sup>(a)</sup>  | Grand River Funding Trust I<sup>(a)</sup>  | Grand River Funding Trust I<sup>(a)</sup>  | Grand River Funding Trust I<sup>(a)</sup>  |
| 02/15/2036 | &nbsp;&nbsp; 6.311% | 881000 | &nbsp;&nbsp; 888731 |
| Grand River Funding Trust II<sup>(a)</sup>  | Grand River Funding Trust II<sup>(a)</sup>  | Grand River Funding Trust II<sup>(a)</sup>  | Grand River Funding Trust II<sup>(a)</sup>  |
| 02/15/2056 | &nbsp;&nbsp; 7.280% | 1028000 | &nbsp;&nbsp; 1072890 |
| MetLife, Inc.<sup>(e)</sup>  | MetLife, Inc.<sup>(e)</sup>  | MetLife, Inc.<sup>(e)</sup>  | MetLife, Inc.<sup>(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/15/2056 | &nbsp;&nbsp; 5.850% | 258000 | &nbsp;&nbsp; 253213 |
| Metropolitan Life Global Funding I<sup>(a)</sup>  | Metropolitan Life Global Funding I<sup>(a)</sup>  | Metropolitan Life Global Funding I<sup>(a)</sup>  | Metropolitan Life Global Funding I<sup>(a)</sup>  |
| 03/28/2033 | &nbsp;&nbsp; 5.150% | 1043000 | &nbsp;&nbsp; 1054324 |
| New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  |
| 01/10/2028 | &nbsp;&nbsp; 3.000% | 229000 | &nbsp;&nbsp; 224170 |
| New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/15/2033 | &nbsp;&nbsp; 5.875% | 1303000 | &nbsp;&nbsp; 1367204 |
| Nippon Life Insurance Co.<sup>(a),(h)</sup>  | Nippon Life Insurance Co.<sup>(a),(h)</sup>  | Nippon Life Insurance Co.<sup>(a),(h)</sup>  | Nippon Life Insurance Co.<sup>(a),(h)</sup>  |
| 04/02/2031 | &nbsp;&nbsp; 4.748% | 1782000 | &nbsp;&nbsp; 1786501 |
| 04/02/2033 | &nbsp;&nbsp; 5.046% | 1113000 | &nbsp;&nbsp; 1113934 |
| Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  |
| 05/28/2031 | &nbsp;&nbsp; 5.160% | 270000 | &nbsp;&nbsp; 276069 |
| Principal Financial Group, Inc.<sup>(a)</sup>  | Principal Financial Group, Inc.<sup>(a)</sup>  | Principal Financial Group, Inc.<sup>(a)</sup>  | Principal Financial Group, Inc.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.111% | 611000 | &nbsp;&nbsp; 605859 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Protective Life Corp.<sup>(a)</sup>  | Protective Life Corp.<sup>(a)</sup>  | Protective Life Corp.<sup>(a)</sup>  | Protective Life Corp.<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 4.700% | 1542000 | &nbsp;&nbsp; 1527438 |
| 12/15/2035 | &nbsp;&nbsp; 5.350% | 952000 | &nbsp;&nbsp; 934228 |
| Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  |
| 12/08/2028 | &nbsp;&nbsp; 5.467% | 616000 | &nbsp;&nbsp; 629476 |
| Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/15/2047 | &nbsp;&nbsp; 4.270% | 971000 | &nbsp;&nbsp; 779923 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **14399945** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 3.750% | 840000 | &nbsp;&nbsp; 805640 |
| 03/15/2033 | &nbsp;&nbsp; 5.875% | 490000 | &nbsp;&nbsp; 493104 |
| 09/15/2033 | &nbsp;&nbsp; 5.750% | 228000 | &nbsp;&nbsp; 227249 |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |
| 01/15/2030 | &nbsp;&nbsp; 4.875% | 245000 | &nbsp;&nbsp; 241398 |
| Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. |
| 04/01/2027 | &nbsp;&nbsp; 4.875% | 305000 | &nbsp;&nbsp; 304307 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2071698** |
| **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** |
| Beignet Investor LLC<sup>(a)</sup>  | Beignet Investor LLC<sup>(a)</sup>  | Beignet Investor LLC<sup>(a)</sup>  | Beignet Investor LLC<sup>(a)</sup>  |
| 05/30/2049 | &nbsp;&nbsp; 6.581% | 769000 | &nbsp;&nbsp; 791973 |
| Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.125% | 855000 | &nbsp;&nbsp; 896131 |
| Gray Media, Inc.<sup>(a)</sup>  | Gray Media, Inc.<sup>(a)</sup>  | Gray Media, Inc.<sup>(a)</sup>  | Gray Media, Inc.<sup>(a)</sup>  |
| 08/15/2033 | &nbsp;&nbsp; 7.250% | 475000 | &nbsp;&nbsp; 478470 |
| Gray Television, Inc.<sup>(a)</sup>  | Gray Television, Inc.<sup>(a)</sup>  | Gray Television, Inc.<sup>(a)</sup>  | Gray Television, Inc.<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 4.750% | 360000 | &nbsp;&nbsp; 278196 |
| iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 9.125% | 474250 | &nbsp;&nbsp; 430477 |
| 08/15/2030 | &nbsp;&nbsp; 7.750% | 507700 | &nbsp;&nbsp; 407476 |
| Lamar Media Corp. | Lamar Media Corp. | Lamar Media Corp. | Lamar Media Corp. |
| 02/15/2030 | &nbsp;&nbsp; 4.000% | 915000 | &nbsp;&nbsp; 873788 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| 11/15/2035 | &nbsp;&nbsp; 4.875% | 1806000 | &nbsp;&nbsp; 1771340 |
| 11/15/2045 | &nbsp;&nbsp; 5.500% | 1732000 | &nbsp;&nbsp; 1640152 |
| 05/15/2053 | &nbsp;&nbsp; 5.600% | 829000 | &nbsp;&nbsp; 773422 |
| 08/15/2054 | &nbsp;&nbsp; 5.400% | 1591000 | &nbsp;&nbsp; 1440740 |
| 11/15/2055 | &nbsp;&nbsp; 5.625% | 1957000 | &nbsp;&nbsp; 1833114 |
| 08/15/2064 | &nbsp;&nbsp; 5.550% | 225000 | &nbsp;&nbsp; 202084 |
| Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 5.625% | 780000 | &nbsp;&nbsp; 743518 |
| Nexstar Escrow, Inc.<sup>(a)</sup>  | Nexstar Escrow, Inc.<sup>(a)</sup>  | Nexstar Escrow, Inc.<sup>(a)</sup>  | Nexstar Escrow, Inc.<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.625% | 575000 | &nbsp;&nbsp; 575000 |
| Nexstar Media, Inc.<sup>(a)</sup>  | Nexstar Media, Inc.<sup>(a)</sup>  | Nexstar Media, Inc.<sup>(a)</sup>  | Nexstar Media, Inc.<sup>(a)</sup>  |
| 09/15/2033 | &nbsp;&nbsp; 6.500% | 376000 | &nbsp;&nbsp; 378909 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Nexstar Media, Inc.<sup>(a),(h)</sup>  | Nexstar Media, Inc.<sup>(a),(h)</sup>  | Nexstar Media, Inc.<sup>(a),(h)</sup>  | Nexstar Media, Inc.<sup>(a),(h)</sup>  |
| 04/15/2034 | &nbsp;&nbsp; 7.250% | 95000 | &nbsp;&nbsp; 95207 |
| Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.375% | 590000 | &nbsp;&nbsp; 615568 |
| Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 3.875% | 190000 | &nbsp;&nbsp; 175672 |
| Sinclair Television Group, Inc.<sup>(a)</sup>  | Sinclair Television Group, Inc.<sup>(a)</sup>  | Sinclair Television Group, Inc.<sup>(a)</sup>  | Sinclair Television Group, Inc.<sup>(a)</sup>  |
| 02/15/2033 | &nbsp;&nbsp; 8.125% | 260000 | &nbsp;&nbsp; 264984 |
| Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. |
| 06/12/2029 | &nbsp;&nbsp; 5.400% | 193000 | &nbsp;&nbsp; 197079 |
| 06/12/2034 | &nbsp;&nbsp; 5.600% | 1006000 | &nbsp;&nbsp; 1023139 |
| Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 8.000% | 490000 | &nbsp;&nbsp; 498064 |
| Walt Disney Co. (The) | Walt Disney Co. (The) | Walt Disney Co. (The) | Walt Disney Co. (The) |
| 03/14/2029 | &nbsp;&nbsp; 3.750% | 1462000 | &nbsp;&nbsp; 1444969 |
| 03/14/2031 | &nbsp;&nbsp; 4.000% | 1628000 | &nbsp;&nbsp; 1602271 |
| WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. |
| 03/15/2032 | &nbsp;&nbsp; 4.279% | 190000 | &nbsp;&nbsp; 168215 |
| 03/15/2042 | &nbsp;&nbsp; 5.050% | 65000 | &nbsp;&nbsp; 43364 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19643322** |
| **Metals and Mining 0.4%** | **Metals and Mining 0.4%** | **Metals and Mining 0.4%** | **Metals and Mining 0.4%** |
| Alumina Pty Ltd.<sup>(a)</sup>  | Alumina Pty Ltd.<sup>(a)</sup>  | Alumina Pty Ltd.<sup>(a)</sup>  | Alumina Pty Ltd.<sup>(a)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 6.375% | 200000 | &nbsp;&nbsp; 204704 |
| Anglo American Capital PLC<sup>(a)</sup>  | Anglo American Capital PLC<sup>(a)</sup>  | Anglo American Capital PLC<sup>(a)</sup>  | Anglo American Capital PLC<sup>(a)</sup>  |
| 03/19/2031 | &nbsp;&nbsp; 4.625% | 1307000 | &nbsp;&nbsp; 1291878 |
| 03/21/2033 | &nbsp;&nbsp; 5.000% | 1307000 | &nbsp;&nbsp; 1286475 |
| 03/19/2036 | &nbsp;&nbsp; 5.250% | 1602000 | &nbsp;&nbsp; 1564714 |
| Big River Steel LLC/Finance Corp.<sup>(a)</sup>  | Big River Steel LLC/Finance Corp.<sup>(a)</sup>  | Big River Steel LLC/Finance Corp.<sup>(a)</sup>  | Big River Steel LLC/Finance Corp.<sup>(a)</sup>  |
| 01/31/2029 | &nbsp;&nbsp; 6.625% | 320000 | &nbsp;&nbsp; 319279 |
| Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 6.875% | 580000 | &nbsp;&nbsp; 580002 |
| 04/15/2030 | &nbsp;&nbsp; 6.750% | 225000 | &nbsp;&nbsp; 219441 |
| Commercial Metals Co.<sup>(a)</sup>  | Commercial Metals Co.<sup>(a)</sup>  | Commercial Metals Co.<sup>(a)</sup>  | Commercial Metals Co.<sup>(a)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 5.750% | 255000 | &nbsp;&nbsp; 252829 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |
| 08/01/2030 | &nbsp;&nbsp; 4.625% | 308000 | &nbsp;&nbsp; 306210 |
| Glencore Funding LLC<sup>(a),(h)</sup>  | Glencore Funding LLC<sup>(a),(h)</sup>  | Glencore Funding LLC<sup>(a),(h)</sup>  | Glencore Funding LLC<sup>(a),(h)</sup>  |
| 07/01/2031 | &nbsp;&nbsp; 4.900% | 1752000 | &nbsp;&nbsp; 1750992 |
| 07/01/2033 | &nbsp;&nbsp; 5.200% | 1625000 | &nbsp;&nbsp; 1624315 |
| 04/01/2036 | &nbsp;&nbsp; 5.508% | 1572000 | &nbsp;&nbsp; 1573545 |
| Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  |
| 09/23/2031 | &nbsp;&nbsp; 2.625% | 1084000 | &nbsp;&nbsp; 965509 |
| 04/04/2034 | &nbsp;&nbsp; 5.634% | 3007000 | &nbsp;&nbsp; 3077023 |
| United States Steel Corp. | United States Steel Corp. | United States Steel Corp. | United States Steel Corp. |
| 03/01/2029 | &nbsp;&nbsp; 6.875% | 275000 | &nbsp;&nbsp; 274438 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15291354** |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Midstream 1.4%** | **Midstream 1.4%** | **Midstream 1.4%** | **Midstream 1.4%** |
| Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 5.375% | 840000 | &nbsp;&nbsp; 837325 |
| 10/15/2033 | &nbsp;&nbsp; 5.750% | 265000 | &nbsp;&nbsp; 262267 |
| Buckeye Partners LP | Buckeye Partners LP | Buckeye Partners LP | Buckeye Partners LP |
| 12/01/2027 | &nbsp;&nbsp; 4.125% | 480000 | &nbsp;&nbsp; 470366 |
| 11/15/2043 | &nbsp;&nbsp; 5.850% | 400000 | &nbsp;&nbsp; 362244 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| 10/01/2029 | &nbsp;&nbsp; 4.500% | 1409000 | &nbsp;&nbsp; 1400513 |
| 03/01/2031 | &nbsp;&nbsp; 4.000% | 1745000 | &nbsp;&nbsp; 1675357 |
| 08/15/2034 | &nbsp;&nbsp; 5.750% | 2266000 | &nbsp;&nbsp; 2336228 |
| Cheniere Energy, Inc. | Cheniere Energy, Inc. | Cheniere Energy, Inc. | Cheniere Energy, Inc. |
| 10/15/2028 | &nbsp;&nbsp; 4.625% | 900000 | &nbsp;&nbsp; 897029 |
| Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 5.097% | 255000 | &nbsp;&nbsp; 256479 |
| Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 6.036% | 1832000 | &nbsp;&nbsp; 1931241 |
| Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 6.000% | 1120000 | &nbsp;&nbsp; 1128397 |
| DT Midstream, Inc.<sup>(a)</sup>  | DT Midstream, Inc.<sup>(a)</sup>  | DT Midstream, Inc.<sup>(a)</sup>  | DT Midstream, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.125% | 250000 | &nbsp;&nbsp; 244830 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |
| 03/27/2031 | &nbsp;&nbsp; 4.850% | 1752000 | &nbsp;&nbsp; 1758695 |
| 03/27/2036 | &nbsp;&nbsp; 5.450% | 1302000 | &nbsp;&nbsp; 1314350 |
| Enbridge, Inc.<sup>(e)</sup>  | Enbridge, Inc.<sup>(e)</sup>  | Enbridge, Inc.<sup>(e)</sup>  | Enbridge, Inc.<sup>(e)</sup>  |
| 01/15/2084 | &nbsp;&nbsp; 8.500% | 892000 | &nbsp;&nbsp; 1003115 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/15/2084 | &nbsp;&nbsp; 8.250% | 300000 | &nbsp;&nbsp; 316056 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| 07/01/2029 | &nbsp;&nbsp; 5.250% | 3469000 | &nbsp;&nbsp; 3545298 |
| 05/15/2054 | &nbsp;&nbsp; 5.950% | 1240000 | &nbsp;&nbsp; 1163888 |
| 09/01/2054 | &nbsp;&nbsp; 6.050% | 621000 | &nbsp;&nbsp; 591440 |
| 01/15/2056 | &nbsp;&nbsp; 6.300% | 861000 | &nbsp;&nbsp; 849278 |
| Energy Transfer LP<sup>(e)</sup>  | Energy Transfer LP<sup>(e)</sup>  | Energy Transfer LP<sup>(e)</sup>  | Energy Transfer LP<sup>(e)</sup>  |
| 02/15/2056 | &nbsp;&nbsp; 6.500% | 1324000 | &nbsp;&nbsp; 1306446 |
| Energy Transfer Operating LP | Energy Transfer Operating LP | Energy Transfer Operating LP | Energy Transfer Operating LP |
| 04/15/2047 | &nbsp;&nbsp; 5.300% | 618000 | &nbsp;&nbsp; 545469 |
| 05/15/2050 | &nbsp;&nbsp; 5.000% | 231000 | &nbsp;&nbsp; 191551 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| 10/15/2034 | &nbsp;&nbsp; 6.650% | 633000 | &nbsp;&nbsp; 701842 |
| 01/15/2036 | &nbsp;&nbsp; 5.200% | 270000 | &nbsp;&nbsp; 271446 |
| Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  |
| 03/31/2034 | &nbsp;&nbsp; 2.160% | 925798 | &nbsp;&nbsp; 819684 |
| 03/31/2036 | &nbsp;&nbsp; 2.625% | 837000 | &nbsp;&nbsp; 711621 |
| Harvest Midstream I LP<sup>(a)</sup>  | Harvest Midstream I LP<sup>(a)</sup>  | Harvest Midstream I LP<sup>(a)</sup>  | Harvest Midstream I LP<sup>(a)</sup>  |
| 05/15/2032 | &nbsp;&nbsp; 7.500% | 725000 | &nbsp;&nbsp; 739527 |
| Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  |
| 03/01/2028 | &nbsp;&nbsp; 5.875% | 720000 | &nbsp;&nbsp; 725643 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 7.375% | 460000 | &nbsp;&nbsp; 475820 |
| 01/15/2034 | &nbsp;&nbsp; 6.625% | 170000 | &nbsp;&nbsp; 170339 |
| Kinder Morgan, Inc | Kinder Morgan, Inc | Kinder Morgan, Inc | Kinder Morgan, Inc |
| 06/01/2030 | &nbsp;&nbsp; 5.150% | 1305000 | &nbsp;&nbsp; 1334816 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| 08/01/2050 | &nbsp;&nbsp; 3.250% | 919000 | &nbsp;&nbsp; 596558 |
| Kinetik Holdings LP<sup>(a)</sup>  | Kinetik Holdings LP<sup>(a)</sup>  | Kinetik Holdings LP<sup>(a)</sup>  | Kinetik Holdings LP<sup>(a)</sup>  |
| 12/15/2028 | &nbsp;&nbsp; 6.625% | 549000 | &nbsp;&nbsp; 558144 |
| 06/15/2030 | &nbsp;&nbsp; 5.875% | 2718000 | &nbsp;&nbsp; 2726839 |
| MPLX LP | MPLX LP | MPLX LP | MPLX LP |
| 02/15/2031 | &nbsp;&nbsp; 4.800% | 2022000 | &nbsp;&nbsp; 2026925 |
| 04/01/2036 | &nbsp;&nbsp; 5.300% | 1086000 | &nbsp;&nbsp; 1070800 |
| 04/01/2056 | &nbsp;&nbsp; 6.100% | 515000 | &nbsp;&nbsp; 500170 |
| NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 8.125% | 480000 | &nbsp;&nbsp; 494831 |
| Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.750% | 340000 | &nbsp;&nbsp; 341912 |
| NuStar Logistics LP | NuStar Logistics LP | NuStar Logistics LP | NuStar Logistics LP |
| 10/01/2030 | &nbsp;&nbsp; 6.375% | 920000 | &nbsp;&nbsp; 951344 |
| ONEOK, Inc.<sup>(a)</sup>  | ONEOK, Inc.<sup>(a)</sup>  | ONEOK, Inc.<sup>(a)</sup>  | ONEOK, Inc.<sup>(a)</sup>  |
| 09/01/2030 | &nbsp;&nbsp; 6.500% | 912000 | &nbsp;&nbsp; 965786 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |
| 10/15/2031 | &nbsp;&nbsp; 4.750% | 737000 | &nbsp;&nbsp; 729652 |
| 10/15/2035 | &nbsp;&nbsp; 5.400% | 319000 | &nbsp;&nbsp; 316997 |
| 11/01/2054 | &nbsp;&nbsp; 5.700% | 1323000 | &nbsp;&nbsp; 1206844 |
| 10/15/2055 | &nbsp;&nbsp; 6.250% | 794000 | &nbsp;&nbsp; 778456 |
| Peru LNG Srl<sup>(a)</sup>  | Peru LNG Srl<sup>(a)</sup>  | Peru LNG Srl<sup>(a)</sup>  | Peru LNG Srl<sup>(a)</sup>  |
| 03/22/2030 | &nbsp;&nbsp; 5.375% | 133360 | &nbsp;&nbsp; 129349 |
| Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 4.800% | 670000 | &nbsp;&nbsp; 642173 |
| South Bow USA Infrastructure Holdings LLC | South Bow USA Infrastructure Holdings LLC | South Bow USA Infrastructure Holdings LLC | South Bow USA Infrastructure Holdings LLC |
| 09/01/2027 | &nbsp;&nbsp; 4.911% | 741000 | &nbsp;&nbsp; 744404 |
| 10/01/2029 | &nbsp;&nbsp; 5.026% | 300000 | &nbsp;&nbsp; 302075 |
| Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 5.625% | 634000 | &nbsp;&nbsp; 630862 |
| 05/01/2032 | &nbsp;&nbsp; 7.250% | 620000 | &nbsp;&nbsp; 642047 |
| Superior Plus LP/General Partner, Inc.<sup>(a)</sup>  | Superior Plus LP/General Partner, Inc.<sup>(a)</sup>  | Superior Plus LP/General Partner, Inc.<sup>(a)</sup>  | Superior Plus LP/General Partner, Inc.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.500% | 550000 | &nbsp;&nbsp; 524950 |
| Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.500% | 445000 | &nbsp;&nbsp; 441144 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| 03/01/2034 | &nbsp;&nbsp; 4.625% | 809000 | &nbsp;&nbsp; 782454 |
| TransCanada Trust<sup>(e)</sup>  | TransCanada Trust<sup>(e)</sup>  | TransCanada Trust<sup>(e)</sup>  | TransCanada Trust<sup>(e)</sup>  |
| 09/15/2079 | &nbsp;&nbsp; 5.500% | 1507000 | &nbsp;&nbsp; 1492067 |
| Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 3.875% | 282000 | &nbsp;&nbsp; 268110 |
| 11/01/2033 | &nbsp;&nbsp; 3.875% | 748000 | &nbsp;&nbsp; 663081 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 8.375% | 1220000 | &nbsp;&nbsp; 1268774 |
| Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  |
| 01/15/2034 | &nbsp;&nbsp; 6.500% | 330000 | &nbsp;&nbsp; 344051 |
| Williams Cos, Inc. (The) | Williams Cos, Inc. (The) | Williams Cos, Inc. (The) | Williams Cos, Inc. (The) |
| 08/15/2032 | &nbsp;&nbsp; 4.650% | 1155000 | &nbsp;&nbsp; 1141829 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **53621228** |
| **Natural Gas 0.1%** | **Natural Gas 0.1%** | **Natural Gas 0.1%** | **Natural Gas 0.1%** |
| Atmos Energy Corp. | Atmos Energy Corp. | Atmos Energy Corp. | Atmos Energy Corp. |
| 02/15/2052 | &nbsp;&nbsp; 2.850% | 298000 | &nbsp;&nbsp; 183903 |
| Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  |
| 03/15/2048 | &nbsp;&nbsp; 4.273% | 193000 | &nbsp;&nbsp; 150943 |
| NiSource Finance Corp. | NiSource Finance Corp. | NiSource Finance Corp. | NiSource Finance Corp. |
| 02/01/2042 | &nbsp;&nbsp; 5.800% | 222000 | &nbsp;&nbsp; 217851 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 1.700% | 180000 | &nbsp;&nbsp; 156519 |
| NiSource, Inc.<sup>(e)</sup>  | NiSource, Inc.<sup>(e)</sup>  | NiSource, Inc.<sup>(e)</sup>  | NiSource, Inc.<sup>(e)</sup>  |
| 11/30/2054 | &nbsp;&nbsp; 6.950% | 275000 | &nbsp;&nbsp; 282312 |
| Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. |
| 06/01/2050 | &nbsp;&nbsp; 3.350% | 291000 | &nbsp;&nbsp; 196452 |
| Sempra<sup>(e)</sup>  | Sempra<sup>(e)</sup>  | Sempra<sup>(e)</sup>  | Sempra<sup>(e)</sup>  |
| 10/01/2054 | &nbsp;&nbsp; 6.875% | 245000 | &nbsp;&nbsp; 247325 |
| 04/01/2056 | &nbsp;&nbsp; 6.375% | 163000 | &nbsp;&nbsp; 163410 |
| Southern California Gas Co. | Southern California Gas Co. | Southern California Gas Co. | Southern California Gas Co. |
| 02/01/2030 | &nbsp;&nbsp; 2.550% | 215000 | &nbsp;&nbsp; 201323 |
| Southern Co Gas Capital Corp. | Southern Co Gas Capital Corp. | Southern Co Gas Capital Corp. | Southern Co Gas Capital Corp. |
| 09/15/2033 | &nbsp;&nbsp; 5.750% | 1422000 | &nbsp;&nbsp; 1478113 |
| Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. |
| 09/30/2051 | &nbsp;&nbsp; 3.150% | 454000 | &nbsp;&nbsp; 290793 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3568944** |
| **Office REIT 0.0%** | **Office REIT 0.0%** | **Office REIT 0.0%** | **Office REIT 0.0%** |
| Corporate Office Properties LP | Corporate Office Properties LP | Corporate Office Properties LP | Corporate Office Properties LP |
| 04/15/2031 | &nbsp;&nbsp; 2.750% | 322000 | &nbsp;&nbsp; 290974 |
| **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** |
| Archrock Services LP /Partners Finance Corp.<sup>(a)</sup>  | Archrock Services LP /Partners Finance Corp.<sup>(a)</sup>  | Archrock Services LP /Partners Finance Corp.<sup>(a)</sup>  | Archrock Services LP /Partners Finance Corp.<sup>(a)</sup>  |
| 02/01/2034 | &nbsp;&nbsp; 6.000% | 155000 | &nbsp;&nbsp; 153533 |
| Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. |
| 06/15/2031 | &nbsp;&nbsp; 4.350% | 1596000 | &nbsp;&nbsp; 1575460 |
| 06/15/2033 | &nbsp;&nbsp; 4.650% | 815000 | &nbsp;&nbsp; 802352 |
| 06/15/2056 | &nbsp;&nbsp; 5.850% | 787000 | &nbsp;&nbsp; 769338 |
| Diamond Foreign Asset Co. /Finance LLC<sup>(a)</sup>  | Diamond Foreign Asset Co. /Finance LLC<sup>(a)</sup>  | Diamond Foreign Asset Co. /Finance LLC<sup>(a)</sup>  | Diamond Foreign Asset Co. /Finance LLC<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 8.500% | 267000 | &nbsp;&nbsp; 281553 |
| Kodiak Gas Services LLC<sup>(a)</sup>  | Kodiak Gas Services LLC<sup>(a)</sup>  | Kodiak Gas Services LLC<sup>(a)</sup>  | Kodiak Gas Services LLC<sup>(a)</sup>  |
| 10/01/2033 | &nbsp;&nbsp; 6.500% | 363000 | &nbsp;&nbsp; 366104 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MV24 Capital BV<sup>(a)</sup>  | MV24 Capital BV<sup>(a)</sup>  | MV24 Capital BV<sup>(a)</sup>  | MV24 Capital BV<sup>(a)</sup>  |
| 06/01/2034 | &nbsp;&nbsp; 6.748% | 277612 | &nbsp;&nbsp; 276824 |
| Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 8.000% | 755000 | &nbsp;&nbsp; 779198 |
| Valaris Ltd.<sup>(a)</sup>  | Valaris Ltd.<sup>(a)</sup>  | Valaris Ltd.<sup>(a)</sup>  | Valaris Ltd.<sup>(a)</sup>  |
| 04/30/2030 | &nbsp;&nbsp; 8.375% | 285000 | &nbsp;&nbsp; 295195 |
| Yinson Boronia Production BV<sup>(a)</sup>  | Yinson Boronia Production BV<sup>(a)</sup>  | Yinson Boronia Production BV<sup>(a)</sup>  | Yinson Boronia Production BV<sup>(a)</sup>  |
| 07/31/2042 | &nbsp;&nbsp; 8.947% | 194292 | &nbsp;&nbsp; 209820 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5509377** |
| **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** |
| Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. |
| 06/15/2036 | &nbsp;&nbsp; 5.000% | 2157000 | &nbsp;&nbsp; 2117047 |
| Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. |
| 05/15/2027 | &nbsp;&nbsp; 5.250% | 441000 | &nbsp;&nbsp; 432201 |
| LSEG US Fin Corp.<sup>(a)</sup>  | LSEG US Fin Corp.<sup>(a)</sup>  | LSEG US Fin Corp.<sup>(a)</sup>  | LSEG US Fin Corp.<sup>(a)</sup>  |
| 03/23/2029 | &nbsp;&nbsp; 4.250% | 1632000 | &nbsp;&nbsp; 1620092 |
| 03/23/2031 | &nbsp;&nbsp; 4.500% | 1632000 | &nbsp;&nbsp; 1611986 |
| 03/23/2036 | &nbsp;&nbsp; 5.250% | 962000 | &nbsp;&nbsp; 952777 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6734103** |
| **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** |
| AECOM<sup>(a)</sup>  | AECOM<sup>(a)</sup>  | AECOM<sup>(a)</sup>  | AECOM<sup>(a)</sup>  |
| 08/01/2033 | &nbsp;&nbsp; 6.000% | 430000 | &nbsp;&nbsp; 429632 |
| Dycom Industries, Inc.<sup>(a)</sup>  | Dycom Industries, Inc.<sup>(a)</sup>  | Dycom Industries, Inc.<sup>(a)</sup>  | Dycom Industries, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.500% | 305000 | &nbsp;&nbsp; 295944 |
| Global Infrastructure Solutions, Inc.<sup>(a)</sup>  | Global Infrastructure Solutions, Inc.<sup>(a)</sup>  | Global Infrastructure Solutions, Inc.<sup>(a)</sup>  | Global Infrastructure Solutions, Inc.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.625% | 670000 | &nbsp;&nbsp; 657203 |
| Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. |
| 08/09/2034 | &nbsp;&nbsp; 5.250% | 932000 | &nbsp;&nbsp; 937836 |
| TopBuild Corp.<sup>(a)</sup>  | TopBuild Corp.<sup>(a)</sup>  | TopBuild Corp.<sup>(a)</sup>  | TopBuild Corp.<sup>(a)</sup>  |
| 01/31/2034 | &nbsp;&nbsp; 5.625% | 196000 | &nbsp;&nbsp; 191890 |
| Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.625% | 130000 | &nbsp;&nbsp; 127721 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2640226** |
| **Other REIT 0.4%** | **Other REIT 0.4%** | **Other REIT 0.4%** | **Other REIT 0.4%** |
| Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 9.000% | 3000000 | &nbsp;&nbsp; 2994008 |
| Arbor Realty Trust, Inc.<sup>(a)</sup>  | Arbor Realty Trust, Inc.<sup>(a)</sup>  | Arbor Realty Trust, Inc.<sup>(a)</sup>  | Arbor Realty Trust, Inc.<sup>(a)</sup>  |
| 09/01/2026 | &nbsp;&nbsp; 4.500% | 6000000 | &nbsp;&nbsp; 5878597 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| 06/15/2029 | &nbsp;&nbsp; 4.000% | 159000 | &nbsp;&nbsp; 156438 |
| Fibra Prologis<sup>(a)</sup>  | Fibra Prologis<sup>(a)</sup>  | Fibra Prologis<sup>(a)</sup>  | Fibra Prologis<sup>(a)</sup>  |
| 01/14/2038 | &nbsp;&nbsp; 5.625% | 1002000 | &nbsp;&nbsp; 955701 |
| FIBRA Prologis<sup>(a)</sup>  | FIBRA Prologis<sup>(a)</sup>  | FIBRA Prologis<sup>(a)</sup>  | FIBRA Prologis<sup>(a)</sup>  |
| 11/26/2035 | &nbsp;&nbsp; 5.500% | 984000 | &nbsp;&nbsp; 949263 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Prologis LP | Prologis LP | Prologis LP | Prologis LP |
| 04/15/2050 | &nbsp;&nbsp; 3.000% | 300000 | &nbsp;&nbsp; 193364 |
| Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  | Prologis Targeted US Logistics Fund LP<sup>(a)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 4.625% | 767000 | &nbsp;&nbsp; 744895 |
| RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 6.500% | 325000 | &nbsp;&nbsp; 330697 |
| Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 7.250% | 625000 | &nbsp;&nbsp; 643983 |
| WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. |
| 10/01/2026 | &nbsp;&nbsp; 4.250% | 178000 | &nbsp;&nbsp; 177773 |
| 04/01/2033 | &nbsp;&nbsp; 2.250% | 255000 | &nbsp;&nbsp; 211383 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13236102** |
| **Other Utility 0.0%** | **Other Utility 0.0%** | **Other Utility 0.0%** | **Other Utility 0.0%** |
| American Water Capital Corp. | American Water Capital Corp. | American Water Capital Corp. | American Water Capital Corp. |
| 12/01/2046 | &nbsp;&nbsp; 4.000% | 251000 | &nbsp;&nbsp; 193673 |
| Entergy Texas Restoration Funding II LLC | Entergy Texas Restoration Funding II LLC | Entergy Texas Restoration Funding II LLC | Entergy Texas Restoration Funding II LLC |
| 12/15/2035 | &nbsp;&nbsp; 3.697% | 585000 | &nbsp;&nbsp; 545225 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **738898** |
| **Packaging 0.2%** | **Packaging 0.2%** | **Packaging 0.2%** | **Packaging 0.2%** |
| Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |
| 03/17/2030 | &nbsp;&nbsp; 5.100% | 428000 | &nbsp;&nbsp; 432510 |
| Ardagh Group SA<sup>(a)</sup>  | Ardagh Group SA<sup>(a)</sup>  | Ardagh Group SA<sup>(a)</sup>  | Ardagh Group SA<sup>(a)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 9.500% | 257000 | &nbsp;&nbsp; 268648 |
| Ardagh Group SA<sup>(a),(l)</sup>  | Ardagh Group SA<sup>(a),(l)</sup>  | Ardagh Group SA<sup>(a),(l)</sup>  | Ardagh Group SA<sup>(a),(l)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 12.000% | 405000 | &nbsp;&nbsp; 339930 |
| Ball Corp. | Ball Corp. | Ball Corp. | Ball Corp. |
| 06/15/2029 | &nbsp;&nbsp; 6.000% | 445000 | &nbsp;&nbsp; 452225 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| 06/15/2031 | &nbsp;&nbsp; 5.800% | 2939000 | &nbsp;&nbsp; 3044091 |
| Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.750% | 310000 | &nbsp;&nbsp; 293248 |
| Mauser Packaging Solutions Holding Co.<sup>(a)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(a)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(a)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 7.875% | 620000 | &nbsp;&nbsp; 619770 |
| Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  |
| 05/13/2027 | &nbsp;&nbsp; 6.625% | 155000 | &nbsp;&nbsp; 155206 |
| Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. |
| 05/01/2030 | &nbsp;&nbsp; 3.125% | 857000 | &nbsp;&nbsp; 805833 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6411461** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.375% | 675000 | &nbsp;&nbsp; 673373 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Pharmaceuticals 1.6%** | **Pharmaceuticals 1.6%** | **Pharmaceuticals 1.6%** | **Pharmaceuticals 1.6%** |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |
| 03/15/2027 | &nbsp;&nbsp; 4.800% | 1531000 | &nbsp;&nbsp; 1538935 |
| 11/21/2029 | &nbsp;&nbsp; 3.200% | 2257000 | &nbsp;&nbsp; 2172732 |
| 03/15/2031 | &nbsp;&nbsp; 4.125% | 1267000 | &nbsp;&nbsp; 1248744 |
| 03/15/2033 | &nbsp;&nbsp; 4.400% | 2168000 | &nbsp;&nbsp; 2125418 |
| 03/15/2034 | &nbsp;&nbsp; 5.050% | 1165000 | &nbsp;&nbsp; 1182546 |
| 03/15/2035 | &nbsp;&nbsp; 4.550% | 201000 | &nbsp;&nbsp; 195135 |
| 03/15/2035 | &nbsp;&nbsp; 5.200% | 737000 | &nbsp;&nbsp; 749733 |
| 03/15/2036 | &nbsp;&nbsp; 4.750% | 2076000 | &nbsp;&nbsp; 2033062 |
| 11/21/2039 | &nbsp;&nbsp; 4.050% | 4116000 | &nbsp;&nbsp; 3612249 |
| 05/14/2046 | &nbsp;&nbsp; 4.450% | 271000 | &nbsp;&nbsp; 232309 |
| 11/21/2049 | &nbsp;&nbsp; 4.250% | 3016000 | &nbsp;&nbsp; 2445813 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| 02/19/2036 | &nbsp;&nbsp; 4.850% | 2262000 | &nbsp;&nbsp; 2221422 |
| 03/02/2043 | &nbsp;&nbsp; 5.600% | 883000 | &nbsp;&nbsp; 871390 |
| 02/19/2046 | &nbsp;&nbsp; 5.500% | 325000 | &nbsp;&nbsp; 312370 |
| 06/15/2051 | &nbsp;&nbsp; 4.663% | 573000 | &nbsp;&nbsp; 481094 |
| 03/01/2053 | &nbsp;&nbsp; 4.875% | 2411000 | &nbsp;&nbsp; 2082703 |
| 03/02/2053 | &nbsp;&nbsp; 5.650% | 930000 | &nbsp;&nbsp; 900126 |
| 02/19/2056 | &nbsp;&nbsp; 5.650% | 1216000 | &nbsp;&nbsp; 1176271 |
| AstraZeneca Finance LLC | AstraZeneca Finance LLC | AstraZeneca Finance LLC | AstraZeneca Finance LLC |
| 03/02/2031 | &nbsp;&nbsp; 4.000% | 1274000 | &nbsp;&nbsp; 1252021 |
| 03/02/2033 | &nbsp;&nbsp; 4.300% | 813000 | &nbsp;&nbsp; 796640 |
| 03/02/2036 | &nbsp;&nbsp; 4.600% | 1084000 | &nbsp;&nbsp; 1062211 |
| Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.875% | 140000 | &nbsp;&nbsp; 128493 |
| Biogen, Inc. | Biogen, Inc. | Biogen, Inc. | Biogen, Inc. |
| 05/01/2030 | &nbsp;&nbsp; 2.250% | 1213000 | &nbsp;&nbsp; 1107238 |
| 05/15/2055 | &nbsp;&nbsp; 6.450% | 610000 | &nbsp;&nbsp; 633238 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |
| 02/22/2054 | &nbsp;&nbsp; 5.550% | 1606000 | &nbsp;&nbsp; 1546139 |
| 03/15/2062 | &nbsp;&nbsp; 3.900% | 257000 | &nbsp;&nbsp; 182100 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |
| 08/14/2034 | &nbsp;&nbsp; 4.600% | 851000 | &nbsp;&nbsp; 842448 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. |
| 09/01/2036 | &nbsp;&nbsp; 4.000% | 619000 | &nbsp;&nbsp; 570279 |
| 03/01/2047 | &nbsp;&nbsp; 4.150% | 202000 | &nbsp;&nbsp; 163494 |
| Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson |
| 03/03/2037 | &nbsp;&nbsp; 3.625% | 1843000 | &nbsp;&nbsp; 1654742 |
| Merck & Co., Inc. | Merck & Co., Inc. | Merck & Co., Inc. | Merck & Co., Inc. |
| 03/07/2049 | &nbsp;&nbsp; 4.000% | 191000 | &nbsp;&nbsp; 149397 |
| 12/04/2055 | &nbsp;&nbsp; 5.550% | 1344000 | &nbsp;&nbsp; 1304414 |
| Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. |
| 03/16/2029 | &nbsp;&nbsp; 4.100% | 956000 | &nbsp;&nbsp; 955047 |
| 03/18/2031 | &nbsp;&nbsp; 4.400% | 1287000 | &nbsp;&nbsp; 1286868 |
| 03/18/2033 | &nbsp;&nbsp; 4.600% | 1809000 | &nbsp;&nbsp; 1801456 |
| 11/05/2035 | &nbsp;&nbsp; 4.600% | 1849000 | &nbsp;&nbsp; 1811849 |
| 03/18/2036 | &nbsp;&nbsp; 4.900% | 2687000 | &nbsp;&nbsp; 2680362 |
| 03/18/2046 | &nbsp;&nbsp; 5.600% | 380000 | &nbsp;&nbsp; 380623 |
| 03/18/2056 | &nbsp;&nbsp; 5.700% | 305000 | &nbsp;&nbsp; 306946 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  |
| 04/30/2028 | &nbsp;&nbsp; 4.125% | 450000 | &nbsp;&nbsp; 436287 |
| 04/30/2031 | &nbsp;&nbsp; 5.125% | 275000 | &nbsp;&nbsp; 224469 |
| Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. |
| 05/19/2033 | &nbsp;&nbsp; 4.750% | 869000 | &nbsp;&nbsp; 865748 |
| 05/19/2053 | &nbsp;&nbsp; 5.300% | 926000 | &nbsp;&nbsp; 860008 |
| 05/19/2063 | &nbsp;&nbsp; 5.340% | 319000 | &nbsp;&nbsp; 289498 |
| Pfizer, Inc. | Pfizer, Inc. | Pfizer, Inc. | Pfizer, Inc. |
| 11/15/2030 | &nbsp;&nbsp; 4.200% | 1757000 | &nbsp;&nbsp; 1742915 |
| 11/15/2035 | &nbsp;&nbsp; 4.875% | 2914000 | &nbsp;&nbsp; 2887742 |
| Roche Holdings, Inc.<sup>(a)</sup>  | Roche Holdings, Inc.<sup>(a)</sup>  | Roche Holdings, Inc.<sup>(a)</sup>  | Roche Holdings, Inc.<sup>(a)</sup>  |
| 12/02/2030 | &nbsp;&nbsp; 4.075% | 1199000 | &nbsp;&nbsp; 1183325 |
| 12/02/2032 | &nbsp;&nbsp; 4.374% | 802000 | &nbsp;&nbsp; 790734 |
| Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC |
| 09/02/2030 | &nbsp;&nbsp; 2.200% | 630000 | &nbsp;&nbsp; 567077 |
| 09/25/2035 | &nbsp;&nbsp; 5.200% | 642000 | &nbsp;&nbsp; 633308 |
| 09/02/2040 | &nbsp;&nbsp; 3.300% | 315000 | &nbsp;&nbsp; 238731 |
| 09/02/2050 | &nbsp;&nbsp; 3.550% | 1437000 | &nbsp;&nbsp; 969307 |
| Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. |
| 07/05/2044 | &nbsp;&nbsp; 5.650% | 200000 | &nbsp;&nbsp; 195901 |
| 07/09/2050 | &nbsp;&nbsp; 3.175% | 639000 | &nbsp;&nbsp; 419315 |
| Zoetis, Inc. | Zoetis, Inc. | Zoetis, Inc. | Zoetis, Inc. |
| 05/15/2030 | &nbsp;&nbsp; 2.000% | 178000 | &nbsp;&nbsp; 161767 |
| 11/16/2032 | &nbsp;&nbsp; 5.600% | 178000 | &nbsp;&nbsp; 186344 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **58850533** |
| **Property & Casualty 0.1%** | **Property & Casualty 0.1%** | **Property & Casualty 0.1%** | **Property & Casualty 0.1%** |
| Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. |
| 03/01/2054 | &nbsp;&nbsp; 5.750% | 639000 | &nbsp;&nbsp; 615402 |
| Asurion LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup>  |
| 12/31/2032 | &nbsp;&nbsp; 8.000% | 530000 | &nbsp;&nbsp; 550239 |
| Progressive Corp. (The) | Progressive Corp. (The) | Progressive Corp. (The) | Progressive Corp. (The) |
| 03/26/2031 | &nbsp;&nbsp; 4.600% | 641000 | &nbsp;&nbsp; 642313 |
| 03/26/2036 | &nbsp;&nbsp; 5.150% | 641000 | &nbsp;&nbsp; 642576 |
| RLI Corp. | RLI Corp. | RLI Corp. | RLI Corp. |
| 06/01/2036 | &nbsp;&nbsp; 5.375% | 956000 | &nbsp;&nbsp; 920746 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3371276** |
| **Railroads 0.1%** | **Railroads 0.1%** | **Railroads 0.1%** | **Railroads 0.1%** |
| Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC |
| 02/15/2051 | &nbsp;&nbsp; 3.050% | 595000 | &nbsp;&nbsp; 383437 |
| 04/15/2054 | &nbsp;&nbsp; 5.200% | 685000 | &nbsp;&nbsp; 630255 |
| 03/15/2055 | &nbsp;&nbsp; 5.500% | 1651000 | &nbsp;&nbsp; 1590456 |
| Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.250% | 565000 | &nbsp;&nbsp; 571403 |
| Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. |
| 05/01/2035 | &nbsp;&nbsp; 5.100% | 1058000 | &nbsp;&nbsp; 1061385 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. |
| 12/01/2054 | &nbsp;&nbsp; 5.600% | 476000 | &nbsp;&nbsp; 466318 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4703254** |
| **Refining 0.0%** | **Refining 0.0%** | **Refining 0.0%** | **Refining 0.0%** |
| FS Luxembourg Sarl<sup>(a)</sup>  | FS Luxembourg Sarl<sup>(a)</sup>  | FS Luxembourg Sarl<sup>(a)</sup>  | FS Luxembourg Sarl<sup>(a)</sup>  |
| 02/12/2031 | &nbsp;&nbsp; 8.875% | 385000 | &nbsp;&nbsp; 397642 |
| **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |
| 03/01/2038 | &nbsp;&nbsp; 6.300% | 926000 | &nbsp;&nbsp; 1009488 |
| 09/09/2052 | &nbsp;&nbsp; 5.150% | 728000 | &nbsp;&nbsp; 658127 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1667615** |
| **Retail REIT 0.4%** | **Retail REIT 0.4%** | **Retail REIT 0.4%** | **Retail REIT 0.4%** |
| Agree LP | Agree LP | Agree LP | Agree LP |
| 10/01/2032 | &nbsp;&nbsp; 4.800% | 568000 | &nbsp;&nbsp; 561713 |
| 06/15/2033 | &nbsp;&nbsp; 2.600% | 257000 | &nbsp;&nbsp; 217704 |
| 06/15/2035 | &nbsp;&nbsp; 5.600% | 924000 | &nbsp;&nbsp; 948304 |
| Brixmor Operating Partnership LP | Brixmor Operating Partnership LP | Brixmor Operating Partnership LP | Brixmor Operating Partnership LP |
| 08/16/2031 | &nbsp;&nbsp; 2.500% | 997000 | &nbsp;&nbsp; 886514 |
| 02/15/2033 | &nbsp;&nbsp; 4.850% | 436000 | &nbsp;&nbsp; 428146 |
| Kimco Realty OP LLC | Kimco Realty OP LLC | Kimco Realty OP LLC | Kimco Realty OP LLC |
| 03/01/2035 | &nbsp;&nbsp; 4.850% | 830000 | &nbsp;&nbsp; 814082 |
| 02/01/2036 | &nbsp;&nbsp; 5.300% | 953000 | &nbsp;&nbsp; 959839 |
| NNN REIT, Inc. | NNN REIT, Inc. | NNN REIT, Inc. | NNN REIT, Inc. |
| 04/15/2051 | &nbsp;&nbsp; 3.500% | 288000 | &nbsp;&nbsp; 199435 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| 03/15/2028 | &nbsp;&nbsp; 2.100% | 585000 | &nbsp;&nbsp; 560806 |
| 02/15/2032 | &nbsp;&nbsp; 2.700% | 316000 | &nbsp;&nbsp; 281488 |
| 12/15/2032 | &nbsp;&nbsp; 2.850% | 754000 | &nbsp;&nbsp; 668431 |
| Realty Income Corp.<sup>(h)</sup>  | Realty Income Corp.<sup>(h)</sup>  | Realty Income Corp.<sup>(h)</sup>  | Realty Income Corp.<sup>(h)</sup>  |
| 04/15/2033 | &nbsp;&nbsp; 4.750% | 1631000 | &nbsp;&nbsp; 1607346 |
| Regency Centers LP | Regency Centers LP | Regency Centers LP | Regency Centers LP |
| 09/15/2029 | &nbsp;&nbsp; 2.950% | 1427000 | &nbsp;&nbsp; 1358984 |
| 07/15/2032 | &nbsp;&nbsp; 5.000% | 901000 | &nbsp;&nbsp; 905960 |
| 03/15/2033 | &nbsp;&nbsp; 4.500% | 636000 | &nbsp;&nbsp; 620108 |
| 01/15/2034 | &nbsp;&nbsp; 5.250% | 1223000 | &nbsp;&nbsp; 1235376 |
| STORE Capital Corp. | STORE Capital Corp. | STORE Capital Corp. | STORE Capital Corp. |
| 11/18/2030 | &nbsp;&nbsp; 2.750% | 733000 | &nbsp;&nbsp; 660601 |
| 12/01/2031 | &nbsp;&nbsp; 2.700% | 363000 | &nbsp;&nbsp; 315974 |
| Store Capital LLC<sup>(a)</sup>  | Store Capital LLC<sup>(a)</sup>  | Store Capital LLC<sup>(a)</sup>  | Store Capital LLC<sup>(a)</sup>  |
| 02/11/2031 | &nbsp;&nbsp; 4.950% | 956000 | &nbsp;&nbsp; 948217 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **14179028** |
| **Retailers 0.9%** | **Retailers 0.9%** | **Retailers 0.9%** | **Retailers 0.9%** |
| Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. |
| 03/13/2028 | &nbsp;&nbsp; 3.850% | 2553000 | &nbsp;&nbsp; 2542600 |
| 11/20/2028 | &nbsp;&nbsp; 3.900% | 596000 | &nbsp;&nbsp; 593236 |
| 03/13/2029 | &nbsp;&nbsp; 4.000% | 2553000 | &nbsp;&nbsp; 2539601 |
| 11/20/2030 | &nbsp;&nbsp; 4.100% | 596000 | &nbsp;&nbsp; 589078 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 03/13/2031 | &nbsp;&nbsp; 4.250% | 2345000 | &nbsp;&nbsp; 2327165 |
| 03/13/2033 | &nbsp;&nbsp; 4.550% | 1359000 | &nbsp;&nbsp; 1345856 |
| 03/20/2033 | &nbsp;&nbsp; 4.350% | 908000 | &nbsp;&nbsp; 891129 |
| 11/20/2035 | &nbsp;&nbsp; 4.650% | 1470000 | &nbsp;&nbsp; 1439447 |
| 03/13/2036 | &nbsp;&nbsp; 4.875% | 2532000 | &nbsp;&nbsp; 2508410 |
| 03/13/2046 | &nbsp;&nbsp; 5.650% | 1508000 | &nbsp;&nbsp; 1503058 |
| 03/13/2056 | &nbsp;&nbsp; 5.800% | 2192000 | &nbsp;&nbsp; 2186642 |
| 11/20/2065 | &nbsp;&nbsp; 5.550% | 685000 | &nbsp;&nbsp; 645785 |
| 03/13/2066 | &nbsp;&nbsp; 5.950% | 323000 | &nbsp;&nbsp; 323803 |
| 03/13/2076 | &nbsp;&nbsp; 6.050% | 707000 | &nbsp;&nbsp; 702693 |
| Asbury Automotive Group, Inc. | Asbury Automotive Group, Inc. | Asbury Automotive Group, Inc. | Asbury Automotive Group, Inc. |
| 03/01/2028 | &nbsp;&nbsp; 4.500% | 525000 | &nbsp;&nbsp; 514889 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |
| 01/15/2052 | &nbsp;&nbsp; 4.100% | 1238000 | &nbsp;&nbsp; 876177 |
| Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 3.625% | 900000 | &nbsp;&nbsp; 841143 |
| Home Depot, Inc. (The) | Home Depot, Inc. (The) | Home Depot, Inc. (The) | Home Depot, Inc. (The) |
| 06/25/2034 | &nbsp;&nbsp; 4.950% | 1118000 | &nbsp;&nbsp; 1126043 |
| 04/15/2052 | &nbsp;&nbsp; 3.625% | 1151000 | &nbsp;&nbsp; 821094 |
| L Brands, Inc. | L Brands, Inc. | L Brands, Inc. | L Brands, Inc. |
| 06/15/2029 | &nbsp;&nbsp; 7.500% | 1015000 | &nbsp;&nbsp; 1030343 |
| Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  |
| 12/15/2027 | &nbsp;&nbsp; 4.625% | 700000 | &nbsp;&nbsp; 691655 |
| Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. |
| 04/01/2051 | &nbsp;&nbsp; 3.500% | 734000 | &nbsp;&nbsp; 498787 |
| 04/01/2052 | &nbsp;&nbsp; 4.250% | 1351000 | &nbsp;&nbsp; 1034692 |
| Lowe's Cos, Inc. | Lowe's Cos, Inc. | Lowe's Cos, Inc. | Lowe's Cos, Inc. |
| 03/15/2031 | &nbsp;&nbsp; 4.250% | 1426000 | &nbsp;&nbsp; 1401262 |
| 10/15/2035 | &nbsp;&nbsp; 4.850% | 1327000 | &nbsp;&nbsp; 1292289 |
| MercadoLibre, Inc. | MercadoLibre, Inc. | MercadoLibre, Inc. | MercadoLibre, Inc. |
| 01/15/2033 | &nbsp;&nbsp; 4.900% | 538000 | &nbsp;&nbsp; 519218 |
| Penske Automotive Group, Inc. | Penske Automotive Group, Inc. | Penske Automotive Group, Inc. | Penske Automotive Group, Inc. |
| 06/15/2029 | &nbsp;&nbsp; 3.750% | 400000 | &nbsp;&nbsp; 380587 |
| Petco Health & Wellness Co., Inc.<sup>(a)</sup>  | Petco Health & Wellness Co., Inc.<sup>(a)</sup>  | Petco Health & Wellness Co., Inc.<sup>(a)</sup>  | Petco Health & Wellness Co., Inc.<sup>(a)</sup>  |
| 02/01/2031 | &nbsp;&nbsp; 8.250% | 150000 | &nbsp;&nbsp; 149798 |
| PetSmart LLC/Finance Corp.<sup>(a)</sup>  | PetSmart LLC/Finance Corp.<sup>(a)</sup>  | PetSmart LLC/Finance Corp.<sup>(a)</sup>  | PetSmart LLC/Finance Corp.<sup>(a)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 7.500% | 250000 | &nbsp;&nbsp; 252047 |
| Sonic Automotive, Inc.<sup>(a)</sup>  | Sonic Automotive, Inc.<sup>(a)</sup>  | Sonic Automotive, Inc.<sup>(a)</sup>  | Sonic Automotive, Inc.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 4.625% | 655000 | &nbsp;&nbsp; 634854 |
| Wand NewCo 3, Inc.<sup>(a)</sup>  | Wand NewCo 3, Inc.<sup>(a)</sup>  | Wand NewCo 3, Inc.<sup>(a)</sup>  | Wand NewCo 3, Inc.<sup>(a)</sup>  |
| 01/30/2032 | &nbsp;&nbsp; 7.625% | 500000 | &nbsp;&nbsp; 511250 |
| Wayfair LLC<sup>(a)</sup>  | Wayfair LLC<sup>(a)</sup>  | Wayfair LLC<sup>(a)</sup>  | Wayfair LLC<sup>(a)</sup>  |
| 09/15/2030 | &nbsp;&nbsp; 7.750% | 500000 | &nbsp;&nbsp; 520258 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **33234889** |
| **Stranded Utility 0.1%** | **Stranded Utility 0.1%** | **Stranded Utility 0.1%** | **Stranded Utility 0.1%** |
| Consumers 2023 Securitization Funding LLC | Consumers 2023 Securitization Funding LLC | Consumers 2023 Securitization Funding LLC | Consumers 2023 Securitization Funding LLC |
| 09/01/2030 | &nbsp;&nbsp; 5.210% | 897000 | &nbsp;&nbsp; 910913 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PG&E Recovery Funding LLC | PG&E Recovery Funding LLC | PG&E Recovery Funding LLC | PG&E Recovery Funding LLC |
| 06/01/2042 | &nbsp;&nbsp; 5.231% | 280000 | &nbsp;&nbsp; 275363 |
| 07/15/2047 | &nbsp;&nbsp; 5.536% | 825000 | &nbsp;&nbsp; 818670 |
| 06/01/2049 | &nbsp;&nbsp; 5.529% | 335000 | &nbsp;&nbsp; 330594 |
| PG&E Wildfire Recovery Funding LLC | PG&E Wildfire Recovery Funding LLC | PG&E Wildfire Recovery Funding LLC | PG&E Wildfire Recovery Funding LLC |
| 06/01/2036 | &nbsp;&nbsp; 4.263% | 165000 | &nbsp;&nbsp; 159083 |
| 12/01/2047 | &nbsp;&nbsp; 5.212% | 270000 | &nbsp;&nbsp; 255177 |
| 06/01/2052 | &nbsp;&nbsp; 5.099% | 510000 | &nbsp;&nbsp; 467197 |
| SCE Recovery Funding LLC | SCE Recovery Funding LLC | SCE Recovery Funding LLC | SCE Recovery Funding LLC |
| 06/15/2040 | &nbsp;&nbsp; 4.697% | 109922 | &nbsp;&nbsp; 106980 |
| Sigeco Securitization I LLC | Sigeco Securitization I LLC | Sigeco Securitization I LLC | Sigeco Securitization I LLC |
| 11/15/2036 | &nbsp;&nbsp; 5.026% | 104175 | &nbsp;&nbsp; 105148 |
| 05/15/2041 | &nbsp;&nbsp; 5.172% | 112000 | &nbsp;&nbsp; 110214 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3539339** |
| **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** |
| Albertsons Cos, Inc.<sup>(a)</sup>  | Albertsons Cos, Inc.<sup>(a)</sup>  | Albertsons Cos, Inc.<sup>(a)</sup>  | Albertsons Cos, Inc.<sup>(a)</sup>  |
| 03/31/2032 | &nbsp;&nbsp; 5.625% | 814000 | &nbsp;&nbsp; 800969 |
| Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Cos, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  |
| 03/31/2031 | &nbsp;&nbsp; 5.500% | 125000 | &nbsp;&nbsp; 123640 |
| 03/31/2034 | &nbsp;&nbsp; 5.750% | 115000 | &nbsp;&nbsp; 112552 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1037161** |
| **Technology 2.7%** | **Technology 2.7%** | **Technology 2.7%** | **Technology 2.7%** |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| 02/15/2029 | &nbsp;&nbsp; 3.700% | 1913000 | &nbsp;&nbsp; 1896612 |
| 02/15/2031 | &nbsp;&nbsp; 4.100% | 2048000 | &nbsp;&nbsp; 2033393 |
| 11/15/2032 | &nbsp;&nbsp; 4.375% | 787000 | &nbsp;&nbsp; 782243 |
| 02/15/2033 | &nbsp;&nbsp; 4.400% | 1899000 | &nbsp;&nbsp; 1874676 |
| 11/15/2035 | &nbsp;&nbsp; 4.700% | 1836000 | &nbsp;&nbsp; 1814541 |
| 02/15/2036 | &nbsp;&nbsp; 4.800% | 3966000 | &nbsp;&nbsp; 3947260 |
| 05/15/2055 | &nbsp;&nbsp; 5.250% | 872000 | &nbsp;&nbsp; 822910 |
| 11/15/2055 | &nbsp;&nbsp; 5.450% | 407000 | &nbsp;&nbsp; 393671 |
| 02/15/2056 | &nbsp;&nbsp; 5.650% | 1594000 | &nbsp;&nbsp; 1587657 |
| 05/15/2065 | &nbsp;&nbsp; 5.300% | 872000 | &nbsp;&nbsp; 803329 |
| Amkor Technology, Inc.<sup>(a)</sup>  | Amkor Technology, Inc.<sup>(a)</sup>  | Amkor Technology, Inc.<sup>(a)</sup>  | Amkor Technology, Inc.<sup>(a)</sup>  |
| 10/01/2033 | &nbsp;&nbsp; 5.875% | 390000 | &nbsp;&nbsp; 388412 |
| ams-OSRAM AG<sup>(a)</sup>  | ams-OSRAM AG<sup>(a)</sup>  | ams-OSRAM AG<sup>(a)</sup>  | ams-OSRAM AG<sup>(a)</sup>  |
| 03/30/2029 | &nbsp;&nbsp; 12.250% | 385000 | &nbsp;&nbsp; 409547 |
| APLD ComputeCo 2 LLC<sup>(a)</sup>  | APLD ComputeCo 2 LLC<sup>(a)</sup>  | APLD ComputeCo 2 LLC<sup>(a)</sup>  | APLD ComputeCo 2 LLC<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 6.750% | 255000 | &nbsp;&nbsp; 253554 |
| Apple, Inc. | Apple, Inc. | Apple, Inc. | Apple, Inc. |
| 02/08/2041 | &nbsp;&nbsp; 2.375% | 440000 | &nbsp;&nbsp; 311875 |
| 05/11/2050 | &nbsp;&nbsp; 2.650% | 850000 | &nbsp;&nbsp; 520004 |
| 08/08/2052 | &nbsp;&nbsp; 3.950% | 1158000 | &nbsp;&nbsp; 900485 |
| Block, Inc. | Block, Inc. | Block, Inc. | Block, Inc. |
| 05/15/2032 | &nbsp;&nbsp; 6.500% | 745000 | &nbsp;&nbsp; 749180 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| 07/12/2029 | &nbsp;&nbsp; 5.050% | 2208000 | &nbsp;&nbsp; 2253769 |
| 07/15/2030 | &nbsp;&nbsp; 4.600% | 1995000 | &nbsp;&nbsp; 2003783 |
| 11/15/2031 | &nbsp;&nbsp; 5.150% | 2060000 | &nbsp;&nbsp; 2114404 |
| 02/15/2032 | &nbsp;&nbsp; 4.550% | 1534000 | &nbsp;&nbsp; 1520661 |
| 07/15/2032 | &nbsp;&nbsp; 4.900% | 2055000 | &nbsp;&nbsp; 2073505 |
| 10/15/2034 | &nbsp;&nbsp; 4.800% | 2148000 | &nbsp;&nbsp; 2115277 |
| 07/15/2035 | &nbsp;&nbsp; 5.200% | 749000 | &nbsp;&nbsp; 754483 |
| 02/15/2036 | &nbsp;&nbsp; 4.800% | 1108000 | &nbsp;&nbsp; 1079302 |
| 01/15/2056 | &nbsp;&nbsp; 5.700% | 74000 | &nbsp;&nbsp; 73519 |
| Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  |
| 11/15/2035 | &nbsp;&nbsp; 3.137% | 2604000 | &nbsp;&nbsp; 2212477 |
| 05/15/2037 | &nbsp;&nbsp; 4.926% | 865000 | &nbsp;&nbsp; 838430 |
| Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. |
| 09/10/2027 | &nbsp;&nbsp; 4.200% | 528000 | &nbsp;&nbsp; 527364 |
| 09/10/2029 | &nbsp;&nbsp; 4.300% | 2560000 | &nbsp;&nbsp; 2551906 |
| Cipher Compute LLC<sup>(a)</sup>  | Cipher Compute LLC<sup>(a)</sup>  | Cipher Compute LLC<sup>(a)</sup>  | Cipher Compute LLC<sup>(a)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 7.125% | 370000 | &nbsp;&nbsp; 383451 |
| Cisco Systems, Inc. | Cisco Systems, Inc. | Cisco Systems, Inc. | Cisco Systems, Inc. |
| 02/24/2055 | &nbsp;&nbsp; 5.500% | 309000 | &nbsp;&nbsp; 299306 |
| Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 3.875% | 285000 | &nbsp;&nbsp; 269064 |
| Coherent Corp.<sup>(a)</sup>  | Coherent Corp.<sup>(a)</sup>  | Coherent Corp.<sup>(a)</sup>  | Coherent Corp.<sup>(a)</sup>  |
| 12/15/2029 | &nbsp;&nbsp; 5.000% | 440000 | &nbsp;&nbsp; 431713 |
| Elastic NV<sup>(a)</sup>  | Elastic NV<sup>(a)</sup>  | Elastic NV<sup>(a)</sup>  | Elastic NV<sup>(a)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 4.125% | 300000 | &nbsp;&nbsp; 281479 |
| Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 5.950% | 470000 | &nbsp;&nbsp; 474129 |
| Entegris, Inc.<sup>(a)</sup>  | Entegris, Inc.<sup>(a)</sup>  | Entegris, Inc.<sup>(a)</sup>  | Entegris, Inc.<sup>(a)</sup>  |
| 04/15/2028 | &nbsp;&nbsp; 4.375% | 695000 | &nbsp;&nbsp; 681048 |
| Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC |
| 11/15/2030 | &nbsp;&nbsp; 4.600% | 1229000 | &nbsp;&nbsp; 1217321 |
| Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  |
| 05/15/2033 | &nbsp;&nbsp; 6.000% | 160000 | &nbsp;&nbsp; 156984 |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. |
| 03/10/2028 | &nbsp;&nbsp; 4.450% | 1596000 | &nbsp;&nbsp; 1591347 |
| 03/10/2029 | &nbsp;&nbsp; 4.550% | 1916000 | &nbsp;&nbsp; 1906608 |
| Flash Compute LLC<sup>(a)</sup>  | Flash Compute LLC<sup>(a)</sup>  | Flash Compute LLC<sup>(a)</sup>  | Flash Compute LLC<sup>(a)</sup>  |
| 12/31/2030 | &nbsp;&nbsp; 7.250% | 205000 | &nbsp;&nbsp; 206778 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. | Flex Ltd. |
| 01/15/2032 | &nbsp;&nbsp; 5.250% | 432000 | &nbsp;&nbsp; 433417 |
| 11/13/2035 | &nbsp;&nbsp; 5.375% | 925000 | &nbsp;&nbsp; 910546 |
| Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  |
| 01/25/2031 | &nbsp;&nbsp; 5.500% | 781000 | &nbsp;&nbsp; 798126 |
| 01/25/2033 | &nbsp;&nbsp; 5.900% | 519000 | &nbsp;&nbsp; 534226 |
| 01/25/2035 | &nbsp;&nbsp; 6.250% | 1165000 | &nbsp;&nbsp; 1219378 |
| 01/25/2039 | &nbsp;&nbsp; 6.300% | 516000 | &nbsp;&nbsp; 537633 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| 11/15/2030 | &nbsp;&nbsp; 4.875% | 1774000 | &nbsp;&nbsp; 1741296 |
| 11/15/2035 | &nbsp;&nbsp; 5.550% | 437000 | &nbsp;&nbsp; 420204 |
| Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.750% | 930000 | &nbsp;&nbsp; 904545 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 08/12/2041 | &nbsp;&nbsp; 2.800% | 520000 | &nbsp;&nbsp; 356689 |
| 02/10/2043 | &nbsp;&nbsp; 5.625% | 347000 | &nbsp;&nbsp; 328278 |
| 11/15/2049 | &nbsp;&nbsp; 3.250% | 304000 | &nbsp;&nbsp; 191674 |
| 02/10/2063 | &nbsp;&nbsp; 5.900% | 455000 | &nbsp;&nbsp; 422131 |
| Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 4.875% | 770000 | &nbsp;&nbsp; 768699 |
| Jabil, Inc. | Jabil, Inc. | Jabil, Inc. | Jabil, Inc. |
| 02/01/2029 | &nbsp;&nbsp; 4.200% | 756000 | &nbsp;&nbsp; 747237 |
| 02/01/2033 | &nbsp;&nbsp; 4.750% | 756000 | &nbsp;&nbsp; 735510 |
| Kioxia Holdings Corp.<sup>(a)</sup>  | Kioxia Holdings Corp.<sup>(a)</sup>  | Kioxia Holdings Corp.<sup>(a)</sup>  | Kioxia Holdings Corp.<sup>(a)</sup>  |
| 07/24/2030 | &nbsp;&nbsp; 6.250% | 640000 | &nbsp;&nbsp; 651086 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |
| 03/15/2032 | &nbsp;&nbsp; 5.400% | 1097000 | &nbsp;&nbsp; 1117208 |
| Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. |
| 07/15/2030 | &nbsp;&nbsp; 4.750% | 140000 | &nbsp;&nbsp; 140467 |
| 07/15/2035 | &nbsp;&nbsp; 5.450% | 519000 | &nbsp;&nbsp; 527282 |
| 11/01/2035 | &nbsp;&nbsp; 6.050% | 1040000 | &nbsp;&nbsp; 1121750 |
| NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 9.500% | 815000 | &nbsp;&nbsp; 872348 |
| NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 5.000% | 722000 | &nbsp;&nbsp; 695654 |
| 04/15/2029 | &nbsp;&nbsp; 5.125% | 15000 | &nbsp;&nbsp; 14373 |
| ON Semiconductor Corp.<sup>(a)</sup>  | ON Semiconductor Corp.<sup>(a)</sup>  | ON Semiconductor Corp.<sup>(a)</sup>  | ON Semiconductor Corp.<sup>(a)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 3.875% | 150000 | &nbsp;&nbsp; 144688 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| 02/04/2029 | &nbsp;&nbsp; 4.550% | 1536000 | &nbsp;&nbsp; 1516266 |
| 02/04/2031 | &nbsp;&nbsp; 4.950% | 1420000 | &nbsp;&nbsp; 1389950 |
| 09/26/2032 | &nbsp;&nbsp; 4.800% | 977000 | &nbsp;&nbsp; 929617 |
| 05/04/2033 | &nbsp;&nbsp; 5.350% | 1420000 | &nbsp;&nbsp; 1381616 |
| 09/26/2035 | &nbsp;&nbsp; 5.200% | 647000 | &nbsp;&nbsp; 606389 |
| 02/04/2036 | &nbsp;&nbsp; 5.700% | 1505000 | &nbsp;&nbsp; 1446930 |
| 04/01/2040 | &nbsp;&nbsp; 3.600% | 701000 | &nbsp;&nbsp; 508777 |
| 09/26/2045 | &nbsp;&nbsp; 5.875% | 1244000 | &nbsp;&nbsp; 1074264 |
| 02/04/2046 | &nbsp;&nbsp; 6.550% | 765000 | &nbsp;&nbsp; 714227 |
| 07/15/2046 | &nbsp;&nbsp; 4.000% | 1130000 | &nbsp;&nbsp; 761978 |
| 04/01/2050 | &nbsp;&nbsp; 3.600% | 1777000 | &nbsp;&nbsp; 1072052 |
| 03/25/2051 | &nbsp;&nbsp; 3.950% | 150000 | &nbsp;&nbsp; 95096 |
| 02/06/2053 | &nbsp;&nbsp; 5.550% | 653000 | &nbsp;&nbsp; 520880 |
| 09/27/2054 | &nbsp;&nbsp; 5.375% | 790000 | &nbsp;&nbsp; 611097 |
| 05/15/2055 | &nbsp;&nbsp; 4.375% | 564000 | &nbsp;&nbsp; 372798 |
| 08/03/2055 | &nbsp;&nbsp; 6.000% | 3016000 | &nbsp;&nbsp; 2528745 |
| 02/04/2056 | &nbsp;&nbsp; 6.700% | 2627000 | &nbsp;&nbsp; 2433286 |
| 02/04/2066 | &nbsp;&nbsp; 6.850% | 2021000 | &nbsp;&nbsp; 1855462 |
| RingCentral, Inc.<sup>(a)</sup>  | RingCentral, Inc.<sup>(a)</sup>  | RingCentral, Inc.<sup>(a)</sup>  | RingCentral, Inc.<sup>(a)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 8.500% | 445000 | &nbsp;&nbsp; 465474 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Roper Technologies, Inc. | Roper Technologies, Inc. | Roper Technologies, Inc. | Roper Technologies, Inc. |
| 09/15/2030 | &nbsp;&nbsp; 4.450% | 215000 | &nbsp;&nbsp; 211749 |
| 10/15/2034 | &nbsp;&nbsp; 4.900% | 859000 | &nbsp;&nbsp; 829495 |
| S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. |
| 03/01/2032 | &nbsp;&nbsp; 2.900% | 1224000 | &nbsp;&nbsp; 1116740 |
| Salesforce.com, Inc. | Salesforce.com, Inc. | Salesforce.com, Inc. | Salesforce.com, Inc. |
| 07/15/2041 | &nbsp;&nbsp; 2.700% | 453000 | &nbsp;&nbsp; 308855 |
| Science Applications International Corp.<sup>(a)</sup>  | Science Applications International Corp.<sup>(a)</sup>  | Science Applications International Corp.<sup>(a)</sup>  | Science Applications International Corp.<sup>(a)</sup>  |
| 11/01/2033 | &nbsp;&nbsp; 5.875% | 100000 | &nbsp;&nbsp; 97809 |
| Seagate Data Storage Technology Pte Ltd.<sup>(a)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(a)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(a)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(a)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 3.125% | 480000 | &nbsp;&nbsp; 430860 |
| 01/15/2031 | &nbsp;&nbsp; 4.125% | 200000 | &nbsp;&nbsp; 187358 |
| Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.000% | 263000 | &nbsp;&nbsp; 253895 |
| Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 3.750% | 385000 | &nbsp;&nbsp; 357438 |
| 07/15/2032 | &nbsp;&nbsp; 6.625% | 400000 | &nbsp;&nbsp; 408541 |
| Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.750% | 640000 | &nbsp;&nbsp; 629830 |
| SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  |
| 09/30/2027 | &nbsp;&nbsp; 5.500% | 800000 | &nbsp;&nbsp; 800773 |
| Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.000% | 340000 | &nbsp;&nbsp; 322088 |
| Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. |
| 04/01/2028 | &nbsp;&nbsp; 4.650% | 923000 | &nbsp;&nbsp; 926831 |
| 04/01/2030 | &nbsp;&nbsp; 4.850% | 1320000 | &nbsp;&nbsp; 1329828 |
| 04/01/2032 | &nbsp;&nbsp; 5.000% | 1056000 | &nbsp;&nbsp; 1065047 |
| 04/01/2035 | &nbsp;&nbsp; 5.150% | 930000 | &nbsp;&nbsp; 931684 |
| 04/01/2055 | &nbsp;&nbsp; 5.700% | 1982000 | &nbsp;&nbsp; 1892993 |
| TSMC Arizona Corp. | TSMC Arizona Corp. | TSMC Arizona Corp. | TSMC Arizona Corp. |
| 10/25/2031 | &nbsp;&nbsp; 2.500% | 670000 | &nbsp;&nbsp; 606744 |
| Verisk Analytics, Inc. | Verisk Analytics, Inc. | Verisk Analytics, Inc. | Verisk Analytics, Inc. |
| 03/15/2031 | &nbsp;&nbsp; 4.450% | 955000 | &nbsp;&nbsp; 939087 |
| 03/15/2036 | &nbsp;&nbsp; 5.125% | 1910000 | &nbsp;&nbsp; 1867065 |
| WULF Compute LLC<sup>(a)</sup>  | WULF Compute LLC<sup>(a)</sup>  | WULF Compute LLC<sup>(a)</sup>  | WULF Compute LLC<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 7.750% | 625000 | &nbsp;&nbsp; 660451 |
| Xerox Holdings Corp.<sup>(a)</sup>  | Xerox Holdings Corp.<sup>(a)</sup>  | Xerox Holdings Corp.<sup>(a)</sup>  | Xerox Holdings Corp.<sup>(a)</sup>  |
| 11/30/2029 | &nbsp;&nbsp; 8.875% | 425000 | &nbsp;&nbsp; 133980 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **100435947** |
| **Tobacco 0.6%** | **Tobacco 0.6%** | **Tobacco 0.6%** | **Tobacco 0.6%** |
| Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. |
| 09/16/2046 | &nbsp;&nbsp; 3.875% | 500000 | &nbsp;&nbsp; 367656 |
| BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |
| 08/15/2037 | &nbsp;&nbsp; 4.390% | 2525000 | &nbsp;&nbsp; 2294488 |
| 08/15/2047 | &nbsp;&nbsp; 4.540% | 1282000 | &nbsp;&nbsp; 1038092 |
| 08/02/2053 | &nbsp;&nbsp; 7.081% | 335000 | &nbsp;&nbsp; 370593 |
| 08/15/2055 | &nbsp;&nbsp; 6.250% | 909000 | &nbsp;&nbsp; 915982 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  |
| 07/01/2034 | &nbsp;&nbsp; 5.875% | 2369000 | &nbsp;&nbsp; 2438307 |
| 07/01/2035 | &nbsp;&nbsp; 5.625% | 1258000 | &nbsp;&nbsp; 1265094 |
| Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 5.250% | 711000 | &nbsp;&nbsp; 727988 |
| 06/15/2035 | &nbsp;&nbsp; 5.850% | 470000 | &nbsp;&nbsp; 493598 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |
| 04/28/2028 | &nbsp;&nbsp; 4.125% | 2681000 | &nbsp;&nbsp; 2675868 |
| 04/30/2030 | &nbsp;&nbsp; 4.375% | 2269000 | &nbsp;&nbsp; 2258098 |
| 02/15/2033 | &nbsp;&nbsp; 5.375% | 1738000 | &nbsp;&nbsp; 1786345 |
| 09/07/2033 | &nbsp;&nbsp; 5.625% | 1468000 | &nbsp;&nbsp; 1531419 |
| 02/13/2034 | &nbsp;&nbsp; 5.250% | 595000 | &nbsp;&nbsp; 606341 |
| 04/30/2035 | &nbsp;&nbsp; 4.875% | 2406000 | &nbsp;&nbsp; 2368863 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **21138732** |
| **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** |
| Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.750% | 390000 | &nbsp;&nbsp; 389569 |
| 03/01/2029 | &nbsp;&nbsp; 5.375% | 260000 | &nbsp;&nbsp; 248441 |
| Hertz Corp. (The)<sup>(a)</sup>  | Hertz Corp. (The)<sup>(a)</sup>  | Hertz Corp. (The)<sup>(a)</sup>  | Hertz Corp. (The)<sup>(a)</sup>  |
| 12/01/2026 | &nbsp;&nbsp; 4.625% | 200000 | &nbsp;&nbsp; 178554 |
| Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.250% | 388000 | &nbsp;&nbsp; 393418 |
| XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.125% | 1065000 | &nbsp;&nbsp; 1097474 |
| Yinson Bergenia Production BV<sup>(a)</sup>  | Yinson Bergenia Production BV<sup>(a)</sup>  | Yinson Bergenia Production BV<sup>(a)</sup>  | Yinson Bergenia Production BV<sup>(a)</sup>  |
| 01/31/2045 | &nbsp;&nbsp; 8.498% | 338438 | &nbsp;&nbsp; 356462 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2663918** |
| **Wireless 0.1%** | **Wireless 0.1%** | **Wireless 0.1%** | **Wireless 0.1%** |
| Digicel International Finance Ltd./DIFL US LLC<sup>(a)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(a)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(a)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 8.625% | 625000 | &nbsp;&nbsp; 632572 |
| SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. |
| 02/01/2029 | &nbsp;&nbsp; 3.125% | 515000 | &nbsp;&nbsp; 488065 |
| Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. |
| 11/15/2028 | &nbsp;&nbsp; 6.875% | 229000 | &nbsp;&nbsp; 242074 |
| T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. |
| 04/15/2029 | &nbsp;&nbsp; 3.375% | 1776000 | &nbsp;&nbsp; 1721696 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| 12/15/2033 | &nbsp;&nbsp; 6.700% | 206000 | &nbsp;&nbsp; 226636 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3311043** |
| **Wirelines 0.7%** | **Wirelines 0.7%** | **Wirelines 0.7%** | **Wirelines 0.7%** |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| 04/30/2031 | &nbsp;&nbsp; 4.400% | 1764000 | &nbsp;&nbsp; 1745382 |
| 11/01/2035 | &nbsp;&nbsp; 4.900% | 2636000 | &nbsp;&nbsp; 2570187 |
| 04/30/2036 | &nbsp;&nbsp; 5.125% | 470000 | &nbsp;&nbsp; 463759 |
| 06/01/2041 | &nbsp;&nbsp; 3.500% | 580000 | &nbsp;&nbsp; 449645 |
| 11/01/2045 | &nbsp;&nbsp; 5.550% | 533000 | &nbsp;&nbsp; 504252 |
| 04/30/2046 | &nbsp;&nbsp; 5.850% | 632000 | &nbsp;&nbsp; 615073 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 09/15/2053 | &nbsp;&nbsp; 3.500% | 2503000 | &nbsp;&nbsp; 1639515 |
| 11/01/2054 | &nbsp;&nbsp; 5.700% | 1305000 | &nbsp;&nbsp; 1223326 |
| 09/15/2055 | &nbsp;&nbsp; 3.550% | 2698000 | &nbsp;&nbsp; 1754230 |
| 04/30/2056 | &nbsp;&nbsp; 6.000% | 913000 | &nbsp;&nbsp; 893003 |
| 08/15/2056 | &nbsp;&nbsp; 6.050% | 665000 | &nbsp;&nbsp; 654790 |
| 12/01/2057 | &nbsp;&nbsp; 3.800% | 792000 | &nbsp;&nbsp; 533602 |
| 09/15/2059 | &nbsp;&nbsp; 3.650% | 568000 | &nbsp;&nbsp; 367074 |
| Level 3 Financing, Inc.<sup>(a)</sup>  | Level 3 Financing, Inc.<sup>(a)</sup>  | Level 3 Financing, Inc.<sup>(a)</sup>  | Level 3 Financing, Inc.<sup>(a)</sup>  |
| 06/30/2033 | &nbsp;&nbsp; 6.875% | 460000 | &nbsp;&nbsp; 468403 |
| 03/31/2034 | &nbsp;&nbsp; 7.000% | 215000 | &nbsp;&nbsp; 220130 |
| NTT Finance Corp.<sup>(a)</sup>  | NTT Finance Corp.<sup>(a)</sup>  | NTT Finance Corp.<sup>(a)</sup>  | NTT Finance Corp.<sup>(a)</sup>  |
| 07/02/2031 | &nbsp;&nbsp; 5.136% | 250000 | &nbsp;&nbsp; 253987 |
| Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  |
| 09/30/2034 | &nbsp;&nbsp; 6.000% | 315000 | &nbsp;&nbsp; 300710 |
| Orange SA<sup>(a)</sup>  | Orange SA<sup>(a)</sup>  | Orange SA<sup>(a)</sup>  | Orange SA<sup>(a)</sup>  |
| 01/13/2029 | &nbsp;&nbsp; 4.000% | 1215000 | &nbsp;&nbsp; 1202441 |
| 01/13/2031 | &nbsp;&nbsp; 4.250% | 1790000 | &nbsp;&nbsp; 1755410 |
| 01/13/2033 | &nbsp;&nbsp; 4.750% | 1925000 | &nbsp;&nbsp; 1902382 |
| 01/13/2036 | &nbsp;&nbsp; 5.000% | 1124000 | &nbsp;&nbsp; 1103669 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| 11/30/2045 | &nbsp;&nbsp; 5.750% | 713000 | &nbsp;&nbsp; 694262 |
| 11/30/2055 | &nbsp;&nbsp; 5.875% | 1410000 | &nbsp;&nbsp; 1370295 |
| 10/30/2056 | &nbsp;&nbsp; 2.987% | 910000 | &nbsp;&nbsp; 534992 |
| 11/30/2065 | &nbsp;&nbsp; 6.000% | 1410000 | &nbsp;&nbsp; 1367841 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24588360** |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,159,518,438) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,159,518,438) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,159,518,438) | &nbsp;&nbsp; **1138537080** |
| **Foreign Government Obligations**<sup>(m),(n)</sup> **1.8%** | **Foreign Government Obligations**<sup>(m),(n)</sup> **1.8%** | **Foreign Government Obligations**<sup>(m),(n)</sup> **1.8%** | **Foreign Government Obligations**<sup>(m),(n)</sup> **1.8%** |
| **Angola 0.0%** | **Angola 0.0%** | **Angola 0.0%** | **Angola 0.0%** |
| Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  |
| 11/26/2029 | &nbsp;&nbsp; 8.000% | 200000 | &nbsp;&nbsp; 197559 |
| **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** | **Argentina 0.1%** |
| Argentine Republic Government International Bond<sup>(e)</sup>  | Argentine Republic Government International Bond<sup>(e)</sup>  | Argentine Republic Government International Bond<sup>(e)</sup>  | Argentine Republic Government International Bond<sup>(e)</sup>  |
| 07/09/2035 | &nbsp;&nbsp; 2.750% | 2190000 | &nbsp;&nbsp; 1582352 |
| 07/09/2041 | &nbsp;&nbsp; 3.625% | 800000 | &nbsp;&nbsp; 534000 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2116352** |
| **Australia 0.1%** | **Australia 0.1%** | **Australia 0.1%** | **Australia 0.1%** |
| Export Finance & Insurance Corp.<sup>(a)</sup>  | Export Finance & Insurance Corp.<sup>(a)</sup>  | Export Finance & Insurance Corp.<sup>(a)</sup>  | Export Finance & Insurance Corp.<sup>(a)</sup>  |
| 10/26/2027 | &nbsp;&nbsp; 4.625% | 2136000 | &nbsp;&nbsp; 2157510 |
| **Bahamas 0.0%** | **Bahamas 0.0%** | **Bahamas 0.0%** | **Bahamas 0.0%** |
| Bahamas Government International Bond<sup>(a)</sup>  | Bahamas Government International Bond<sup>(a)</sup>  | Bahamas Government International Bond<sup>(a)</sup>  | Bahamas Government International Bond<sup>(a)</sup>  |
| 06/24/2036 | &nbsp;&nbsp; 8.250% | 301000 | &nbsp;&nbsp; 321785 |
| **Benin 0.0%** | **Benin 0.0%** | **Benin 0.0%** | **Benin 0.0%** |
| Benin Government International Bond<sup>(a)</sup>  | Benin Government International Bond<sup>(a)</sup>  | Benin Government International Bond<sup>(a)</sup>  | Benin Government International Bond<sup>(a)</sup>  |
| 02/13/2038 | &nbsp;&nbsp; 7.960% | 510000 | &nbsp;&nbsp; 500640 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Brazil 0.0%** | **Brazil 0.0%** | **Brazil 0.0%** | **Brazil 0.0%** |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 05/13/2054 | &nbsp;&nbsp; 7.125% | 400000 | &nbsp;&nbsp; 392392 |
| **Canada 0.0%** | **Canada 0.0%** | **Canada 0.0%** | **Canada 0.0%** |
| NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.250% | 270000 | &nbsp;&nbsp; 262769 |
| 02/15/2030 | &nbsp;&nbsp; 9.000% | 870000 | &nbsp;&nbsp; 918780 |
| Ontario Teachers' Cadillac Fairview Properties Trust<sup>(a)</sup>  | Ontario Teachers' Cadillac Fairview Properties Trust<sup>(a)</sup>  | Ontario Teachers' Cadillac Fairview Properties Trust<sup>(a)</sup>  | Ontario Teachers' Cadillac Fairview Properties Trust<sup>(a)</sup>  |
| 03/20/2027 | &nbsp;&nbsp; 3.875% | 274000 | &nbsp;&nbsp; 272862 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1454411** |
| **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** |
| Chile Government International Bond | Chile Government International Bond | Chile Government International Bond | Chile Government International Bond |
| 04/13/2031 | &nbsp;&nbsp; 4.350% | 1553000 | &nbsp;&nbsp; 1522604 |
| **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 01/21/2031 | &nbsp;&nbsp; 6.125% | 200000 | &nbsp;&nbsp; 196431 |
| 02/02/2034 | &nbsp;&nbsp; 7.500% | 200000 | &nbsp;&nbsp; 204402 |
| 11/07/2036 | &nbsp;&nbsp; 7.750% | 294000 | &nbsp;&nbsp; 300728 |
| 11/14/2053 | &nbsp;&nbsp; 8.750% | 500000 | &nbsp;&nbsp; 536509 |
| Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA |
| 01/13/2033 | &nbsp;&nbsp; 8.875% | 200000 | &nbsp;&nbsp; 210486 |
| 01/19/2036 | &nbsp;&nbsp; 8.375% | 150000 | &nbsp;&nbsp; 152269 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1600825** |
| **Costa Rica 0.0%** | **Costa Rica 0.0%** | **Costa Rica 0.0%** | **Costa Rica 0.0%** |
| Instituto Costarricense de Electricidad<sup>(a)</sup>  | Instituto Costarricense de Electricidad<sup>(a)</sup>  | Instituto Costarricense de Electricidad<sup>(a)</sup>  | Instituto Costarricense de Electricidad<sup>(a)</sup>  |
| 10/07/2031 | &nbsp;&nbsp; 6.750% | 200000 | &nbsp;&nbsp; 207406 |
| **Dominican Republic 0.0%** | **Dominican Republic 0.0%** | **Dominican Republic 0.0%** | **Dominican Republic 0.0%** |
| Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  |
| 02/22/2033 | &nbsp;&nbsp; 6.000% | 450000 | &nbsp;&nbsp; 438096 |
| 03/15/2037 | &nbsp;&nbsp; 6.950% | 200000 | &nbsp;&nbsp; 203497 |
| 01/30/2060 | &nbsp;&nbsp; 5.875% | 450000 | &nbsp;&nbsp; 374852 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1016445** |
| **Ecuador 0.1%** | **Ecuador 0.1%** | **Ecuador 0.1%** | **Ecuador 0.1%** |
| Ecuador Government International Bond<sup>(a)</sup>  | Ecuador Government International Bond<sup>(a)</sup>  | Ecuador Government International Bond<sup>(a)</sup>  | Ecuador Government International Bond<sup>(a)</sup>  |
| 01/29/2034 | &nbsp;&nbsp; 8.750% | 200000 | &nbsp;&nbsp; 195879 |
| 01/29/2039 | &nbsp;&nbsp; 9.250% | 1016000 | &nbsp;&nbsp; 995042 |
| Ecuador Government International Bond<sup>(a),(e)</sup>  | Ecuador Government International Bond<sup>(a),(e)</sup>  | Ecuador Government International Bond<sup>(a),(e)</sup>  | Ecuador Government International Bond<sup>(a),(e)</sup>  |
| 07/31/2035 | &nbsp;&nbsp; 6.900% | 1117134 | &nbsp;&nbsp; 983452 |
| 07/31/2040 | &nbsp;&nbsp; 5.000% | 328933 | &nbsp;&nbsp; 256892 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2431265** |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Egypt 0.1%** | **Egypt 0.1%** | **Egypt 0.1%** | **Egypt 0.1%** |
| Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 7.600% | 200000 | &nbsp;&nbsp; 204481 |
| 02/04/2030 | &nbsp;&nbsp; 8.625% | 200000 | &nbsp;&nbsp; 207155 |
| 02/04/2033 | &nbsp;&nbsp; 9.450% | 200000 | &nbsp;&nbsp; 209961 |
| 09/30/2033 | &nbsp;&nbsp; 7.300% | 700000 | &nbsp;&nbsp; 650470 |
| 01/31/2047 | &nbsp;&nbsp; 8.500% | 900000 | &nbsp;&nbsp; 775166 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2047233** |
| **El Salvador 0.0%** | **El Salvador 0.0%** | **El Salvador 0.0%** | **El Salvador 0.0%** |
| Comision Ejecutiva Hidroelectrica del Rio Lempa<sup>(a)</sup>  | Comision Ejecutiva Hidroelectrica del Rio Lempa<sup>(a)</sup>  | Comision Ejecutiva Hidroelectrica del Rio Lempa<sup>(a)</sup>  | Comision Ejecutiva Hidroelectrica del Rio Lempa<sup>(a)</sup>  |
| 01/24/2033 | &nbsp;&nbsp; 8.650% | 400000 | &nbsp;&nbsp; 411609 |
| El Salvador Government International Bond<sup>(a)</sup>  | El Salvador Government International Bond<sup>(a)</sup>  | El Salvador Government International Bond<sup>(a)</sup>  | El Salvador Government International Bond<sup>(a)</sup>  |
| 11/21/2054 | &nbsp;&nbsp; 9.650% | 500000 | &nbsp;&nbsp; 530587 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **942196** |
| **France 0.0%** | **France 0.0%** | **France 0.0%** | **France 0.0%** |
| Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  |
| 05/23/2053 | &nbsp;&nbsp; 6.900% | 375000 | &nbsp;&nbsp; 401133 |
| **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** |
| Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  |
| 08/15/2036 | &nbsp;&nbsp; 6.250% | 500000 | &nbsp;&nbsp; 508748 |
| **Honduras 0.0%** | **Honduras 0.0%** | **Honduras 0.0%** | **Honduras 0.0%** |
| Honduras Government International Bond<sup>(a)</sup>  | Honduras Government International Bond<sup>(a)</sup>  | Honduras Government International Bond<sup>(a)</sup>  | Honduras Government International Bond<sup>(a)</sup>  |
| 11/27/2034 | &nbsp;&nbsp; 8.625% | 300000 | &nbsp;&nbsp; 337377 |
| **Indonesia 0.1%** | **Indonesia 0.1%** | **Indonesia 0.1%** | **Indonesia 0.1%** |
| Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond |
| 04/16/2031 | &nbsp;&nbsp; 4.300% | 1415000 | &nbsp;&nbsp; 1378220 |
| 04/16/2036 | &nbsp;&nbsp; 4.900% | 1299000 | &nbsp;&nbsp; 1238877 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara<sup>(a)</sup>  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara<sup>(a)</sup>  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara<sup>(a)</sup>  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara<sup>(a)</sup>  |
| 02/03/2031 | &nbsp;&nbsp; 4.750% | 1660000 | &nbsp;&nbsp; 1616360 |
| 02/03/2036 | &nbsp;&nbsp; 5.450% | 1021000 | &nbsp;&nbsp; 979295 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5212752** |
| **Israel 0.1%** | **Israel 0.1%** | **Israel 0.1%** | **Israel 0.1%** |
| Israel Government International Bond | Israel Government International Bond | Israel Government International Bond | Israel Government International Bond |
| 01/13/2031 | &nbsp;&nbsp; 4.500% | 2261000 | &nbsp;&nbsp; 2215006 |
| 07/03/2050 | &nbsp;&nbsp; 3.875% | 888000 | &nbsp;&nbsp; 622654 |
| 03/12/2054 | &nbsp;&nbsp; 5.750% | 495000 | &nbsp;&nbsp; 460017 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3297677** |
| **Ivory Coast 0.1%** | **Ivory Coast 0.1%** | **Ivory Coast 0.1%** | **Ivory Coast 0.1%** |
| Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 6.125% | 200000 | &nbsp;&nbsp; 187634 |
| 04/01/2036 | &nbsp;&nbsp; 8.075% | 852000 | &nbsp;&nbsp; 864318 |
| 01/30/2037 | &nbsp;&nbsp; 8.250% | 202000 | &nbsp;&nbsp; 206862 |
| 02/25/2041 | &nbsp;&nbsp; 6.750% | 562000 | &nbsp;&nbsp; 493591 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1752405** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Jordan 0.0%** | **Jordan 0.0%** | **Jordan 0.0%** | **Jordan 0.0%** |
| Jordan Government International Bond<sup>(a)</sup>  | Jordan Government International Bond<sup>(a)</sup>  | Jordan Government International Bond<sup>(a)</sup>  | Jordan Government International Bond<sup>(a)</sup>  |
| 11/12/2032 | &nbsp;&nbsp; 5.750% | 683000 | &nbsp;&nbsp; 656552 |
| 10/10/2047 | &nbsp;&nbsp; 7.375% | 600000 | &nbsp;&nbsp; 564913 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1221465** |
| **Kenya 0.0%** | **Kenya 0.0%** | **Kenya 0.0%** | **Kenya 0.0%** |
| Republic of Kenya Government International Bond<sup>(a)</sup>  | Republic of Kenya Government International Bond<sup>(a)</sup>  | Republic of Kenya Government International Bond<sup>(a)</sup>  | Republic of Kenya Government International Bond<sup>(a)</sup>  |
| 10/09/2033 | &nbsp;&nbsp; 7.875% | 240000 | &nbsp;&nbsp; 222248 |
| 03/05/2036 | &nbsp;&nbsp; 9.500% | 500000 | &nbsp;&nbsp; 487080 |
| 10/09/2038 | &nbsp;&nbsp; 8.800% | 340000 | &nbsp;&nbsp; 312416 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1021744** |
| **Kuwait 0.2%** | **Kuwait 0.2%** | **Kuwait 0.2%** | **Kuwait 0.2%** |
| Kuwait International Government Bond<sup>(a)</sup>  | Kuwait International Government Bond<sup>(a)</sup>  | Kuwait International Government Bond<sup>(a)</sup>  | Kuwait International Government Bond<sup>(a)</sup>  |
| 10/09/2028 | &nbsp;&nbsp; 4.016% | 2935000 | &nbsp;&nbsp; 2891863 |
| 10/09/2030 | &nbsp;&nbsp; 4.136% | 3772000 | &nbsp;&nbsp; 3687441 |
| 10/09/2035 | &nbsp;&nbsp; 4.652% | 1839000 | &nbsp;&nbsp; 1762098 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8341402** |
| **Mexico 0.4%** | **Mexico 0.4%** | **Mexico 0.4%** | **Mexico 0.4%** |
| Banco Nacional de Comercio Exterior SNC<sup>(a),(e)</sup>  | Banco Nacional de Comercio Exterior SNC<sup>(a),(e)</sup>  | Banco Nacional de Comercio Exterior SNC<sup>(a),(e)</sup>  | Banco Nacional de Comercio Exterior SNC<sup>(a),(e)</sup>  |
| 08/11/2031 | &nbsp;&nbsp; 2.720% | 520000 | &nbsp;&nbsp; 512971 |
| Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  |
| 01/28/2051 | &nbsp;&nbsp; 6.500% | 200000 | &nbsp;&nbsp; 192920 |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  |
| 01/31/2041 | &nbsp;&nbsp; 7.250% | 396203 | &nbsp;&nbsp; 396414 |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 03/22/2033 | &nbsp;&nbsp; 5.375% | 3584000 | &nbsp;&nbsp; 3497043 |
| 02/12/2034 | &nbsp;&nbsp; 3.500% | 1091000 | &nbsp;&nbsp; 925153 |
| 03/08/2044 | &nbsp;&nbsp; 4.750% | 838000 | &nbsp;&nbsp; 671141 |
| 01/23/2046 | &nbsp;&nbsp; 4.600% | 904000 | &nbsp;&nbsp; 691771 |
| 02/10/2048 | &nbsp;&nbsp; 4.600% | 750000 | &nbsp;&nbsp; 562042 |
| 02/12/2052 | &nbsp;&nbsp; 4.400% | 820000 | &nbsp;&nbsp; 579268 |
| 02/09/2056 | &nbsp;&nbsp; 6.750% | 707000 | &nbsp;&nbsp; 684252 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 06/02/2029 | &nbsp;&nbsp; 8.750% | 300000 | &nbsp;&nbsp; 315392 |
| 01/23/2030 | &nbsp;&nbsp; 6.840% | 400000 | &nbsp;&nbsp; 400097 |
| 01/28/2031 | &nbsp;&nbsp; 5.950% | 720000 | &nbsp;&nbsp; 687979 |
| 02/16/2032 | &nbsp;&nbsp; 6.700% | 520000 | &nbsp;&nbsp; 508849 |
| 02/07/2033 | &nbsp;&nbsp; 10.000% | 300000 | &nbsp;&nbsp; 341625 |
| 01/23/2050 | &nbsp;&nbsp; 7.690% | 1990000 | &nbsp;&nbsp; 1724335 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12691252** |
| **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** |
| OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  |
| 05/02/2054 | &nbsp;&nbsp; 7.500% | 300000 | &nbsp;&nbsp; 314554 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Nigeria 0.0%** | **Nigeria 0.0%** | **Nigeria 0.0%** | **Nigeria 0.0%** | **Nigeria 0.0%** |
| Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  |
| 11/28/2027 | &nbsp;&nbsp; 6.500% |  | 400000 | &nbsp;&nbsp; 401030 |
| 09/28/2028 | &nbsp;&nbsp; 6.125% |  | 200000 | &nbsp;&nbsp; 197994 |
| 01/13/2046 | &nbsp;&nbsp; 9.130% |  | 560000 | &nbsp;&nbsp; 583316 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1182340** |
| **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** | **Norway 0.1%** |
| Equinor ASA | Equinor ASA | Equinor ASA | Equinor ASA | Equinor ASA |
| 09/03/2030 | &nbsp;&nbsp; 4.500% |  | 526000 | &nbsp;&nbsp; 529233 |
| 06/03/2035 | &nbsp;&nbsp; 5.125% |  | 530000 | &nbsp;&nbsp; 538853 |
| 11/14/2035 | &nbsp;&nbsp; 4.750% |  | 1211000 | &nbsp;&nbsp; 1192476 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2260562** |
| **Pakistan 0.0%** | **Pakistan 0.0%** | **Pakistan 0.0%** | **Pakistan 0.0%** | **Pakistan 0.0%** |
| Pakistan Government International Bond<sup>(a)</sup>  | Pakistan Government International Bond<sup>(a)</sup>  | Pakistan Government International Bond<sup>(a)</sup>  | Pakistan Government International Bond<sup>(a)</sup>  | Pakistan Government International Bond<sup>(a)</sup>  |
| 04/08/2031 | &nbsp;&nbsp; 7.375% |  | 500000 | &nbsp;&nbsp; 462098 |
| 04/08/2051 | &nbsp;&nbsp; 8.875% |  | 900000 | &nbsp;&nbsp; 800718 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1262816** |
| **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** |
| Bioceanico Sovereign Certificate Ltd.<sup>(a),(j)</sup>  | Bioceanico Sovereign Certificate Ltd.<sup>(a),(j)</sup>  | Bioceanico Sovereign Certificate Ltd.<sup>(a),(j)</sup>  | Bioceanico Sovereign Certificate Ltd.<sup>(a),(j)</sup>  | Bioceanico Sovereign Certificate Ltd.<sup>(a),(j)</sup>  |
| 06/05/2034 | &nbsp;&nbsp; 0.000% |  | 275639 | &nbsp;&nbsp; 224370 |
| Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  |
| 03/13/2048 | &nbsp;&nbsp; 5.600% |  | 1000000 | &nbsp;&nbsp; 917796 |
| 03/30/2050 | &nbsp;&nbsp; 5.400% |  | 1887000 | &nbsp;&nbsp; 1678992 |
| 03/04/2055 | &nbsp;&nbsp; 6.650% |  | 366000 | &nbsp;&nbsp; 379831 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3200989** |
| **Romania 0.0%** | **Romania 0.0%** | **Romania 0.0%** | **Romania 0.0%** | **Romania 0.0%** |
| Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  |
| 09/24/2044 | &nbsp;&nbsp; 6.000% | EUR | 619000 | &nbsp;&nbsp; 657514 |
| **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** | **Saudi Arabia 0.1%** |
| Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  |
| 07/17/2054 | &nbsp;&nbsp; 5.750% |  | 443000 | &nbsp;&nbsp; 405654 |
| 06/02/2055 | &nbsp;&nbsp; 6.375% |  | 1122000 | &nbsp;&nbsp; 1112031 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1517685** |
| **South Africa 0.0%** | **South Africa 0.0%** | **South Africa 0.0%** | **South Africa 0.0%** | **South Africa 0.0%** |
| Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  |
| 11/19/2036 | &nbsp;&nbsp; 7.100% |  | 587000 | &nbsp;&nbsp; 599681 |
| 11/19/2054 | &nbsp;&nbsp; 7.950% |  | 509000 | &nbsp;&nbsp; 504461 |
| 12/11/2055 | &nbsp;&nbsp; 7.250% |  | 285000 | &nbsp;&nbsp; 260254 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1364396** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(m),(n)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Suriname 0.0%** | **Suriname 0.0%** | **Suriname 0.0%** | **Suriname 0.0%** |
| Suriname Government International Bond<sup>(a)</sup>  | Suriname Government International Bond<sup>(a)</sup>  | Suriname Government International Bond<sup>(a)</sup>  | Suriname Government International Bond<sup>(a)</sup>  |
| 11/06/2030 | &nbsp;&nbsp; 7.700% | 400000 | &nbsp;&nbsp; 404269 |
| 11/06/2035 | &nbsp;&nbsp; 8.500% | 400000 | &nbsp;&nbsp; 413497 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **817766** |
| **Trinidad and Tobago 0.0%** | **Trinidad and Tobago 0.0%** | **Trinidad and Tobago 0.0%** | **Trinidad and Tobago 0.0%** |
| Trinidad Generation Unlimited<sup>(a)</sup>  | Trinidad Generation Unlimited<sup>(a)</sup>  | Trinidad Generation Unlimited<sup>(a)</sup>  | Trinidad Generation Unlimited<sup>(a)</sup>  |
| 06/16/2033 | &nbsp;&nbsp; 7.750% | 213000 | &nbsp;&nbsp; 222458 |
| **Turkey 0.0%** | **Turkey 0.0%** | **Turkey 0.0%** | **Turkey 0.0%** |
| Istanbul Metropolitan Municipality<sup>(a)</sup>  | Istanbul Metropolitan Municipality<sup>(a)</sup>  | Istanbul Metropolitan Municipality<sup>(a)</sup>  | Istanbul Metropolitan Municipality<sup>(a)</sup>  |
| 12/06/2028 | &nbsp;&nbsp; 10.500% | 455000 | &nbsp;&nbsp; 486972 |
| TC Ziraat Bankasi AS<sup>(a)</sup>  | TC Ziraat Bankasi AS<sup>(a)</sup>  | TC Ziraat Bankasi AS<sup>(a)</sup>  | TC Ziraat Bankasi AS<sup>(a)</sup>  |
| 02/04/2030 | &nbsp;&nbsp; 7.250% | 238000 | &nbsp;&nbsp; 238335 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **725307** |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $66,122,809) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $66,122,809) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $66,122,809) | &nbsp;&nbsp; **65220965** |
| **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Higher Education 0.0%** | **Higher Education 0.0%** | **Higher Education 0.0%** | **Higher Education 0.0%** |
| Ohio State University (The) | Ohio State University (The) | Ohio State University (The) | Ohio State University (The) |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2011A | Series 2011A | Series 2011A | Series 2011A |
| 06/01/2111 | &nbsp;&nbsp; 4.800% | 500000 | &nbsp;&nbsp; 409931 |
| University of Texas System (The) | University of Texas System (The) | University of Texas System (The) | University of Texas System (The) |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2020B | Series 2020B | Series 2020B | Series 2020B |
| 08/15/2049 | &nbsp;&nbsp; 2.439% | 605000 | &nbsp;&nbsp; 367259 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **777190** |
| **Municipal Power 0.0%** | **Municipal Power 0.0%** | **Municipal Power 0.0%** | **Municipal Power 0.0%** |
| Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance |
| Customer Rate Relief Bonds | Customer Rate Relief Bonds | Customer Rate Relief Bonds | Customer Rate Relief Bonds |
| Winter Storm Uri | Winter Storm Uri | Winter Storm Uri | Winter Storm Uri |
| Series 2023 | Series 2023 | Series 2023 | Series 2023 |
| 04/01/2041 | &nbsp;&nbsp; 5.169% | 140000 | &nbsp;&nbsp; 141789 |
| **Ports 0.1%** | **Ports 0.1%** | **Ports 0.1%** | **Ports 0.1%** |
| Port Authority of New York & New Jersey | Port Authority of New York & New Jersey | Port Authority of New York & New Jersey | Port Authority of New York & New Jersey |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Consolidated 174th | Consolidated 174th | Consolidated 174th | Consolidated 174th |
| Series 2012 | Series 2012 | Series 2012 | Series 2012 |
| 10/01/2062 | &nbsp;&nbsp; 4.458% | 1850000 | &nbsp;&nbsp; 1550685 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** |
| North Texas Tollway Authority | North Texas Tollway Authority | North Texas Tollway Authority | North Texas Tollway Authority |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2009 (BAM) | Series 2009 (BAM) | Series 2009 (BAM) | Series 2009 (BAM) |
| 01/01/2049 | &nbsp;&nbsp; 6.718% | 1033000 | &nbsp;&nbsp; 1127362 |
| &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $4,603,719) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $4,603,719) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $4,603,719) | &nbsp;&nbsp; **3597026** |
| **Residential Mortgage-Backed Securities - Agency 30.2%** | **Residential Mortgage-Backed Securities - Agency 30.2%** | **Residential Mortgage-Backed Securities - Agency 30.2%** | **Residential Mortgage-Backed Securities - Agency 30.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fannie Mae Pool | Fannie Mae Pool | Fannie Mae Pool | Fannie Mae Pool |
| &nbsp;&nbsp; 06/01/2035- <br>01/01/2052<br>| &nbsp;&nbsp; 3.000% | 25265117 | &nbsp;&nbsp; 22708798 |
| 03/01/2052 | &nbsp;&nbsp; 2.500% | 11933537 | &nbsp;&nbsp; 10077937 |
| &nbsp;&nbsp; 10/01/2055- <br>11/01/2055<br>| &nbsp;&nbsp; 6.000% | 6384423 | &nbsp;&nbsp; 6657845 |
| 11/01/2055 | &nbsp;&nbsp; 6.500% | 1438378 | &nbsp;&nbsp; 1522428 |
| Fannie Mae Pool<sup>(o)</sup>  | Fannie Mae Pool<sup>(o)</sup>  | Fannie Mae Pool<sup>(o)</sup>  | Fannie Mae Pool<sup>(o)</sup>  |
| 11/01/2040 | &nbsp;&nbsp; 4.500% | 5964489 | &nbsp;&nbsp; 5924020 |
| Fannie Mae Pool<sup>(b)</sup>  | Fannie Mae Pool<sup>(b)</sup>  | Fannie Mae Pool<sup>(b)</sup>  | Fannie Mae Pool<sup>(b)</sup>  |
| &nbsp;&nbsp; 30-day Average SOFR + 2.319% <br>Floor 2.319%, Cap 10.193% <br>02/01/2055<br>| &nbsp;&nbsp; 5.193% | 2611713 | &nbsp;&nbsp; 2647907 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.300% <br>Floor 2.300%, Cap 10.016% <br>04/01/2056<br>| &nbsp;&nbsp; 5.016% | 888000 | &nbsp;&nbsp; 891604 |
| Fannie Mae Remics | Fannie Mae Remics | Fannie Mae Remics | Fannie Mae Remics |
| CMO Series 2022-6 Class CB | CMO Series 2022-6 Class CB | CMO Series 2022-6 Class CB | CMO Series 2022-6 Class CB |
| 02/25/2052 | &nbsp;&nbsp; 2.125% | 491000 | &nbsp;&nbsp; 291971 |
| CMO Series 4944A Class AC | CMO Series 4944A Class AC | CMO Series 4944A Class AC | CMO Series 4944A Class AC |
| 05/15/2044 | &nbsp;&nbsp; 2.400% | 2108723 | &nbsp;&nbsp; 1886040 |
| CMO Series 4951C Class EA | CMO Series 4951C Class EA | CMO Series 4951C Class EA | CMO Series 4951C Class EA |
| 09/15/2044 | &nbsp;&nbsp; 2.500% | 786590 | &nbsp;&nbsp; 699313 |
| Fannie Mae REMICS | Fannie Mae REMICS | Fannie Mae REMICS | Fannie Mae REMICS |
| CMO Series 2011-111 Class DB | CMO Series 2011-111 Class DB | CMO Series 2011-111 Class DB | CMO Series 2011-111 Class DB |
| 11/25/2041 | &nbsp;&nbsp; 4.000% | 1019891 | &nbsp;&nbsp; 984645 |
| CMO Series 2013-11 Class AP | CMO Series 2013-11 Class AP | CMO Series 2013-11 Class AP | CMO Series 2013-11 Class AP |
| 01/25/2043 | &nbsp;&nbsp; 1.500% | 35110 | &nbsp;&nbsp; 32252 |
| CMO Series 2014-25 Class EL | CMO Series 2014-25 Class EL | CMO Series 2014-25 Class EL | CMO Series 2014-25 Class EL |
| 05/25/2044 | &nbsp;&nbsp; 3.000% | 1017332 | &nbsp;&nbsp; 928931 |
| CMO Series 2015-8 Class AP | CMO Series 2015-8 Class AP | CMO Series 2015-8 Class AP | CMO Series 2015-8 Class AP |
| 03/25/2045 | &nbsp;&nbsp; 2.000% | 1717387 | &nbsp;&nbsp; 1541461 |
| CMO Series 2016-64 Class BC | CMO Series 2016-64 Class BC | CMO Series 2016-64 Class BC | CMO Series 2016-64 Class BC |
| 09/25/2046 | &nbsp;&nbsp; 1.750% | 1083681 | &nbsp;&nbsp; 1015176 |
| CMO Series 2016-64 Class PE | CMO Series 2016-64 Class PE | CMO Series 2016-64 Class PE | CMO Series 2016-64 Class PE |
| 09/25/2046 | &nbsp;&nbsp; 2.500% | 847000 | &nbsp;&nbsp; 652486 |
| CMO Series 2017-35 Class MC | CMO Series 2017-35 Class MC | CMO Series 2017-35 Class MC | CMO Series 2017-35 Class MC |
| 12/25/2044 | &nbsp;&nbsp; 2.625% | 544250 | &nbsp;&nbsp; 529391 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2018-38 Class MA | CMO Series 2018-38 Class MA | CMO Series 2018-38 Class MA | CMO Series 2018-38 Class MA |
| 06/25/2048 | &nbsp;&nbsp; 3.300% | 1727452 | &nbsp;&nbsp; 1649460 |
| CMO Series 2018-45B Class TM | CMO Series 2018-45B Class TM | CMO Series 2018-45B Class TM | CMO Series 2018-45B Class TM |
| 06/25/2048 | &nbsp;&nbsp; 3.000% | 1127804 | &nbsp;&nbsp; 1013476 |
| CMO Series 2018-55 Class GA | CMO Series 2018-55 Class GA | CMO Series 2018-55 Class GA | CMO Series 2018-55 Class GA |
| 08/25/2048 | &nbsp;&nbsp; 3.375% | 1300077 | &nbsp;&nbsp; 1244898 |
| CMO Series 2018-64 Class A | CMO Series 2018-64 Class A | CMO Series 2018-64 Class A | CMO Series 2018-64 Class A |
| 09/25/2048 | &nbsp;&nbsp; 3.000% | 1059808 | &nbsp;&nbsp; 945568 |
| CMO Series 2018-85 Class EA | CMO Series 2018-85 Class EA | CMO Series 2018-85 Class EA | CMO Series 2018-85 Class EA |
| 12/25/2048 | &nbsp;&nbsp; 3.500% | 778126 | &nbsp;&nbsp; 753141 |
| CMO Series 2020-34 Class AG | CMO Series 2020-34 Class AG | CMO Series 2020-34 Class AG | CMO Series 2020-34 Class AG |
| 06/25/2035 | &nbsp;&nbsp; 2.000% | 1985592 | &nbsp;&nbsp; 1890281 |
| CMO Series 2020-59 Class NC | CMO Series 2020-59 Class NC | CMO Series 2020-59 Class NC | CMO Series 2020-59 Class NC |
| 08/25/2040 | &nbsp;&nbsp; 3.000% | 1249861 | &nbsp;&nbsp; 1167841 |
| CMO Series 2021-27 Class EC | CMO Series 2021-27 Class EC | CMO Series 2021-27 Class EC | CMO Series 2021-27 Class EC |
| 05/25/2051 | &nbsp;&nbsp; 1.500% | 3101123 | &nbsp;&nbsp; 2519371 |
| CMO Series 2023-14 Class EJ | CMO Series 2023-14 Class EJ | CMO Series 2023-14 Class EJ | CMO Series 2023-14 Class EJ |
| 04/25/2049 | &nbsp;&nbsp; 2.750% | 1631506 | &nbsp;&nbsp; 1528993 |
| CMO Series 2025-18 Class MA | CMO Series 2025-18 Class MA | CMO Series 2025-18 Class MA | CMO Series 2025-18 Class MA |
| 09/25/2054 | &nbsp;&nbsp; 0.500% | 6065160 | &nbsp;&nbsp; 5155807 |
| Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  |
| CMO Series 2011-55 Class FH | CMO Series 2011-55 Class FH | CMO Series 2011-55 Class FH | CMO Series 2011-55 Class FH |
| &nbsp;&nbsp; 30-day Average SOFR + 0.554% <br>Floor 0.440%, Cap 7.000% <br>06/25/2041<br>| &nbsp;&nbsp; 4.216% | 349918 | &nbsp;&nbsp; 347356 |
| CMO Series 2014-74 Class FC | CMO Series 2014-74 Class FC | CMO Series 2014-74 Class FC | CMO Series 2014-74 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2044<br>| &nbsp;&nbsp; 4.176% | 515038 | &nbsp;&nbsp; 507756 |
| CMO Series 2016-19 Class FD | CMO Series 2016-19 Class FD | CMO Series 2016-19 Class FD | CMO Series 2016-19 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>04/25/2046<br>| &nbsp;&nbsp; 4.176% | 2785507 | &nbsp;&nbsp; 2764031 |
| CMO Series 2017-11 Class FA | CMO Series 2017-11 Class FA | CMO Series 2017-11 Class FA | CMO Series 2017-11 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.176% | 280186 | &nbsp;&nbsp; 277831 |
| CMO Series 2017-113 Class FB | CMO Series 2017-113 Class FB | CMO Series 2017-113 Class FB | CMO Series 2017-113 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250%, Cap 6.500% <br>01/25/2048<br>| &nbsp;&nbsp; 4.026% | 297085 | &nbsp;&nbsp; 293376 |
| CMO Series 2017-82 Class FE | CMO Series 2017-82 Class FE | CMO Series 2017-82 Class FE | CMO Series 2017-82 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250%, Cap 6.500% <br>10/25/2047<br>| &nbsp;&nbsp; 4.026% | 641242 | &nbsp;&nbsp; 635818 |
| CMO Series 2017-9 Class EF | CMO Series 2017-9 Class EF | CMO Series 2017-9 Class EF | CMO Series 2017-9 Class EF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.176% | 330796 | &nbsp;&nbsp; 328242 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2018-1 Class FA | CMO Series 2018-1 Class FA | CMO Series 2018-1 Class FA | CMO Series 2018-1 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250%, Cap 6.500% <br>02/25/2048<br>| &nbsp;&nbsp; 4.026% | 370015 | &nbsp;&nbsp; 365241 |
| CMO Series 2019-43 Class FC | CMO Series 2019-43 Class FC | CMO Series 2019-43 Class FC | CMO Series 2019-43 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>08/25/2049<br>| &nbsp;&nbsp; 4.176% | 1120895 | &nbsp;&nbsp; 1102715 |
| CMO Series 2023-38 Class FC | CMO Series 2023-38 Class FC | CMO Series 2023-38 Class FC | CMO Series 2023-38 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.664% <br>Floor 0.550%, Cap 7.000% <br>06/25/2040<br>| &nbsp;&nbsp; 4.326% | 2773314 | &nbsp;&nbsp; 2767405 |
| CMO Series 2023-38 Class FD | CMO Series 2023-38 Class FD | CMO Series 2023-38 Class FD | CMO Series 2023-38 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 0.864% <br>Floor 0.750%, Cap 7.500% <br>10/25/2039<br>| &nbsp;&nbsp; 4.532% | 523060 | &nbsp;&nbsp; 511548 |
| CMO Series 2025-95 Class FC | CMO Series 2025-95 Class FC | CMO Series 2025-95 Class FC | CMO Series 2025-95 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.700% <br>Floor 0.700%, Cap 8.000% <br>09/25/2052<br>| &nbsp;&nbsp; 4.362% | 3557075 | &nbsp;&nbsp; 3561758 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 10/01/2026- <br>11/01/2054<br>| &nbsp;&nbsp; 6.500% | 6193168 | &nbsp;&nbsp; 6545220 |
| &nbsp;&nbsp; 03/01/2033- <br>01/01/2050<br>| &nbsp;&nbsp; 3.000% | 37524835 | &nbsp;&nbsp; 34041918 |
| &nbsp;&nbsp; 07/01/2033- <br>04/01/2052<br>| &nbsp;&nbsp; 2.500% | 42574091 | &nbsp;&nbsp; 36919245 |
| &nbsp;&nbsp; 06/01/2035- <br>05/01/2055<br>| &nbsp;&nbsp; 5.500% | 9036793 | &nbsp;&nbsp; 9100566 |
| &nbsp;&nbsp; 09/01/2037- <br>10/01/2054<br>| &nbsp;&nbsp; 6.000% | 15677926 | &nbsp;&nbsp; 16342760 |
| 06/01/2040 | &nbsp;&nbsp; 2.000% | 4490429 | &nbsp;&nbsp; 3981166 |
| &nbsp;&nbsp; 06/01/2048- <br>07/01/2052<br>| &nbsp;&nbsp; 4.500% | 5695571 | &nbsp;&nbsp; 5538177 |
| &nbsp;&nbsp; 09/01/2048- <br>08/01/2052<br>| &nbsp;&nbsp; 4.000% | 14793926 | &nbsp;&nbsp; 14111725 |
| 12/01/2048 | &nbsp;&nbsp; 5.000% | 594941 | &nbsp;&nbsp; 591656 |
| 03/01/2052 | &nbsp;&nbsp; 3.500% | 3896776 | &nbsp;&nbsp; 3599438 |
| CMO Series 2017-4742 Class PA | CMO Series 2017-4742 Class PA | CMO Series 2017-4742 Class PA | CMO Series 2017-4742 Class PA |
| 10/15/2047 | &nbsp;&nbsp; 3.000% | 898681 | &nbsp;&nbsp; 821342 |
| CMO Series 2127 Class PG | CMO Series 2127 Class PG | CMO Series 2127 Class PG | CMO Series 2127 Class PG |
| 02/15/2029 | &nbsp;&nbsp; 6.250% | 5202 | &nbsp;&nbsp; 5231 |
| CMO Series 2165 Class PE | CMO Series 2165 Class PE | CMO Series 2165 Class PE | CMO Series 2165 Class PE |
| 06/15/2029 | &nbsp;&nbsp; 6.000% | 8813 | &nbsp;&nbsp; 8944 |
| CMO Series 2326 Class ZQ | CMO Series 2326 Class ZQ | CMO Series 2326 Class ZQ | CMO Series 2326 Class ZQ |
| 06/15/2031 | &nbsp;&nbsp; 6.500% | 47461 | &nbsp;&nbsp; 48537 |
| CMO Series 2399 Class TH | CMO Series 2399 Class TH | CMO Series 2399 Class TH | CMO Series 2399 Class TH |
| 01/15/2032 | &nbsp;&nbsp; 6.500% | 49769 | &nbsp;&nbsp; 51688 |
| CMO Series 2517 Class Z | CMO Series 2517 Class Z | CMO Series 2517 Class Z | CMO Series 2517 Class Z |
| 10/15/2032 | &nbsp;&nbsp; 5.500% | 23096 | &nbsp;&nbsp; 23541 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2557 Class HL | CMO Series 2557 Class HL | CMO Series 2557 Class HL | CMO Series 2557 Class HL |
| 01/15/2033 | &nbsp;&nbsp; 5.300% | 83656 | &nbsp;&nbsp; 84174 |
| CMO Series 262 Class 35 | CMO Series 262 Class 35 | CMO Series 262 Class 35 | CMO Series 262 Class 35 |
| 07/15/2042 | &nbsp;&nbsp; 3.500% | 1443851 | &nbsp;&nbsp; 1353563 |
| CMO Series 2752 Class EZ | CMO Series 2752 Class EZ | CMO Series 2752 Class EZ | CMO Series 2752 Class EZ |
| 02/15/2034 | &nbsp;&nbsp; 5.500% | 261542 | &nbsp;&nbsp; 267921 |
| CMO Series 2764 Class ZG | CMO Series 2764 Class ZG | CMO Series 2764 Class ZG | CMO Series 2764 Class ZG |
| 03/15/2034 | &nbsp;&nbsp; 5.500% | 216791 | &nbsp;&nbsp; 222074 |
| CMO Series 2953 Class PG | CMO Series 2953 Class PG | CMO Series 2953 Class PG | CMO Series 2953 Class PG |
| 03/15/2035 | &nbsp;&nbsp; 5.500% | 949183 | &nbsp;&nbsp; 973886 |
| CMO Series 299 Class 300 | CMO Series 299 Class 300 | CMO Series 299 Class 300 | CMO Series 299 Class 300 |
| 01/15/2043 | &nbsp;&nbsp; 3.000% | 159253 | &nbsp;&nbsp; 145421 |
| CMO Series 2990 Class UZ | CMO Series 2990 Class UZ | CMO Series 2990 Class UZ | CMO Series 2990 Class UZ |
| 06/15/2035 | &nbsp;&nbsp; 5.750% | 327890 | &nbsp;&nbsp; 341553 |
| CMO Series 3101 Class UZ | CMO Series 3101 Class UZ | CMO Series 3101 Class UZ | CMO Series 3101 Class UZ |
| 01/15/2036 | &nbsp;&nbsp; 6.000% | 92410 | &nbsp;&nbsp; 97254 |
| CMO Series 3123 Class AZ | CMO Series 3123 Class AZ | CMO Series 3123 Class AZ | CMO Series 3123 Class AZ |
| 03/15/2036 | &nbsp;&nbsp; 6.000% | 117006 | &nbsp;&nbsp; 123278 |
| CMO Series 3143 Class BC | CMO Series 3143 Class BC | CMO Series 3143 Class BC | CMO Series 3143 Class BC |
| 02/15/2036 | &nbsp;&nbsp; 5.500% | 131128 | &nbsp;&nbsp; 133813 |
| CMO Series 3164 Class MG | CMO Series 3164 Class MG | CMO Series 3164 Class MG | CMO Series 3164 Class MG |
| 06/15/2036 | &nbsp;&nbsp; 6.000% | 39922 | &nbsp;&nbsp; 42061 |
| CMO Series 3195 Class PD | CMO Series 3195 Class PD | CMO Series 3195 Class PD | CMO Series 3195 Class PD |
| 07/15/2036 | &nbsp;&nbsp; 6.500% | 46496 | &nbsp;&nbsp; 47975 |
| CMO Series 3200 Class AY | CMO Series 3200 Class AY | CMO Series 3200 Class AY | CMO Series 3200 Class AY |
| 08/15/2036 | &nbsp;&nbsp; 5.500% | 88479 | &nbsp;&nbsp; 90865 |
| CMO Series 3213 Class JE | CMO Series 3213 Class JE | CMO Series 3213 Class JE | CMO Series 3213 Class JE |
| 09/15/2036 | &nbsp;&nbsp; 6.000% | 123744 | &nbsp;&nbsp; 129215 |
| CMO Series 3423 Class PB | CMO Series 3423 Class PB | CMO Series 3423 Class PB | CMO Series 3423 Class PB |
| 03/15/2038 | &nbsp;&nbsp; 5.500% | 300039 | &nbsp;&nbsp; 309086 |
| CMO Series 3453 Class B | CMO Series 3453 Class B | CMO Series 3453 Class B | CMO Series 3453 Class B |
| 05/15/2038 | &nbsp;&nbsp; 5.500% | 8853 | &nbsp;&nbsp; 9015 |
| CMO Series 3461 Class Z | CMO Series 3461 Class Z | CMO Series 3461 Class Z | CMO Series 3461 Class Z |
| 06/15/2038 | &nbsp;&nbsp; 6.000% | 507014 | &nbsp;&nbsp; 526472 |
| CMO Series 3501 Class CB | CMO Series 3501 Class CB | CMO Series 3501 Class CB | CMO Series 3501 Class CB |
| 01/15/2039 | &nbsp;&nbsp; 5.500% | 112440 | &nbsp;&nbsp; 115575 |
| CMO Series 3704 Class CT | CMO Series 3704 Class CT | CMO Series 3704 Class CT | CMO Series 3704 Class CT |
| 12/15/2036 | &nbsp;&nbsp; 7.000% | 163616 | &nbsp;&nbsp; 173596 |
| CMO Series 3704 Class DT | CMO Series 3704 Class DT | CMO Series 3704 Class DT | CMO Series 3704 Class DT |
| 11/15/2036 | &nbsp;&nbsp; 7.500% | 166749 | &nbsp;&nbsp; 177890 |
| CMO Series 3704 Class ET | CMO Series 3704 Class ET | CMO Series 3704 Class ET | CMO Series 3704 Class ET |
| 12/15/2036 | &nbsp;&nbsp; 7.500% | 124959 | &nbsp;&nbsp; 135943 |
| CMO Series 3819 Class ZQ | CMO Series 3819 Class ZQ | CMO Series 3819 Class ZQ | CMO Series 3819 Class ZQ |
| 04/15/2036 | &nbsp;&nbsp; 6.000% | 186507 | &nbsp;&nbsp; 194576 |
| CMO Series 3890 Class ME | CMO Series 3890 Class ME | CMO Series 3890 Class ME | CMO Series 3890 Class ME |
| 07/15/2041 | &nbsp;&nbsp; 5.000% | 903802 | &nbsp;&nbsp; 925188 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4015 Class MY | CMO Series 4015 Class MY | CMO Series 4015 Class MY | CMO Series 4015 Class MY |
| 03/15/2042 | &nbsp;&nbsp; 3.500% | 1360174 | &nbsp;&nbsp; 1284331 |
| CMO Series 4177 Class MQ | CMO Series 4177 Class MQ | CMO Series 4177 Class MQ | CMO Series 4177 Class MQ |
| 03/15/2043 | &nbsp;&nbsp; 2.500% | 1000000 | &nbsp;&nbsp; 909953 |
| CMO Series 4217 Class KY | CMO Series 4217 Class KY | CMO Series 4217 Class KY | CMO Series 4217 Class KY |
| 06/15/2043 | &nbsp;&nbsp; 3.000% | 1200000 | &nbsp;&nbsp; 1063985 |
| CMO Series 4240 Class B | CMO Series 4240 Class B | CMO Series 4240 Class B | CMO Series 4240 Class B |
| 08/15/2033 | &nbsp;&nbsp; 3.000% | 1319471 | &nbsp;&nbsp; 1273147 |
| CMO Series 4880 Class DA | CMO Series 4880 Class DA | CMO Series 4880 Class DA | CMO Series 4880 Class DA |
| 05/15/2050 | &nbsp;&nbsp; 3.000% | 888384 | &nbsp;&nbsp; 819489 |
| CMO Series 5091 Class AB | CMO Series 5091 Class AB | CMO Series 5091 Class AB | CMO Series 5091 Class AB |
| 03/25/2051 | &nbsp;&nbsp; 1.500% | 1701766 | &nbsp;&nbsp; 1375641 |
| CMO Series R006 Class ZA | CMO Series R006 Class ZA | CMO Series R006 Class ZA | CMO Series R006 Class ZA |
| 04/15/2036 | &nbsp;&nbsp; 6.000% | 141847 | &nbsp;&nbsp; 147623 |
| CMO Series R007 Class ZA | CMO Series R007 Class ZA | CMO Series R007 Class ZA | CMO Series R007 Class ZA |
| 05/15/2036 | &nbsp;&nbsp; 6.000% | 269129 | &nbsp;&nbsp; 279278 |
| CMO STRIPS Series 264 Class 30 | CMO STRIPS Series 264 Class 30 | CMO STRIPS Series 264 Class 30 | CMO STRIPS Series 264 Class 30 |
| 07/15/2042 | &nbsp;&nbsp; 3.000% | 187105 | &nbsp;&nbsp; 171255 |
| Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  |
| &nbsp;&nbsp; 1-year CMT + 2.250% <br>Cap 10.346% <br>07/01/2036<br>| &nbsp;&nbsp; 6.206% | 22149 | &nbsp;&nbsp; 22820 |
| &nbsp;&nbsp; 12-month Term SOFR + 1.850% <br>Cap 9.104% <br>07/01/2040<br>| &nbsp;&nbsp; 6.345% | 46876 | &nbsp;&nbsp; 48661 |
| &nbsp;&nbsp; 12-month Term SOFR + 1.622% <br>Floor 1.622%, Cap 8.078% <br>02/01/2050<br>| &nbsp;&nbsp; 3.419% | 1167525 | &nbsp;&nbsp; 1190937 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.305% <br>Floor 2.305%, Cap 9.182% <br>05/01/2053<br>| &nbsp;&nbsp; 4.181% | 3664683 | &nbsp;&nbsp; 3702455 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.257% <br>Floor 2.257%, Cap 9.961% <br>02/01/2054<br>| &nbsp;&nbsp; 4.960% | 731346 | &nbsp;&nbsp; 737971 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.335% <br>Floor 2.335%, Cap 9.743% <br>10/01/2054<br>| &nbsp;&nbsp; 4.743% | 1600126 | &nbsp;&nbsp; 1606421 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.147% <br>Floor 2.147%, Cap 9.791% <br>01/01/2055<br>| &nbsp;&nbsp; 4.791% | 1917996 | &nbsp;&nbsp; 1934819 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.090% <br>Floor 2.090%, Cap 10.362% <br>05/01/2055<br>| &nbsp;&nbsp; 5.361% | 600072 | &nbsp;&nbsp; 608164 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.202% <br>Floor 2.202%, Cap 10.173% <br>06/01/2055<br>| &nbsp;&nbsp; 5.172% | 1675647 | &nbsp;&nbsp; 1691173 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.075% <br>Floor 2.075%, Cap 10.252% <br>07/01/2055<br>| &nbsp;&nbsp; 5.251% | 857562 | &nbsp;&nbsp; 866996 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.075% <br>Floor 2.075%, Cap 10.254% <br>07/01/2055<br>| &nbsp;&nbsp; 5.254% | 2449022 | &nbsp;&nbsp; 2468402 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| &nbsp;&nbsp; 30-day Average SOFR + 2.330% <br>Floor 2.330%, Cap 10.306% <br>08/01/2055<br>| &nbsp;&nbsp; 5.306% | 3985404 | &nbsp;&nbsp; 4029066 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.105% <br>Floor 2.105%, Cap 10.314% <br>08/01/2055<br>| &nbsp;&nbsp; 5.313% | 933044 | &nbsp;&nbsp; 947018 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.330% <br>Floor 2.330%, Cap 10.424% <br>08/01/2055<br>| &nbsp;&nbsp; 5.423% | 4477763 | &nbsp;&nbsp; 4516212 |
| CMO Series 2551 Class NS | CMO Series 2551 Class NS | CMO Series 2551 Class NS | CMO Series 2551 Class NS |
| &nbsp;&nbsp; -1.8 x 30-day Average SOFR + <br> 14.273% <br>Cap 14.483% <br>01/15/2033<br>| &nbsp;&nbsp; 7.541% | 32677 | &nbsp;&nbsp; 35113 |
| CMO Series 3852 Class QN | CMO Series 3852 Class QN | CMO Series 3852 Class QN | CMO Series 3852 Class QN |
| &nbsp;&nbsp; -3.6 x 30-day Average SOFR + <br> 26.796% <br>Cap 5.500% <br>05/15/2041<br>| &nbsp;&nbsp; 5.500% | 100471 | &nbsp;&nbsp; 95744 |
| CMO Series 4048 Class FJ | CMO Series 4048 Class FJ | CMO Series 4048 Class FJ | CMO Series 4048 Class FJ |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 9,999.000% <br>07/15/2037<br>| &nbsp;&nbsp; 4.196% | 153010 | &nbsp;&nbsp; 151579 |
| STRIPS | STRIPS | STRIPS | STRIPS |
| &nbsp;&nbsp; 30-day Average SOFR + 0.664% <br>Floor 0.550%, Cap 6.500% <br>03/15/2044<br>| &nbsp;&nbsp; 4.337% | 3919320 | &nbsp;&nbsp; 3875932 |
| Structured Pass-Through Securities | Structured Pass-Through Securities | Structured Pass-Through Securities | Structured Pass-Through Securities |
| &nbsp;&nbsp; 1-year MTA + 1.200% <br>Floor 1.200% <br>10/25/2044<br>| &nbsp;&nbsp; 4.999% | 222836 | &nbsp;&nbsp; 205877 |
| Federal Home Loan Mortgage Corp.<sup>(i)</sup>  | Federal Home Loan Mortgage Corp.<sup>(i)</sup>  | Federal Home Loan Mortgage Corp.<sup>(i)</sup>  | Federal Home Loan Mortgage Corp.<sup>(i)</sup>  |
| CMO Series 3100 Class | CMO Series 3100 Class | CMO Series 3100 Class | CMO Series 3100 Class |
| 01/15/2036 | &nbsp;&nbsp; 0.000% | 30057 | &nbsp;&nbsp; 25187 |
| CMO Series 3117 Class OG | CMO Series 3117 Class OG | CMO Series 3117 Class OG | CMO Series 3117 Class OG |
| 02/15/2036 | &nbsp;&nbsp; 0.000% | 12375 | &nbsp;&nbsp; 10969 |
| CMO Series 3181 Class OH | CMO Series 3181 Class OH | CMO Series 3181 Class OH | CMO Series 3181 Class OH |
| 07/15/2036 | &nbsp;&nbsp; 0.000% | 111006 | &nbsp;&nbsp; 94706 |
| CMO Series 3316 Class JO | CMO Series 3316 Class JO | CMO Series 3316 Class JO | CMO Series 3316 Class JO |
| 05/15/2037 | &nbsp;&nbsp; 0.000% | 5067 | &nbsp;&nbsp; 4217 |
| CMO Series 3607 Class TO | CMO Series 3607 Class TO | CMO Series 3607 Class TO | CMO Series 3607 Class TO |
| 10/15/2039 | &nbsp;&nbsp; 0.000% | 90827 | &nbsp;&nbsp; 76767 |
| CMO STRIPS Series 197 Class | CMO STRIPS Series 197 Class | CMO STRIPS Series 197 Class | CMO STRIPS Series 197 Class |
| 04/01/2028 | &nbsp;&nbsp; 0.000% | 13692 | &nbsp;&nbsp; 13246 |
| CMO STRIPS Series 310 Class | CMO STRIPS Series 310 Class | CMO STRIPS Series 310 Class | CMO STRIPS Series 310 Class |
| 09/15/2043 | &nbsp;&nbsp; 0.000% | 631774 | &nbsp;&nbsp; 476145 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  |
| CMO Series 3380 Class SI | CMO Series 3380 Class SI | CMO Series 3380 Class SI | CMO Series 3380 Class SI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.256% <br>Cap 6.370% <br>10/15/2037<br>| &nbsp;&nbsp; 2.583% | 782858 | &nbsp;&nbsp; 65730 |
| CMO Series 3385 Class SN | CMO Series 3385 Class SN | CMO Series 3385 Class SN | CMO Series 3385 Class SN |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>11/15/2037<br>| &nbsp;&nbsp; 2.213% | 22914 | &nbsp;&nbsp; 1469 |
| CMO Series 3451 Class SA | CMO Series 3451 Class SA | CMO Series 3451 Class SA | CMO Series 3451 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>05/15/2038<br>| &nbsp;&nbsp; 2.263% | 13291 | &nbsp;&nbsp; 1064 |
| CMO Series 3531 Class SM | CMO Series 3531 Class SM | CMO Series 3531 Class SM | CMO Series 3531 Class SM |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>05/15/2039<br>| &nbsp;&nbsp; 2.313% | 16975 | &nbsp;&nbsp; 1042 |
| CMO Series 3608 Class SC | CMO Series 3608 Class SC | CMO Series 3608 Class SC | CMO Series 3608 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>12/15/2039<br>| &nbsp;&nbsp; 2.463% | 77907 | &nbsp;&nbsp; 3884 |
| CMO Series 3740 Class SB | CMO Series 3740 Class SB | CMO Series 3740 Class SB | CMO Series 3740 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>10/15/2040<br>| &nbsp;&nbsp; 2.213% | 96367 | &nbsp;&nbsp; 8203 |
| CMO Series 3740 Class SC | CMO Series 3740 Class SC | CMO Series 3740 Class SC | CMO Series 3740 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>10/15/2040<br>| &nbsp;&nbsp; 2.213% | 149791 | &nbsp;&nbsp; 15138 |
| CMO STRIPS Series 239 Class S30 | CMO STRIPS Series 239 Class S30 | CMO STRIPS Series 239 Class S30 | CMO STRIPS Series 239 Class S30 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 7.586% <br>Cap 7.700% <br>08/15/2036<br>| &nbsp;&nbsp; 3.913% | 117985 | &nbsp;&nbsp; 13974 |
| Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  |
| CMO Series 3688 Class GT | CMO Series 3688 Class GT | CMO Series 3688 Class GT | CMO Series 3688 Class GT |
| 11/15/2046 | &nbsp;&nbsp; 7.459% | 107466 | &nbsp;&nbsp; 114227 |
| CMO Series 4272 Class W | CMO Series 4272 Class W | CMO Series 4272 Class W | CMO Series 4272 Class W |
| 04/15/2040 | &nbsp;&nbsp; 5.634% | 732476 | &nbsp;&nbsp; 756491 |
| Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  |
| CMO Series 3714 Class IP | CMO Series 3714 Class IP | CMO Series 3714 Class IP | CMO Series 3714 Class IP |
| 08/15/2040 | &nbsp;&nbsp; 5.000% | 50934 | &nbsp;&nbsp; 2139 |
| Federal Home Loan Mortgage Corp.<sup>(c),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(d)</sup>  |
| CMO Series 3802 Class LS | CMO Series 3802 Class LS | CMO Series 3802 Class LS | CMO Series 3802 Class LS |
| 01/15/2040 | &nbsp;&nbsp; 4.168% | 158111 | &nbsp;&nbsp; 14703 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp. REMICS<sup>(b)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b)</sup>  |
| CMO Series 3693 Class FC | CMO Series 3693 Class FC | CMO Series 3693 Class FC | CMO Series 3693 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>07/15/2040<br>| &nbsp;&nbsp; 4.287% | 632787 | &nbsp;&nbsp; 628905 |
| CMO Series 3919 Class FA | CMO Series 3919 Class FA | CMO Series 3919 Class FA | CMO Series 3919 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>09/15/2041<br>| &nbsp;&nbsp; 4.287% | 492835 | &nbsp;&nbsp; 489594 |
| CMO Series 3958 Class AF | CMO Series 3958 Class AF | CMO Series 3958 Class AF | CMO Series 3958 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>11/15/2041<br>| &nbsp;&nbsp; 4.237% | 562081 | &nbsp;&nbsp; 557420 |
| CMO Series 3975 Class FA | CMO Series 3975 Class FA | CMO Series 3975 Class FA | CMO Series 3975 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.604% <br>Floor 0.490%, Cap 7.000% <br>12/15/2041<br>| &nbsp;&nbsp; 4.277% | 520764 | &nbsp;&nbsp; 517271 |
| CMO Series 3990 Class FG | CMO Series 3990 Class FG | CMO Series 3990 Class FG | CMO Series 3990 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>01/15/2042<br>| &nbsp;&nbsp; 4.237% | 643735 | &nbsp;&nbsp; 638346 |
| CMO Series 4059 Class FP | CMO Series 4059 Class FP | CMO Series 4059 Class FP | CMO Series 4059 Class FP |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>06/15/2042<br>| &nbsp;&nbsp; 4.237% | 625108 | &nbsp;&nbsp; 618966 |
| CMO Series 4091 Class FN | CMO Series 4091 Class FN | CMO Series 4091 Class FN | CMO Series 4091 Class FN |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 7.000% <br>08/15/2042<br>| &nbsp;&nbsp; 4.187% | 607036 | &nbsp;&nbsp; 599204 |
| CMO Series 4587 Class AF | CMO Series 4587 Class AF | CMO Series 4587 Class AF | CMO Series 4587 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>06/15/2046<br>| &nbsp;&nbsp; 4.137% | 1029123 | &nbsp;&nbsp; 1021560 |
| CMO Series 4604 Class FB | CMO Series 4604 Class FB | CMO Series 4604 Class FB | CMO Series 4604 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>08/15/2046<br>| &nbsp;&nbsp; 4.187% | 1663964 | &nbsp;&nbsp; 1647095 |
| CMO Series 4620 Class LF | CMO Series 4620 Class LF | CMO Series 4620 Class LF | CMO Series 4620 Class LF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>10/15/2046<br>| &nbsp;&nbsp; 4.187% | 1111479 | &nbsp;&nbsp; 1102530 |
| CMO Series 4709 Class FA | CMO Series 4709 Class FA | CMO Series 4709 Class FA | CMO Series 4709 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 6.500% <br>08/15/2047<br>| &nbsp;&nbsp; 4.087% | 831698 | &nbsp;&nbsp; 821034 |
| CMO Series 4854 Class FB | CMO Series 4854 Class FB | CMO Series 4854 Class FB | CMO Series 4854 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 6.500% <br>01/15/2049<br>| &nbsp;&nbsp; 4.087% | 2084707 | &nbsp;&nbsp; 2059132 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4988 Class KF | CMO Series 4988 Class KF | CMO Series 4988 Class KF | CMO Series 4988 Class KF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>07/25/2050<br>| &nbsp;&nbsp; 4.126% | 945424 | &nbsp;&nbsp; 935494 |
| Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS |
| CMO Series 4160 Class HP | CMO Series 4160 Class HP | CMO Series 4160 Class HP | CMO Series 4160 Class HP |
| 01/15/2033 | &nbsp;&nbsp; 2.500% | 1207314 | &nbsp;&nbsp; 1158785 |
| CMO Series 4427 Class CE | CMO Series 4427 Class CE | CMO Series 4427 Class CE | CMO Series 4427 Class CE |
| 02/15/2034 | &nbsp;&nbsp; 3.000% | 104883 | &nbsp;&nbsp; 104087 |
| CMO Series 5202 Class KA | CMO Series 5202 Class KA | CMO Series 5202 Class KA | CMO Series 5202 Class KA |
| 06/25/2049 | &nbsp;&nbsp; 2.500% | 3716524 | &nbsp;&nbsp; 3331578 |
| CMO Series 5410 Class JY | CMO Series 5410 Class JY | CMO Series 5410 Class JY | CMO Series 5410 Class JY |
| 03/15/2044 | &nbsp;&nbsp; 3.000% | 1457000 | &nbsp;&nbsp; 1250548 |
| CMO Series 5452 Class KY | CMO Series 5452 Class KY | CMO Series 5452 Class KY | CMO Series 5452 Class KY |
| 03/15/2044 | &nbsp;&nbsp; 3.000% | 1567000 | &nbsp;&nbsp; 1342350 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 08/01/2026- <br>10/01/2054<br>| &nbsp;&nbsp; 6.500% | 5150049 | &nbsp;&nbsp; 5454915 |
| &nbsp;&nbsp; 01/01/2027- <br>09/01/2062<br>| &nbsp;&nbsp; 4.000% | 13656421 | &nbsp;&nbsp; 13046573 |
| &nbsp;&nbsp; 05/01/2033- <br>06/01/2062<br>| &nbsp;&nbsp; 3.500% | 14215288 | &nbsp;&nbsp; 13178936 |
| &nbsp;&nbsp; 11/01/2033- <br>07/01/2055<br>| &nbsp;&nbsp; 5.500% | 25455187 | &nbsp;&nbsp; 25658786 |
| &nbsp;&nbsp; 01/01/2036- <br>11/01/2052<br>| &nbsp;&nbsp; 5.000% | 4273995 | &nbsp;&nbsp; 4259748 |
| &nbsp;&nbsp; 09/01/2036- <br>08/01/2055<br>| &nbsp;&nbsp; 6.000% | 31008969 | &nbsp;&nbsp; 31997313 |
| &nbsp;&nbsp; 11/01/2037- <br>01/01/2039<br>| &nbsp;&nbsp; 7.000% | 233768 | &nbsp;&nbsp; 246868 |
| &nbsp;&nbsp; 06/01/2040- <br>04/01/2042<br>| &nbsp;&nbsp; 2.000% | 11278319 | &nbsp;&nbsp; 9945156 |
| &nbsp;&nbsp; 12/01/2040- <br>03/01/2062<br>| &nbsp;&nbsp; 2.500% | 79573552 | &nbsp;&nbsp; 68443439 |
| &nbsp;&nbsp; 08/01/2042- <br>06/01/2063<br>| &nbsp;&nbsp; 3.000% | 137705618 | &nbsp;&nbsp; 123413881 |
| &nbsp;&nbsp; 03/01/2043- <br>12/01/2061<br>| &nbsp;&nbsp; 4.500% | 12603640 | &nbsp;&nbsp; 12268069 |
| CMO Series 1999-7 Class AB | CMO Series 1999-7 Class AB | CMO Series 1999-7 Class AB | CMO Series 1999-7 Class AB |
| 03/25/2029 | &nbsp;&nbsp; 6.000% | 19625 | &nbsp;&nbsp; 19794 |
| CMO Series 2001-60 Class PX | CMO Series 2001-60 Class PX | CMO Series 2001-60 Class PX | CMO Series 2001-60 Class PX |
| 11/25/2031 | &nbsp;&nbsp; 6.000% | 53246 | &nbsp;&nbsp; 54524 |
| CMO Series 2002-50 Class ZA | CMO Series 2002-50 Class ZA | CMO Series 2002-50 Class ZA | CMO Series 2002-50 Class ZA |
| 05/25/2031 | &nbsp;&nbsp; 6.000% | 138374 | &nbsp;&nbsp; 141660 |
| CMO Series 2002-78 Class Z | CMO Series 2002-78 Class Z | CMO Series 2002-78 Class Z | CMO Series 2002-78 Class Z |
| 12/25/2032 | &nbsp;&nbsp; 5.500% | 68018 | &nbsp;&nbsp; 69507 |
| CMO Series 2003-W19 Class 1A7 | CMO Series 2003-W19 Class 1A7 | CMO Series 2003-W19 Class 1A7 | CMO Series 2003-W19 Class 1A7 |
| 11/25/2033 | &nbsp;&nbsp; 5.620% | 1140281 | &nbsp;&nbsp; 1139001 |
| CMO Series 2004-50 Class VZ | CMO Series 2004-50 Class VZ | CMO Series 2004-50 Class VZ | CMO Series 2004-50 Class VZ |
| 07/25/2034 | &nbsp;&nbsp; 5.500% | 384697 | &nbsp;&nbsp; 397227 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2004-W10 Class A6 | CMO Series 2004-W10 Class A6 | CMO Series 2004-W10 Class A6 | CMO Series 2004-W10 Class A6 |
| 08/25/2034 | &nbsp;&nbsp; 5.750% | 601765 | &nbsp;&nbsp; 617118 |
| CMO Series 2006-105 Class ME | CMO Series 2006-105 Class ME | CMO Series 2006-105 Class ME | CMO Series 2006-105 Class ME |
| 11/25/2036 | &nbsp;&nbsp; 5.500% | 206671 | &nbsp;&nbsp; 211401 |
| CMO Series 2006-16 Class HZ | CMO Series 2006-16 Class HZ | CMO Series 2006-16 Class HZ | CMO Series 2006-16 Class HZ |
| 03/25/2036 | &nbsp;&nbsp; 5.500% | 210144 | &nbsp;&nbsp; 215768 |
| CMO Series 2006-W3 Class 2A | CMO Series 2006-W3 Class 2A | CMO Series 2006-W3 Class 2A | CMO Series 2006-W3 Class 2A |
| 09/25/2046 | &nbsp;&nbsp; 6.000% | 55014 | &nbsp;&nbsp; 56178 |
| CMO Series 2007-104 Class ZE | CMO Series 2007-104 Class ZE | CMO Series 2007-104 Class ZE | CMO Series 2007-104 Class ZE |
| 08/25/2037 | &nbsp;&nbsp; 6.000% | 66936 | &nbsp;&nbsp; 69243 |
| CMO Series 2007-116 Class PB | CMO Series 2007-116 Class PB | CMO Series 2007-116 Class PB | CMO Series 2007-116 Class PB |
| 08/25/2035 | &nbsp;&nbsp; 5.500% | 67384 | &nbsp;&nbsp; 69032 |
| CMO Series 2007-18 Class MZ | CMO Series 2007-18 Class MZ | CMO Series 2007-18 Class MZ | CMO Series 2007-18 Class MZ |
| 03/25/2037 | &nbsp;&nbsp; 6.000% | 112003 | &nbsp;&nbsp; 117065 |
| CMO Series 2007-42 Class B | CMO Series 2007-42 Class B | CMO Series 2007-42 Class B | CMO Series 2007-42 Class B |
| 05/25/2037 | &nbsp;&nbsp; 6.000% | 73961 | &nbsp;&nbsp; 77306 |
| CMO Series 2007-76 Class ZG | CMO Series 2007-76 Class ZG | CMO Series 2007-76 Class ZG | CMO Series 2007-76 Class ZG |
| 08/25/2037 | &nbsp;&nbsp; 6.000% | 113862 | &nbsp;&nbsp; 116082 |
| CMO Series 2008-80 Class GP | CMO Series 2008-80 Class GP | CMO Series 2008-80 Class GP | CMO Series 2008-80 Class GP |
| 09/25/2038 | &nbsp;&nbsp; 6.250% | 13305 | &nbsp;&nbsp; 13901 |
| CMO Series 2009-59 Class HB | CMO Series 2009-59 Class HB | CMO Series 2009-59 Class HB | CMO Series 2009-59 Class HB |
| 08/25/2039 | &nbsp;&nbsp; 5.000% | 151510 | &nbsp;&nbsp; 152978 |
| CMO Series 2009-60 Class HT | CMO Series 2009-60 Class HT | CMO Series 2009-60 Class HT | CMO Series 2009-60 Class HT |
| 08/25/2039 | &nbsp;&nbsp; 6.000% | 151453 | &nbsp;&nbsp; 157965 |
| CMO Series 2009-79 Class UA | CMO Series 2009-79 Class UA | CMO Series 2009-79 Class UA | CMO Series 2009-79 Class UA |
| 03/25/2038 | &nbsp;&nbsp; 7.000% | 7407 | &nbsp;&nbsp; 7589 |
| CMO Series 2009-W1 Class A | CMO Series 2009-W1 Class A | CMO Series 2009-W1 Class A | CMO Series 2009-W1 Class A |
| 12/25/2049 | &nbsp;&nbsp; 6.000% | 164745 | &nbsp;&nbsp; 169826 |
| CMO Series 2010-111 Class AM | CMO Series 2010-111 Class AM | CMO Series 2010-111 Class AM | CMO Series 2010-111 Class AM |
| 10/25/2040 | &nbsp;&nbsp; 5.500% | 453862 | &nbsp;&nbsp; 467865 |
| CMO Series 2010-2 Class LC | CMO Series 2010-2 Class LC | CMO Series 2010-2 Class LC | CMO Series 2010-2 Class LC |
| 02/25/2040 | &nbsp;&nbsp; 5.000% | 711657 | &nbsp;&nbsp; 726730 |
| CMO Series 2011-118 Class MT | CMO Series 2011-118 Class MT | CMO Series 2011-118 Class MT | CMO Series 2011-118 Class MT |
| 11/25/2041 | &nbsp;&nbsp; 7.000% | 176046 | &nbsp;&nbsp; 186178 |
| CMO Series 2011-118 Class NT | CMO Series 2011-118 Class NT | CMO Series 2011-118 Class NT | CMO Series 2011-118 Class NT |
| 11/25/2041 | &nbsp;&nbsp; 7.000% | 205381 | &nbsp;&nbsp; 218888 |
| CMO Series 2011-31 Class DB | CMO Series 2011-31 Class DB | CMO Series 2011-31 Class DB | CMO Series 2011-31 Class DB |
| 04/25/2031 | &nbsp;&nbsp; 3.500% | 618057 | &nbsp;&nbsp; 605801 |
| CMO Series 2011-39 Class ZA | CMO Series 2011-39 Class ZA | CMO Series 2011-39 Class ZA | CMO Series 2011-39 Class ZA |
| 11/25/2032 | &nbsp;&nbsp; 6.000% | 94871 | &nbsp;&nbsp; 98031 |
| CMO Series 2011-46 Class B | CMO Series 2011-46 Class B | CMO Series 2011-46 Class B | CMO Series 2011-46 Class B |
| 05/25/2026 | &nbsp;&nbsp; 3.000% | 256 | &nbsp;&nbsp; 256 |
| CMO Series 2011-59 Class NZ | CMO Series 2011-59 Class NZ | CMO Series 2011-59 Class NZ | CMO Series 2011-59 Class NZ |
| 07/25/2041 | &nbsp;&nbsp; 5.500% | 541356 | &nbsp;&nbsp; 555368 |
| CMO Series 2013-100 Class WB | CMO Series 2013-100 Class WB | CMO Series 2013-100 Class WB | CMO Series 2013-100 Class WB |
| 10/25/2033 | &nbsp;&nbsp; 3.000% | 1449562 | &nbsp;&nbsp; 1397306 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-101 Class E | CMO Series 2013-101 Class E | CMO Series 2013-101 Class E | CMO Series 2013-101 Class E |
| 10/25/2033 | &nbsp;&nbsp; 3.000% | 1365291 | &nbsp;&nbsp; 1328143 |
| CMO Series 2013-108 Class GU | CMO Series 2013-108 Class GU | CMO Series 2013-108 Class GU | CMO Series 2013-108 Class GU |
| 10/25/2033 | &nbsp;&nbsp; 3.000% | 1112069 | &nbsp;&nbsp; 1070300 |
| CMO Series 2013-59 Class PY | CMO Series 2013-59 Class PY | CMO Series 2013-59 Class PY | CMO Series 2013-59 Class PY |
| 06/25/2043 | &nbsp;&nbsp; 2.500% | 1000000 | &nbsp;&nbsp; 834384 |
| CMO Series 2013-81 Class TA | CMO Series 2013-81 Class TA | CMO Series 2013-81 Class TA | CMO Series 2013-81 Class TA |
| 02/25/2043 | &nbsp;&nbsp; 3.000% | 335705 | &nbsp;&nbsp; 331631 |
| CMO Series 2013-90 Class DL | CMO Series 2013-90 Class DL | CMO Series 2013-90 Class DL | CMO Series 2013-90 Class DL |
| 09/25/2033 | &nbsp;&nbsp; 3.500% | 920970 | &nbsp;&nbsp; 896232 |
| CMO Series 2015-84 Class PA | CMO Series 2015-84 Class PA | CMO Series 2015-84 Class PA | CMO Series 2015-84 Class PA |
| 08/25/2033 | &nbsp;&nbsp; 1.700% | 254509 | &nbsp;&nbsp; 240004 |
| CMO Series 2016-48 Class MA | CMO Series 2016-48 Class MA | CMO Series 2016-48 Class MA | CMO Series 2016-48 Class MA |
| 06/25/2038 | &nbsp;&nbsp; 2.000% | 1248449 | &nbsp;&nbsp; 1168286 |
| CMO Series 2016-57 Class PC | CMO Series 2016-57 Class PC | CMO Series 2016-57 Class PC | CMO Series 2016-57 Class PC |
| 06/25/2046 | &nbsp;&nbsp; 1.750% | 3246040 | &nbsp;&nbsp; 2768456 |
| CMO Series 2017-13 Class PA | CMO Series 2017-13 Class PA | CMO Series 2017-13 Class PA | CMO Series 2017-13 Class PA |
| 08/25/2046 | &nbsp;&nbsp; 3.000% | 4416809 | &nbsp;&nbsp; 4133198 |
| CMO Series 2018-14 Class KC | CMO Series 2018-14 Class KC | CMO Series 2018-14 Class KC | CMO Series 2018-14 Class KC |
| 03/25/2048 | &nbsp;&nbsp; 3.000% | 68603 | &nbsp;&nbsp; 65367 |
| CMO Series 2019-25 Class PA | CMO Series 2019-25 Class PA | CMO Series 2019-25 Class PA | CMO Series 2019-25 Class PA |
| 05/25/2048 | &nbsp;&nbsp; 3.000% | 1173316 | &nbsp;&nbsp; 1094373 |
| CMO Series 2019-8 Class GA | CMO Series 2019-8 Class GA | CMO Series 2019-8 Class GA | CMO Series 2019-8 Class GA |
| 03/25/2049 | &nbsp;&nbsp; 3.000% | 2576308 | &nbsp;&nbsp; 2291874 |
| CMO Series 2020-48 Class AB | CMO Series 2020-48 Class AB | CMO Series 2020-48 Class AB | CMO Series 2020-48 Class AB |
| 07/25/2050 | &nbsp;&nbsp; 2.000% | 1528815 | &nbsp;&nbsp; 1277562 |
| CMO Series 2020-M5 Class A2 | CMO Series 2020-M5 Class A2 | CMO Series 2020-M5 Class A2 | CMO Series 2020-M5 Class A2 |
| 01/25/2030 | &nbsp;&nbsp; 2.210% | 4718837 | &nbsp;&nbsp; 4411761 |
| Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  |
| &nbsp;&nbsp; 6-month Term SOFR + 2.500% <br>Floor 2.500%, Cap 11.168% <br>03/01/2036<br>| &nbsp;&nbsp; 6.697% | 65614 | &nbsp;&nbsp; 67997 |
| &nbsp;&nbsp; 12-month Term SOFR + 1.606% <br>Floor 1.606%, Cap 7.756% <br>06/01/2050<br>| &nbsp;&nbsp; 2.756% | 882842 | &nbsp;&nbsp; 855169 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.126% <br>Floor 2.126%, Cap 9.353% <br>07/01/2052<br>| &nbsp;&nbsp; 4.353% | 2314341 | &nbsp;&nbsp; 2306962 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.127% <br>Floor 2.127%, Cap 9.585% <br>08/01/2052<br>| &nbsp;&nbsp; 4.585% | 2512894 | &nbsp;&nbsp; 2517961 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.129% <br>Floor 2.129%, Cap 9.633% <br>08/01/2052<br>| &nbsp;&nbsp; 4.633% | 1612382 | &nbsp;&nbsp; 1617258 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.120% <br>Floor 2.120%, Cap 9.103% <br>09/01/2052<br>| &nbsp;&nbsp; 4.103% | 1807531 | &nbsp;&nbsp; 1848041 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.134% <br>Floor 2.134%, Cap 9.131% <br>10/01/2052<br>| &nbsp;&nbsp; 4.131% | 4304294 | &nbsp;&nbsp; 4400395 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| &nbsp;&nbsp; 30-day Average SOFR + 2.124% <br>Floor 2.124%, Cap 9.128% <br>11/01/2052<br>| &nbsp;&nbsp; 4.128% | 1467786 | &nbsp;&nbsp; 1498021 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.297% <br>Floor 2.297%, Cap 9.670% <br>04/01/2053<br>| &nbsp;&nbsp; 4.670% | 7519260 | &nbsp;&nbsp; 7586471 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.103% <br>Floor 2.103%, Cap 10.584% <br>12/01/2053<br>| &nbsp;&nbsp; 5.584% | 1046695 | &nbsp;&nbsp; 1057239 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.310% <br>Floor 2.310%, Cap 9.965% <br>05/01/2055<br>| &nbsp;&nbsp; 4.965% | 1368073 | &nbsp;&nbsp; 1378512 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.060% <br>Floor 2.060%, Cap 10.579% <br>08/01/2055<br>| &nbsp;&nbsp; 5.579% | 1643841 | &nbsp;&nbsp; 1666989 |
| CMO Series 2003-W8 Class 3F1 | CMO Series 2003-W8 Class 3F1 | CMO Series 2003-W8 Class 3F1 | CMO Series 2003-W8 Class 3F1 |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 8.000% <br>05/25/2042<br>| &nbsp;&nbsp; 4.176% | 68704 | &nbsp;&nbsp; 68544 |
| CMO Series 2005-SV Class 75 | CMO Series 2005-SV Class 75 | CMO Series 2005-SV Class 75 | CMO Series 2005-SV Class 75 |
| &nbsp;&nbsp; -4.0 x 30-day Average SOFR + <br> 23.742% <br>Cap 24.200% <br>09/25/2035<br>| &nbsp;&nbsp; 9.095% | 8798 | &nbsp;&nbsp; 9642 |
| CMO Series 2005-W3 Class 2AF | CMO Series 2005-W3 Class 2AF | CMO Series 2005-W3 Class 2AF | CMO Series 2005-W3 Class 2AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.334% <br>Floor 0.220%, Cap 9.500% <br>03/25/2045<br>| &nbsp;&nbsp; 3.996% | 100394 | &nbsp;&nbsp; 99555 |
| CMO Series 2007-101 Class A2 | CMO Series 2007-101 Class A2 | CMO Series 2007-101 Class A2 | CMO Series 2007-101 Class A2 |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250% <br>06/27/2036<br>| &nbsp;&nbsp; 4.026% | 99666 | &nbsp;&nbsp; 98723 |
| CMO Series 2010-28 Class BS | CMO Series 2010-28 Class BS | CMO Series 2010-28 Class BS | CMO Series 2010-28 Class BS |
| &nbsp;&nbsp; -2.2 x 30-day Average SOFR + <br> 11.330% <br>Cap 11.588% <br>04/25/2040<br>| &nbsp;&nbsp; 3.091% | 21610 | &nbsp;&nbsp; 19445 |
| CMO Series 2010-35 Class SJ | CMO Series 2010-35 Class SJ | CMO Series 2010-35 Class SJ | CMO Series 2010-35 Class SJ |
| &nbsp;&nbsp; -3.3 x 30-day Average SOFR + <br> 17.285% <br>Cap 17.667% <br>04/25/2040<br>| &nbsp;&nbsp; 5.079% | 110161 | &nbsp;&nbsp; 108538 |
| CMO Series 2010-49 Class SC | CMO Series 2010-49 Class SC | CMO Series 2010-49 Class SC | CMO Series 2010-49 Class SC |
| &nbsp;&nbsp; -2.0 x 30-day Average SOFR + <br> 12.431% <br>Cap 12.660% <br>03/25/2040<br>| &nbsp;&nbsp; 5.107% | 77404 | &nbsp;&nbsp; 76129 |
| CMO Series 2011-75 Class FA | CMO Series 2011-75 Class FA | CMO Series 2011-75 Class FA | CMO Series 2011-75 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.664% <br>Floor 0.550%, Cap 6.500% <br>08/25/2041<br>| &nbsp;&nbsp; 4.326% | 47700 | &nbsp;&nbsp; 47604 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  |
| CMO Series 2003-W16 Class AF5 | CMO Series 2003-W16 Class AF5 | CMO Series 2003-W16 Class AF5 | CMO Series 2003-W16 Class AF5 |
| 11/25/2033 | &nbsp;&nbsp; 4.628% | 128220 | &nbsp;&nbsp; 129654 |
| Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  |
| CMO Series 2006-117 Class GS | CMO Series 2006-117 Class GS | CMO Series 2006-117 Class GS | CMO Series 2006-117 Class GS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>12/25/2036<br>| &nbsp;&nbsp; 2.874% | 74280 | &nbsp;&nbsp; 6745 |
| CMO Series 2006-43 Class SI | CMO Series 2006-43 Class SI | CMO Series 2006-43 Class SI | CMO Series 2006-43 Class SI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.486% <br>Cap 6.600% <br>06/25/2036<br>| &nbsp;&nbsp; 2.824% | 283995 | &nbsp;&nbsp; 28218 |
| CMO Series 2006-58 Class IG | CMO Series 2006-58 Class IG | CMO Series 2006-58 Class IG | CMO Series 2006-58 Class IG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.406% <br>Cap 6.520% <br>07/25/2036<br>| &nbsp;&nbsp; 2.744% | 67854 | &nbsp;&nbsp; 5225 |
| CMO Series 2006-8 Class WN | CMO Series 2006-8 Class WN | CMO Series 2006-8 Class WN | CMO Series 2006-8 Class WN |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>03/25/2036<br>| &nbsp;&nbsp; 2.924% | 304547 | &nbsp;&nbsp; 27450 |
| CMO Series 2006-94 Class GI | CMO Series 2006-94 Class GI | CMO Series 2006-94 Class GI | CMO Series 2006-94 Class GI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>10/25/2026<br>| &nbsp;&nbsp; 2.874% | 1024 | &nbsp;&nbsp; 3 |
| CMO Series 2007-109 Class PI | CMO Series 2007-109 Class PI | CMO Series 2007-109 Class PI | CMO Series 2007-109 Class PI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.236% <br>Cap 6.350% <br>12/25/2037<br>| &nbsp;&nbsp; 2.574% | 73375 | &nbsp;&nbsp; 4529 |
| CMO Series 2007-65 Class KI | CMO Series 2007-65 Class KI | CMO Series 2007-65 Class KI | CMO Series 2007-65 Class KI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.506% <br>Cap 6.620% <br>07/25/2037<br>| &nbsp;&nbsp; 2.844% | 50302 | &nbsp;&nbsp; 4687 |
| CMO Series 2007-72 Class EK | CMO Series 2007-72 Class EK | CMO Series 2007-72 Class EK | CMO Series 2007-72 Class EK |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.286% <br>Cap 6.400% <br>07/25/2037<br>| &nbsp;&nbsp; 2.624% | 317601 | &nbsp;&nbsp; 31903 |
| CMO Series 2007-W7 Class 2A2 | CMO Series 2007-W7 Class 2A2 | CMO Series 2007-W7 Class 2A2 | CMO Series 2007-W7 Class 2A2 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.416% <br>Cap 6.530% <br>07/25/2037<br>| &nbsp;&nbsp; 2.754% | 105348 | &nbsp;&nbsp; 8412 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2009-112 Class ST | CMO Series 2009-112 Class ST | CMO Series 2009-112 Class ST | CMO Series 2009-112 Class ST |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>01/25/2040<br>| &nbsp;&nbsp; 2.474% | 90606 | &nbsp;&nbsp; 8811 |
| CMO Series 2009-17 Class QS | CMO Series 2009-17 Class QS | CMO Series 2009-17 Class QS | CMO Series 2009-17 Class QS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>03/25/2039<br>| &nbsp;&nbsp; 2.874% | 22146 | &nbsp;&nbsp; 2060 |
| CMO Series 2009-37 Class KI | CMO Series 2009-37 Class KI | CMO Series 2009-37 Class KI | CMO Series 2009-37 Class KI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>06/25/2039<br>| &nbsp;&nbsp; 2.224% | 103611 | &nbsp;&nbsp; 6502 |
| CMO Series 2009-68 Class SA | CMO Series 2009-68 Class SA | CMO Series 2009-68 Class SA | CMO Series 2009-68 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.636% <br>Cap 6.750% <br>09/25/2039<br>| &nbsp;&nbsp; 2.974% | 138590 | &nbsp;&nbsp; 13081 |
| CMO Series 2010-125 Class SA | CMO Series 2010-125 Class SA | CMO Series 2010-125 Class SA | CMO Series 2010-125 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 4.326% <br>Cap 4.440% <br>11/25/2040<br>| &nbsp;&nbsp; 0.664% | 261449 | &nbsp;&nbsp; 9725 |
| CMO Series 2010-147 Class SA | CMO Series 2010-147 Class SA | CMO Series 2010-147 Class SA | CMO Series 2010-147 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.416% <br>Cap 6.530% <br>01/25/2041<br>| &nbsp;&nbsp; 2.754% | 596778 | &nbsp;&nbsp; 64051 |
| CMO Series 2010-35 Class SB | CMO Series 2010-35 Class SB | CMO Series 2010-35 Class SB | CMO Series 2010-35 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.306% <br>Cap 6.420% <br>04/25/2040<br>| &nbsp;&nbsp; 2.644% | 50267 | &nbsp;&nbsp; 4466 |
| CMO Series 2010-42 Class S | CMO Series 2010-42 Class S | CMO Series 2010-42 Class S | CMO Series 2010-42 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.286% <br>Cap 6.400% <br>05/25/2040<br>| &nbsp;&nbsp; 2.624% | 42522 | &nbsp;&nbsp; 3246 |
| CMO Series 2010-68 Class SA | CMO Series 2010-68 Class SA | CMO Series 2010-68 Class SA | CMO Series 2010-68 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 4.886% <br>Cap 5.000% <br>07/25/2040<br>| &nbsp;&nbsp; 1.224% | 217233 | &nbsp;&nbsp; 10715 |
| Federal National Mortgage Association<sup>(i)</sup>  | Federal National Mortgage Association<sup>(i)</sup>  | Federal National Mortgage Association<sup>(i)</sup>  | Federal National Mortgage Association<sup>(i)</sup>  |
| CMO Series 2006-15 Class OP | CMO Series 2006-15 Class OP | CMO Series 2006-15 Class OP | CMO Series 2006-15 Class OP |
| 03/25/2036 | &nbsp;&nbsp; 0.000% | 48663 | &nbsp;&nbsp; 41869 |
| CMO Series 2006-8 Class WQ | CMO Series 2006-8 Class WQ | CMO Series 2006-8 Class WQ | CMO Series 2006-8 Class WQ |
| 03/25/2036 | &nbsp;&nbsp; 0.000% | 83058 | &nbsp;&nbsp; 69680 |
| CMO Series 2009-86 Class BO | CMO Series 2009-86 Class BO | CMO Series 2009-86 Class BO | CMO Series 2009-86 Class BO |
| 03/25/2037 | &nbsp;&nbsp; 0.000% | 12457 | &nbsp;&nbsp; 11213 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-101 Class DO | CMO Series 2013-101 Class DO | CMO Series 2013-101 Class DO | CMO Series 2013-101 Class DO |
| 10/25/2043 | &nbsp;&nbsp; 0.000% | 707549 | &nbsp;&nbsp; 528049 |
| CMO Series 2013-128 Class | CMO Series 2013-128 Class | CMO Series 2013-128 Class | CMO Series 2013-128 Class |
| 12/25/2043 | &nbsp;&nbsp; 0.000% | 406935 | &nbsp;&nbsp; 315911 |
| CMO Series 2013-92 Class | CMO Series 2013-92 Class | CMO Series 2013-92 Class | CMO Series 2013-92 Class |
| 09/25/2043 | &nbsp;&nbsp; 0.000% | 450458 | &nbsp;&nbsp; 338460 |
| Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  |
| CMO Series 2009-86 Class IP | CMO Series 2009-86 Class IP | CMO Series 2009-86 Class IP | CMO Series 2009-86 Class IP |
| 10/25/2039 | &nbsp;&nbsp; 5.500% | 40886 | &nbsp;&nbsp; 6729 |
| Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  |
| CMO Series 2010-61 Class WA | CMO Series 2010-61 Class WA | CMO Series 2010-61 Class WA | CMO Series 2010-61 Class WA |
| 06/25/2040 | &nbsp;&nbsp; 6.060% | 26044 | &nbsp;&nbsp; 26307 |
| CMO Series 2011-2 Class WA | CMO Series 2011-2 Class WA | CMO Series 2011-2 Class WA | CMO Series 2011-2 Class WA |
| 02/25/2051 | &nbsp;&nbsp; 5.795% | 30562 | &nbsp;&nbsp; 31614 |
| CMO Series 2011-43 Class WA | CMO Series 2011-43 Class WA | CMO Series 2011-43 Class WA | CMO Series 2011-43 Class WA |
| 05/25/2051 | &nbsp;&nbsp; 5.713% | 49551 | &nbsp;&nbsp; 51254 |
| Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  |
| CMO Series 2011-30 Class LS | CMO Series 2011-30 Class LS | CMO Series 2011-30 Class LS | CMO Series 2011-30 Class LS |
| 04/25/2041 | &nbsp;&nbsp; 2.008% | 117203 | &nbsp;&nbsp; 8817 |
| Federal National Mortgage Association REMICS<sup>(b)</sup>  | Federal National Mortgage Association REMICS<sup>(b)</sup>  | Federal National Mortgage Association REMICS<sup>(b)</sup>  | Federal National Mortgage Association REMICS<sup>(b)</sup>  |
| CMO Series 2010-107 Class FB | CMO Series 2010-107 Class FB | CMO Series 2010-107 Class FB | CMO Series 2010-107 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.524% <br>Floor 0.410%, Cap 7.000% <br>09/25/2040<br>| &nbsp;&nbsp; 4.186% | 576262 | &nbsp;&nbsp; 571607 |
| CMO Series 2011-117 Class AF | CMO Series 2011-117 Class AF | CMO Series 2011-117 Class AF | CMO Series 2011-117 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>11/25/2041<br>| &nbsp;&nbsp; 4.226% | 409639 | &nbsp;&nbsp; 406183 |
| CMO Series 2011-117 Class FA | CMO Series 2011-117 Class FA | CMO Series 2011-117 Class FA | CMO Series 2011-117 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>11/25/2041<br>| &nbsp;&nbsp; 4.226% | 967215 | &nbsp;&nbsp; 959247 |
| CMO Series 2011-127 Class FC | CMO Series 2011-127 Class FC | CMO Series 2011-127 Class FC | CMO Series 2011-127 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>12/25/2041<br>| &nbsp;&nbsp; 4.226% | 446804 | &nbsp;&nbsp; 442450 |
| CMO Series 2011-142 Class EF | CMO Series 2011-142 Class EF | CMO Series 2011-142 Class EF | CMO Series 2011-142 Class EF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>01/25/2042<br>| &nbsp;&nbsp; 4.276% | 504948 | &nbsp;&nbsp; 501367 |
| CMO Series 2012-12 Class FA | CMO Series 2012-12 Class FA | CMO Series 2012-12 Class FA | CMO Series 2012-12 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>02/25/2042<br>| &nbsp;&nbsp; 4.276% | 443832 | &nbsp;&nbsp; 440531 |
| CMO Series 2012-47 Class JF | CMO Series 2012-47 Class JF | CMO Series 2012-47 Class JF | CMO Series 2012-47 Class JF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>05/25/2042<br>| &nbsp;&nbsp; 4.276% | 598827 | &nbsp;&nbsp; 594313 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2016-11 Class CF | CMO Series 2016-11 Class CF | CMO Series 2016-11 Class CF | CMO Series 2016-11 Class CF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>03/25/2046<br>| &nbsp;&nbsp; 4.126% | 578571 | &nbsp;&nbsp; 572008 |
| CMO Series 2016-22 Class FA | CMO Series 2016-22 Class FA | CMO Series 2016-22 Class FA | CMO Series 2016-22 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>04/25/2046<br>| &nbsp;&nbsp; 4.176% | 1509428 | &nbsp;&nbsp; 1493815 |
| CMO Series 2016-22 Class FG | CMO Series 2016-22 Class FG | CMO Series 2016-22 Class FG | CMO Series 2016-22 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>04/25/2046<br>| &nbsp;&nbsp; 4.176% | 1333514 | &nbsp;&nbsp; 1319445 |
| CMO Series 2016-69 Class BF | CMO Series 2016-69 Class BF | CMO Series 2016-69 Class BF | CMO Series 2016-69 Class BF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>10/25/2046<br>| &nbsp;&nbsp; 4.176% | 969765 | &nbsp;&nbsp; 961894 |
| CMO Series 2016-75 Class FE | CMO Series 2016-75 Class FE | CMO Series 2016-75 Class FE | CMO Series 2016-75 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>10/25/2046<br>| &nbsp;&nbsp; 4.176% | 917580 | &nbsp;&nbsp; 910373 |
| CMO Series 2016-78 Class FA | CMO Series 2016-78 Class FA | CMO Series 2016-78 Class FA | CMO Series 2016-78 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2044<br>| &nbsp;&nbsp; 4.176% | 558320 | &nbsp;&nbsp; 552602 |
| CMO Series 2016-79 Class FH | CMO Series 2016-79 Class FH | CMO Series 2016-79 Class FH | CMO Series 2016-79 Class FH |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.176% | 921989 | &nbsp;&nbsp; 914830 |
| CMO Series 2016-82 Class FE | CMO Series 2016-82 Class FE | CMO Series 2016-82 Class FE | CMO Series 2016-82 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.176% | 1601760 | &nbsp;&nbsp; 1589945 |
| CMO Series 2016-82 Class FH | CMO Series 2016-82 Class FH | CMO Series 2016-82 Class FH | CMO Series 2016-82 Class FH |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.176% | 1498407 | &nbsp;&nbsp; 1483521 |
| CMO Series 2016-84 Class FB | CMO Series 2016-84 Class FB | CMO Series 2016-84 Class FB | CMO Series 2016-84 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.176% | 898966 | &nbsp;&nbsp; 889735 |
| CMO Series 2016-86 Class FE | CMO Series 2016-86 Class FE | CMO Series 2016-86 Class FE | CMO Series 2016-86 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.176% | 2358157 | &nbsp;&nbsp; 2333590 |
| CMO Series 2016-91 Class AF | CMO Series 2016-91 Class AF | CMO Series 2016-91 Class AF | CMO Series 2016-91 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>12/25/2046<br>| &nbsp;&nbsp; 4.176% | 643682 | &nbsp;&nbsp; 639169 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2017-12 Class FD | CMO Series 2017-12 Class FD | CMO Series 2017-12 Class FD | CMO Series 2017-12 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.176% | 900355 | &nbsp;&nbsp; 892480 |
| CMO Series 2017-23 Class FA | CMO Series 2017-23 Class FA | CMO Series 2017-23 Class FA | CMO Series 2017-23 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>04/25/2047<br>| &nbsp;&nbsp; 4.176% | 1042836 | &nbsp;&nbsp; 1033011 |
| CMO Series 2017-26 Class FA | CMO Series 2017-26 Class FA | CMO Series 2017-26 Class FA | CMO Series 2017-26 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>04/25/2047<br>| &nbsp;&nbsp; 4.126% | 1828315 | &nbsp;&nbsp; 1811688 |
| CMO Series 2017-9 Class BF | CMO Series 2017-9 Class BF | CMO Series 2017-9 Class BF | CMO Series 2017-9 Class BF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.176% | 892145 | &nbsp;&nbsp; 885054 |
| CMO Series 2017-9 Class DF | CMO Series 2017-9 Class DF | CMO Series 2017-9 Class DF | CMO Series 2017-9 Class DF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.176% | 806581 | &nbsp;&nbsp; 800194 |
| CMO Series 2017-96B Class FB | CMO Series 2017-96B Class FB | CMO Series 2017-96B Class FB | CMO Series 2017-96B Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 6.500% <br>12/25/2047<br>| &nbsp;&nbsp; 4.076% | 1168023 | &nbsp;&nbsp; 1151643 |
| CMO Series 2018-36 Class FD | CMO Series 2018-36 Class FD | CMO Series 2018-36 Class FD | CMO Series 2018-36 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250%, Cap 6.500% <br>06/25/2048<br>| &nbsp;&nbsp; 4.026% | 1497073 | &nbsp;&nbsp; 1481105 |
| Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS |
| CMO Series 2013-49C Class AP | CMO Series 2013-49C Class AP | CMO Series 2013-49C Class AP | CMO Series 2013-49C Class AP |
| 05/25/2043 | &nbsp;&nbsp; 1.750% | 568315 | &nbsp;&nbsp; 491670 |
| CMO Series 2015-72 Class GL | CMO Series 2015-72 Class GL | CMO Series 2015-72 Class GL | CMO Series 2015-72 Class GL |
| 10/25/2045 | &nbsp;&nbsp; 3.000% | 751000 | &nbsp;&nbsp; 657852 |
| CMO Series 2017-24 Class PG | CMO Series 2017-24 Class PG | CMO Series 2017-24 Class PG | CMO Series 2017-24 Class PG |
| 04/25/2047 | &nbsp;&nbsp; 2.625% | 2955756 | &nbsp;&nbsp; 2596379 |
| CMO Series 2019-13 Class PE | CMO Series 2019-13 Class PE | CMO Series 2019-13 Class PE | CMO Series 2019-13 Class PE |
| 03/25/2049 | &nbsp;&nbsp; 3.000% | 660701 | &nbsp;&nbsp; 602691 |
| CMO Series 2019-81 Class LH | CMO Series 2019-81 Class LH | CMO Series 2019-81 Class LH | CMO Series 2019-81 Class LH |
| 12/25/2049 | &nbsp;&nbsp; 3.000% | 794325 | &nbsp;&nbsp; 717499 |
| CMO Series 2022-62 Class KA | CMO Series 2022-62 Class KA | CMO Series 2022-62 Class KA | CMO Series 2022-62 Class KA |
| 09/25/2052 | &nbsp;&nbsp; 3.250% | 828859 | &nbsp;&nbsp; 776391 |
| CMO Series 2024-64 Class KY | CMO Series 2024-64 Class KY | CMO Series 2024-64 Class KY | CMO Series 2024-64 Class KY |
| 12/25/2043 | &nbsp;&nbsp; 3.000% | 913000 | &nbsp;&nbsp; 781111 |
| Freddie Mac Gold Pool | Freddie Mac Gold Pool | Freddie Mac Gold Pool | Freddie Mac Gold Pool |
| &nbsp;&nbsp; 06/01/2044- <br>12/01/2046<br>| &nbsp;&nbsp; 3.000% | 10902082 | &nbsp;&nbsp; 9976158 |
| Freddie Mac Non Gold Pool<sup>(b)</sup>  | Freddie Mac Non Gold Pool<sup>(b)</sup>  | Freddie Mac Non Gold Pool<sup>(b)</sup>  | Freddie Mac Non Gold Pool<sup>(b)</sup>  |
| &nbsp;&nbsp; 30-day Average SOFR + 2.140% <br>Floor 2.140%, Cap 9.963% <br>02/01/2056<br>| &nbsp;&nbsp; 4.963% | 2841563 | &nbsp;&nbsp; 2865240 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Freddie Mac Pool | Freddie Mac Pool | Freddie Mac Pool | Freddie Mac Pool |
| 07/01/2033 | &nbsp;&nbsp; 3.000% | 692685 | &nbsp;&nbsp; 683071 |
| 06/01/2040 | &nbsp;&nbsp; 4.500% | 2748238 | &nbsp;&nbsp; 2736076 |
| 10/01/2055 | &nbsp;&nbsp; 6.500% | 1720320 | &nbsp;&nbsp; 1821877 |
| Freddie Mac Pool<sup>(o)</sup>  | Freddie Mac Pool<sup>(o)</sup>  | Freddie Mac Pool<sup>(o)</sup>  | Freddie Mac Pool<sup>(o)</sup>  |
| 05/01/2055 | &nbsp;&nbsp; 5.500% | 3688739 | &nbsp;&nbsp; 3707328 |
| Freddie Mac REMICS | Freddie Mac REMICS | Freddie Mac REMICS | Freddie Mac REMICS |
| CMO Series 205217 Class CD | CMO Series 205217 Class CD | CMO Series 205217 Class CD | CMO Series 205217 Class CD |
| 07/25/2049 | &nbsp;&nbsp; 2.500% | 1226922 | &nbsp;&nbsp; 1152178 |
| CMO Series 4091 Class BX | CMO Series 4091 Class BX | CMO Series 4091 Class BX | CMO Series 4091 Class BX |
| 10/15/2041 | &nbsp;&nbsp; 3.250% | 1048525 | &nbsp;&nbsp; 987346 |
| CMO Series 4091 Class EX | CMO Series 4091 Class EX | CMO Series 4091 Class EX | CMO Series 4091 Class EX |
| 07/15/2042 | &nbsp;&nbsp; 3.375% | 668566 | &nbsp;&nbsp; 627680 |
| CMO Series 4091 Class MX | CMO Series 4091 Class MX | CMO Series 4091 Class MX | CMO Series 4091 Class MX |
| 02/15/2042 | &nbsp;&nbsp; 3.250% | 782723 | &nbsp;&nbsp; 731582 |
| CMO Series 4117 Class HB | CMO Series 4117 Class HB | CMO Series 4117 Class HB | CMO Series 4117 Class HB |
| 10/15/2042 | &nbsp;&nbsp; 2.500% | 711464 | &nbsp;&nbsp; 638712 |
| CMO Series 4446 Class CP | CMO Series 4446 Class CP | CMO Series 4446 Class CP | CMO Series 4446 Class CP |
| 03/15/2045 | &nbsp;&nbsp; 2.250% | 899322 | &nbsp;&nbsp; 806986 |
| CMO Series 4582 Class HA | CMO Series 4582 Class HA | CMO Series 4582 Class HA | CMO Series 4582 Class HA |
| 09/15/2045 | &nbsp;&nbsp; 3.000% | 3188392 | &nbsp;&nbsp; 3003049 |
| CMO Series 4719 Class LA | CMO Series 4719 Class LA | CMO Series 4719 Class LA | CMO Series 4719 Class LA |
| 09/15/2047 | &nbsp;&nbsp; 3.500% | 954025 | &nbsp;&nbsp; 889226 |
| CMO Series 4719 Class LM | CMO Series 4719 Class LM | CMO Series 4719 Class LM | CMO Series 4719 Class LM |
| 09/15/2047 | &nbsp;&nbsp; 3.000% | 740261 | &nbsp;&nbsp; 668516 |
| CMO Series 4753 Class BD | CMO Series 4753 Class BD | CMO Series 4753 Class BD | CMO Series 4753 Class BD |
| 01/15/2048 | &nbsp;&nbsp; 3.000% | 803124 | &nbsp;&nbsp; 718665 |
| CMO Series 4857 Class JA | CMO Series 4857 Class JA | CMO Series 4857 Class JA | CMO Series 4857 Class JA |
| 01/15/2049 | &nbsp;&nbsp; 3.350% | 2699728 | &nbsp;&nbsp; 2593848 |
| CMO Series 4927 Class BG | CMO Series 4927 Class BG | CMO Series 4927 Class BG | CMO Series 4927 Class BG |
| 11/25/2049 | &nbsp;&nbsp; 3.000% | 1273316 | &nbsp;&nbsp; 1172458 |
| CMO Series 4937 Class MD | CMO Series 4937 Class MD | CMO Series 4937 Class MD | CMO Series 4937 Class MD |
| 10/25/2049 | &nbsp;&nbsp; 2.500% | 1266794 | &nbsp;&nbsp; 1121089 |
| CMO Series 4940 Class AG | CMO Series 4940 Class AG | CMO Series 4940 Class AG | CMO Series 4940 Class AG |
| 05/15/2040 | &nbsp;&nbsp; 3.000% | 953103 | &nbsp;&nbsp; 905911 |
| CMO Series 4941 Class GA | CMO Series 4941 Class GA | CMO Series 4941 Class GA | CMO Series 4941 Class GA |
| 12/15/2047 | &nbsp;&nbsp; 2.000% | 739855 | &nbsp;&nbsp; 620498 |
| CMO Series 4954 Class LB | CMO Series 4954 Class LB | CMO Series 4954 Class LB | CMO Series 4954 Class LB |
| 02/25/2050 | &nbsp;&nbsp; 2.500% | 594790 | &nbsp;&nbsp; 522588 |
| CMO Series 5020 Class ET | CMO Series 5020 Class ET | CMO Series 5020 Class ET | CMO Series 5020 Class ET |
| 10/25/2050 | &nbsp;&nbsp; 3.500% | 1148359 | &nbsp;&nbsp; 1054918 |
| CMO Series 5058 Class BC | CMO Series 5058 Class BC | CMO Series 5058 Class BC | CMO Series 5058 Class BC |
| 11/25/2050 | &nbsp;&nbsp; 5.000% | 961389 | &nbsp;&nbsp; 944693 |
| CMO Series 5092Z Class HE | CMO Series 5092Z Class HE | CMO Series 5092Z Class HE | CMO Series 5092Z Class HE |
| 02/25/2051 | &nbsp;&nbsp; 2.000% | 1354345 | &nbsp;&nbsp; 1136849 |
| CMO Series 5118 Class CA | CMO Series 5118 Class CA | CMO Series 5118 Class CA | CMO Series 5118 Class CA |
| 10/15/2033 | &nbsp;&nbsp; 1.500% | 1268636 | &nbsp;&nbsp; 1178050 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 5202R Class TA | CMO Series 5202R Class TA | CMO Series 5202R Class TA | CMO Series 5202R Class TA |
| 12/25/2048 | &nbsp;&nbsp; 2.500% | 2233389 | &nbsp;&nbsp; 2046175 |
| CMO Series 5207 Class PA | CMO Series 5207 Class PA | CMO Series 5207 Class PA | CMO Series 5207 Class PA |
| 06/25/2051 | &nbsp;&nbsp; 3.000% | 1762003 | &nbsp;&nbsp; 1582389 |
| CMO Series 5220 Class QK | CMO Series 5220 Class QK | CMO Series 5220 Class QK | CMO Series 5220 Class QK |
| 09/25/2050 | &nbsp;&nbsp; 3.500% | 3016506 | &nbsp;&nbsp; 2902631 |
| CMO Series 5228 Class TN | CMO Series 5228 Class TN | CMO Series 5228 Class TN | CMO Series 5228 Class TN |
| 07/25/2039 | &nbsp;&nbsp; 3.500% | 202972 | &nbsp;&nbsp; 195296 |
| CMO Series 5529 Class HA | CMO Series 5529 Class HA | CMO Series 5529 Class HA | CMO Series 5529 Class HA |
| 03/15/2043 | &nbsp;&nbsp; 3.000% | 6019176 | &nbsp;&nbsp; 5706864 |
| Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  |
| CMO Series 4184 Class FN | CMO Series 4184 Class FN | CMO Series 4184 Class FN | CMO Series 4184 Class FN |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 7.000% <br>03/15/2043<br>| &nbsp;&nbsp; 4.137% | 364991 | &nbsp;&nbsp; 359577 |
| CMO Series 4281 Class FA | CMO Series 4281 Class FA | CMO Series 4281 Class FA | CMO Series 4281 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>12/15/2043<br>| &nbsp;&nbsp; 4.187% | 278468 | &nbsp;&nbsp; 276089 |
| CMO Series 4290D Class LF | CMO Series 4290D Class LF | CMO Series 4290D Class LF | CMO Series 4290D Class LF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>07/15/2035<br>| &nbsp;&nbsp; 4.187% | 591331 | &nbsp;&nbsp; 587184 |
| CMO Series 4303 Class FA | CMO Series 4303 Class FA | CMO Series 4303 Class FA | CMO Series 4303 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 7.000% <br>02/15/2044<br>| &nbsp;&nbsp; 4.137% | 503666 | &nbsp;&nbsp; 497060 |
| CMO Series 4826 Class KF | CMO Series 4826 Class KF | CMO Series 4826 Class KF | CMO Series 4826 Class KF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 6.500% <br>09/15/2048<br>| &nbsp;&nbsp; 4.087% | 650751 | &nbsp;&nbsp; 636752 |
| CMO Series 4903 Class NF | CMO Series 4903 Class NF | CMO Series 4903 Class NF | CMO Series 4903 Class NF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>08/25/2049<br>| &nbsp;&nbsp; 4.176% | 574549 | &nbsp;&nbsp; 565516 |
| CMO Series 5335 Class FB | CMO Series 5335 Class FB | CMO Series 5335 Class FB | CMO Series 5335 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.814% <br>Floor 0.700%, Cap 7.500% <br>10/15/2039<br>| &nbsp;&nbsp; 4.487% | 3353002 | &nbsp;&nbsp; 3371391 |
| CMO Series 5396 Class HF | CMO Series 5396 Class HF | CMO Series 5396 Class HF | CMO Series 5396 Class HF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.950% <br>Floor 0.950%, Cap 8.000% <br>04/25/2054<br>| &nbsp;&nbsp; 4.612% | 2915568 | &nbsp;&nbsp; 2924338 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |
| 04/20/2048 | &nbsp;&nbsp; 3.500% | 920597 | &nbsp;&nbsp; 872101 |
| 04/20/2051 | &nbsp;&nbsp; 2.000% | 5963134 | &nbsp;&nbsp; 4928955 |
| 06/20/2053 | &nbsp;&nbsp; 3.000% | 7291158 | &nbsp;&nbsp; 6541001 |
| Ginnie Mae II Pool<sup>(o)</sup>  | Ginnie Mae II Pool<sup>(o)</sup>  | Ginnie Mae II Pool<sup>(o)</sup>  | Ginnie Mae II Pool<sup>(o)</sup>  |
| 11/20/2050 | &nbsp;&nbsp; 2.000% | 12484342 | &nbsp;&nbsp; 10319197 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 12/20/2037- <br>03/20/2052<br>| &nbsp;&nbsp; 2.500% | 18109475 | &nbsp;&nbsp; 15885136 |
| 09/20/2038 | &nbsp;&nbsp; 7.000% | 26837 | &nbsp;&nbsp; 27931 |
| &nbsp;&nbsp; 07/20/2040- <br>12/15/2040<br>| &nbsp;&nbsp; 3.750% | 1017117 | &nbsp;&nbsp; 965024 |
| &nbsp;&nbsp; 11/15/2040- <br>11/20/2040<br>| &nbsp;&nbsp; 3.625% | 551375 | &nbsp;&nbsp; 517078 |
| 12/15/2040 | &nbsp;&nbsp; 3.490% | 706336 | &nbsp;&nbsp; 686606 |
| &nbsp;&nbsp; 06/20/2043- <br>03/20/2052<br>| &nbsp;&nbsp; 3.000% | 20392343 | &nbsp;&nbsp; 18294003 |
| &nbsp;&nbsp; 12/20/2048- <br>04/20/2050<br>| &nbsp;&nbsp; 4.500% | 6022279 | &nbsp;&nbsp; 5860227 |
| 12/20/2048 | &nbsp;&nbsp; 5.000% | 542604 | &nbsp;&nbsp; 545932 |
| &nbsp;&nbsp; 01/20/2050- <br>02/20/2052<br>| &nbsp;&nbsp; 3.500% | 28409732 | &nbsp;&nbsp; 26123205 |
| &nbsp;&nbsp; 02/20/2050- <br>10/20/2052<br>| &nbsp;&nbsp; 4.000% | 24073448 | &nbsp;&nbsp; 22752189 |
| &nbsp;&nbsp; 10/20/2050- <br>02/20/2051<br>| &nbsp;&nbsp; 2.000% | 28032834 | &nbsp;&nbsp; 23174573 |
| 01/20/2053 | &nbsp;&nbsp; 6.000% | 5291440 | &nbsp;&nbsp; 5456980 |
| 11/01/2070 | &nbsp;&nbsp; 2.932% | 3030049 | &nbsp;&nbsp; 2748139 |
| CMO Series 2003-75 Class ZX | CMO Series 2003-75 Class ZX | CMO Series 2003-75 Class ZX | CMO Series 2003-75 Class ZX |
| 09/16/2033 | &nbsp;&nbsp; 6.000% | 163267 | &nbsp;&nbsp; 162960 |
| CMO Series 2005-26 Class XY | CMO Series 2005-26 Class XY | CMO Series 2005-26 Class XY | CMO Series 2005-26 Class XY |
| 03/20/2035 | &nbsp;&nbsp; 5.500% | 162098 | &nbsp;&nbsp; 164998 |
| CMO Series 2005-72 Class AZ | CMO Series 2005-72 Class AZ | CMO Series 2005-72 Class AZ | CMO Series 2005-72 Class AZ |
| 09/20/2035 | &nbsp;&nbsp; 5.500% | 128927 | &nbsp;&nbsp; 130718 |
| CMO Series 2006-17 Class JN | CMO Series 2006-17 Class JN | CMO Series 2006-17 Class JN | CMO Series 2006-17 Class JN |
| 04/20/2036 | &nbsp;&nbsp; 6.000% | 68257 | &nbsp;&nbsp; 68583 |
| CMO Series 2006-38 Class ZK | CMO Series 2006-38 Class ZK | CMO Series 2006-38 Class ZK | CMO Series 2006-38 Class ZK |
| 08/20/2036 | &nbsp;&nbsp; 6.500% | 282640 | &nbsp;&nbsp; 281894 |
| CMO Series 2006-69 Class MB | CMO Series 2006-69 Class MB | CMO Series 2006-69 Class MB | CMO Series 2006-69 Class MB |
| 12/20/2036 | &nbsp;&nbsp; 5.500% | 328937 | &nbsp;&nbsp; 339466 |
| CMO Series 2008-23 Class PH | CMO Series 2008-23 Class PH | CMO Series 2008-23 Class PH | CMO Series 2008-23 Class PH |
| 03/20/2038 | &nbsp;&nbsp; 5.000% | 273976 | &nbsp;&nbsp; 278938 |
| CMO Series 2010-130 Class CP | CMO Series 2010-130 Class CP | CMO Series 2010-130 Class CP | CMO Series 2010-130 Class CP |
| 10/16/2040 | &nbsp;&nbsp; 7.000% | 129720 | &nbsp;&nbsp; 137029 |
| CMO Series 2010-163 Class NC | CMO Series 2010-163 Class NC | CMO Series 2010-163 Class NC | CMO Series 2010-163 Class NC |
| 12/20/2040 | &nbsp;&nbsp; 4.000% | 1046017 | &nbsp;&nbsp; 1032936 |
| CMO Series 2013-152 Class HA | CMO Series 2013-152 Class HA | CMO Series 2013-152 Class HA | CMO Series 2013-152 Class HA |
| 06/20/2043 | &nbsp;&nbsp; 2.500% | 1229207 | &nbsp;&nbsp; 1138906 |
| CMO Series 2013-H01 Class FA | CMO Series 2013-H01 Class FA | CMO Series 2013-H01 Class FA | CMO Series 2013-H01 Class FA |
| 01/20/2063 | &nbsp;&nbsp; 1.650% | 35 | &nbsp;&nbsp; 31 |
| CMO Series 2013-H04 Class BA | CMO Series 2013-H04 Class BA | CMO Series 2013-H04 Class BA | CMO Series 2013-H04 Class BA |
| 02/20/2063 | &nbsp;&nbsp; 1.650% | 2708 | &nbsp;&nbsp; 2604 |
| CMO Series 2013-H09 Class HA | CMO Series 2013-H09 Class HA | CMO Series 2013-H09 Class HA | CMO Series 2013-H09 Class HA |
| 04/20/2063 | &nbsp;&nbsp; 1.650% | 29887 | &nbsp;&nbsp; 28595 |
| CMO Series 2014-133 Class BP | CMO Series 2014-133 Class BP | CMO Series 2014-133 Class BP | CMO Series 2014-133 Class BP |
| 09/20/2044 | &nbsp;&nbsp; 2.250% | 938866 | &nbsp;&nbsp; 844456 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2014-181 Class L | CMO Series 2014-181 Class L | CMO Series 2014-181 Class L | CMO Series 2014-181 Class L |
| 12/20/2044 | &nbsp;&nbsp; 3.000% | 876551 | &nbsp;&nbsp; 793256 |
| CMO Series 2015-144 Class CA | CMO Series 2015-144 Class CA | CMO Series 2015-144 Class CA | CMO Series 2015-144 Class CA |
| 10/20/2045 | &nbsp;&nbsp; 2.500% | 1348233 | &nbsp;&nbsp; 1187670 |
| CMO Series 2016-136 Class A | CMO Series 2016-136 Class A | CMO Series 2016-136 Class A | CMO Series 2016-136 Class A |
| 07/20/2044 | &nbsp;&nbsp; 3.000% | 814758 | &nbsp;&nbsp; 738642 |
| CMO Series 2016-93 Class AB | CMO Series 2016-93 Class AB | CMO Series 2016-93 Class AB | CMO Series 2016-93 Class AB |
| 07/20/2044 | &nbsp;&nbsp; 1.750% | 1806361 | &nbsp;&nbsp; 1522669 |
| CMO Series 2016-99 Class TL | CMO Series 2016-99 Class TL | CMO Series 2016-99 Class TL | CMO Series 2016-99 Class TL |
| 04/16/2044 | &nbsp;&nbsp; 2.000% | 400931 | &nbsp;&nbsp; 337934 |
| CMO Series 2017-139 Class GA | CMO Series 2017-139 Class GA | CMO Series 2017-139 Class GA | CMO Series 2017-139 Class GA |
| 09/20/2047 | &nbsp;&nbsp; 3.000% | 3093088 | &nbsp;&nbsp; 2795646 |
| CMO Series 2018-65 Class DC | CMO Series 2018-65 Class DC | CMO Series 2018-65 Class DC | CMO Series 2018-65 Class DC |
| 05/20/2048 | &nbsp;&nbsp; 3.500% | 1238395 | &nbsp;&nbsp; 1144772 |
| CMO Series 2019-158B Class PG | CMO Series 2019-158B Class PG | CMO Series 2019-158B Class PG | CMO Series 2019-158B Class PG |
| 12/20/2049 | &nbsp;&nbsp; 2.250% | 867785 | &nbsp;&nbsp; 731787 |
| CMO Series 2019-158B Class PK | CMO Series 2019-158B Class PK | CMO Series 2019-158B Class PK | CMO Series 2019-158B Class PK |
| 12/20/2049 | &nbsp;&nbsp; 1.750% | 1084965 | &nbsp;&nbsp; 888009 |
| CMO Series 2019-158B Class PL | CMO Series 2019-158B Class PL | CMO Series 2019-158B Class PL | CMO Series 2019-158B Class PL |
| 12/20/2049 | &nbsp;&nbsp; 1.500% | 2017873 | &nbsp;&nbsp; 1624111 |
| CMO Series 2019-78E Class PT | CMO Series 2019-78E Class PT | CMO Series 2019-78E Class PT | CMO Series 2019-78E Class PT |
| 08/20/2044 | &nbsp;&nbsp; 2.500% | 815695 | &nbsp;&nbsp; 733109 |
| CMO Series 2019-96 Class DE | CMO Series 2019-96 Class DE | CMO Series 2019-96 Class DE | CMO Series 2019-96 Class DE |
| 08/20/2049 | &nbsp;&nbsp; 2.350% | 636985 | &nbsp;&nbsp; 544566 |
| CMO Series 2020-112A Class AB | CMO Series 2020-112A Class AB | CMO Series 2020-112A Class AB | CMO Series 2020-112A Class AB |
| 08/20/2050 | &nbsp;&nbsp; 1.500% | 1699674 | &nbsp;&nbsp; 1364516 |
| CMO Series 2020-112B Class MB | CMO Series 2020-112B Class MB | CMO Series 2020-112B Class MB | CMO Series 2020-112B Class MB |
| 08/20/2050 | &nbsp;&nbsp; 1.500% | 1849964 | &nbsp;&nbsp; 1488567 |
| CMO Series 2020-17J Class AP | CMO Series 2020-17J Class AP | CMO Series 2020-17J Class AP | CMO Series 2020-17J Class AP |
| 01/20/2050 | &nbsp;&nbsp; 2.250% | 792633 | &nbsp;&nbsp; 683835 |
| CMO Series 2020-17J Class PD | CMO Series 2020-17J Class PD | CMO Series 2020-17J Class PD | CMO Series 2020-17J Class PD |
| 01/20/2050 | &nbsp;&nbsp; 2.250% | 837697 | &nbsp;&nbsp; 714355 |
| CMO Series 2020-21M Class GV | CMO Series 2020-21M Class GV | CMO Series 2020-21M Class GV | CMO Series 2020-21M Class GV |
| 10/20/2049 | &nbsp;&nbsp; 2.250% | 733800 | &nbsp;&nbsp; 640013 |
| CMO Series 2020-31G Class E | CMO Series 2020-31G Class E | CMO Series 2020-31G Class E | CMO Series 2020-31G Class E |
| 09/20/2049 | &nbsp;&nbsp; 2.000% | 1926276 | &nbsp;&nbsp; 1662501 |
| CMO Series 2020-95P Class A | CMO Series 2020-95P Class A | CMO Series 2020-95P Class A | CMO Series 2020-95P Class A |
| 07/20/2050 | &nbsp;&nbsp; 1.625% | 2927504 | &nbsp;&nbsp; 2376281 |
| CMO Series 2021-27 Class BD | CMO Series 2021-27 Class BD | CMO Series 2021-27 Class BD | CMO Series 2021-27 Class BD |
| 02/20/2051 | &nbsp;&nbsp; 5.000% | 1155722 | &nbsp;&nbsp; 1139527 |
| CMO Series 2021-27 Class NT | CMO Series 2021-27 Class NT | CMO Series 2021-27 Class NT | CMO Series 2021-27 Class NT |
| 02/20/2051 | &nbsp;&nbsp; 5.000% | 1273953 | &nbsp;&nbsp; 1243380 |
| CMO Series 2021-27 Class Q | CMO Series 2021-27 Class Q | CMO Series 2021-27 Class Q | CMO Series 2021-27 Class Q |
| 02/20/2051 | &nbsp;&nbsp; 5.000% | 1133833 | &nbsp;&nbsp; 1117586 |
| CMO Series 2021-8 Class CY | CMO Series 2021-8 Class CY | CMO Series 2021-8 Class CY | CMO Series 2021-8 Class CY |
| 01/20/2051 | &nbsp;&nbsp; 5.000% | 980369 | &nbsp;&nbsp; 966222 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2021-89 Class LK | CMO Series 2021-89 Class LK | CMO Series 2021-89 Class LK | CMO Series 2021-89 Class LK |
| 05/20/2051 | &nbsp;&nbsp; 2.000% | 2355974 | &nbsp;&nbsp; 1937392 |
| CMO Series 2022-153 Class KA | CMO Series 2022-153 Class KA | CMO Series 2022-153 Class KA | CMO Series 2022-153 Class KA |
| 12/20/2049 | &nbsp;&nbsp; 4.000% | 1190629 | &nbsp;&nbsp; 1167047 |
| CMO Series 2022-34 Class DN | CMO Series 2022-34 Class DN | CMO Series 2022-34 Class DN | CMO Series 2022-34 Class DN |
| 09/20/2041 | &nbsp;&nbsp; 3.500% | 2402509 | &nbsp;&nbsp; 2295000 |
| CMO Series 2022-46 Class LY | CMO Series 2022-46 Class LY | CMO Series 2022-46 Class LY | CMO Series 2022-46 Class LY |
| 03/20/2052 | &nbsp;&nbsp; 3.000% | 470000 | &nbsp;&nbsp; 394227 |
| CMO Series 2022-50 Class CA | CMO Series 2022-50 Class CA | CMO Series 2022-50 Class CA | CMO Series 2022-50 Class CA |
| 03/20/2052 | &nbsp;&nbsp; 3.000% | 4315777 | &nbsp;&nbsp; 3864572 |
| CMO Series 2022-66 Class CG | CMO Series 2022-66 Class CG | CMO Series 2022-66 Class CG | CMO Series 2022-66 Class CG |
| 04/20/2052 | &nbsp;&nbsp; 3.500% | 2660168 | &nbsp;&nbsp; 2533116 |
| CMO Series 2022-66 Class Y | CMO Series 2022-66 Class Y | CMO Series 2022-66 Class Y | CMO Series 2022-66 Class Y |
| 04/20/2052 | &nbsp;&nbsp; 3.500% | 585000 | &nbsp;&nbsp; 477857 |
| CMO Series 2022-78 Class HW | CMO Series 2022-78 Class HW | CMO Series 2022-78 Class HW | CMO Series 2022-78 Class HW |
| 04/20/2052 | &nbsp;&nbsp; 2.500% | 1053000 | &nbsp;&nbsp; 838076 |
| CMO Series 2024-110 Class JL | CMO Series 2024-110 Class JL | CMO Series 2024-110 Class JL | CMO Series 2024-110 Class JL |
| 10/20/2049 | &nbsp;&nbsp; 3.000% | 1262000 | &nbsp;&nbsp; 1086703 |
| CMO Series 2024-45 Class BD | CMO Series 2024-45 Class BD | CMO Series 2024-45 Class BD | CMO Series 2024-45 Class BD |
| 03/20/2054 | &nbsp;&nbsp; 2.000% | 966567 | &nbsp;&nbsp; 891943 |
| CMO Series 2025-7 Class EL | CMO Series 2025-7 Class EL | CMO Series 2025-7 Class EL | CMO Series 2025-7 Class EL |
| 01/20/2055 | &nbsp;&nbsp; 2.500% | 543000 | &nbsp;&nbsp; 383491 |
| CMO Series 2025-89 Class GT | CMO Series 2025-89 Class GT | CMO Series 2025-89 Class GT | CMO Series 2025-89 Class GT |
| 05/20/2055 | &nbsp;&nbsp; 3.000% | 1181931 | &nbsp;&nbsp; 1060325 |
| Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  |
| 03/20/2048 | &nbsp;&nbsp; 4.760% | 2230697 | &nbsp;&nbsp; 2247069 |
| CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ |
| 07/20/2060 | &nbsp;&nbsp; 5.137% | 3823 | &nbsp;&nbsp; 3826 |
| CMO Series 2011-137 Class WA | CMO Series 2011-137 Class WA | CMO Series 2011-137 Class WA | CMO Series 2011-137 Class WA |
| 07/20/2040 | &nbsp;&nbsp; 5.580% | 303963 | &nbsp;&nbsp; 313248 |
| CMO Series 2012-141 Class WC | CMO Series 2012-141 Class WC | CMO Series 2012-141 Class WC | CMO Series 2012-141 Class WC |
| 01/20/2042 | &nbsp;&nbsp; 3.741% | 222869 | &nbsp;&nbsp; 211280 |
| CMO Series 2013-54 Class WA | CMO Series 2013-54 Class WA | CMO Series 2013-54 Class WA | CMO Series 2013-54 Class WA |
| 11/20/2042 | &nbsp;&nbsp; 4.902% | 598298 | &nbsp;&nbsp; 608594 |
| CMO Series 2013-75 Class WA | CMO Series 2013-75 Class WA | CMO Series 2013-75 Class WA | CMO Series 2013-75 Class WA |
| 06/20/2040 | &nbsp;&nbsp; 5.067% | 146367 | &nbsp;&nbsp; 149047 |
| CMO Series 2021-27 Class CW | CMO Series 2021-27 Class CW | CMO Series 2021-27 Class CW | CMO Series 2021-27 Class CW |
| 02/20/2051 | &nbsp;&nbsp; 5.000% | 1412404 | &nbsp;&nbsp; 1392790 |
| Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  |
| &nbsp;&nbsp; 1-year CMT + 1.701% <br>02/20/2072<br>| &nbsp;&nbsp; 5.209% | 6075795 | &nbsp;&nbsp; 6345838 |
| &nbsp;&nbsp; 1-year CMT + 1.715% <br>04/20/2072<br>| &nbsp;&nbsp; 5.214% | 5499791 | &nbsp;&nbsp; 5746185 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2007-16 Class NS | CMO Series 2007-16 Class NS | CMO Series 2007-16 Class NS | CMO Series 2007-16 Class NS |
| &nbsp;&nbsp; -3.5 x 1-month Term SOFR + <br> 22.874% <br>Cap 23.275% <br>04/20/2037<br>| &nbsp;&nbsp; 10.012% | 26230 | &nbsp;&nbsp; 27670 |
| CMO Series 2012-H10 Class FA | CMO Series 2012-H10 Class FA | CMO Series 2012-H10 Class FA | CMO Series 2012-H10 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.664% <br>Floor 0.550%, Cap 10.500% <br>12/20/2061<br>| &nbsp;&nbsp; 4.333% | 82271 | &nbsp;&nbsp; 82314 |
| CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700% <br>05/20/2061<br>| &nbsp;&nbsp; 4.483% | 335 | &nbsp;&nbsp; 336 |
| CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650% <br>05/20/2061<br>| &nbsp;&nbsp; 4.433% | 299 | &nbsp;&nbsp; 299 |
| CMO Series 2012-H26 Class MA | CMO Series 2012-H26 Class MA | CMO Series 2012-H26 Class MA | CMO Series 2012-H26 Class MA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.664% <br>Floor 0.550% <br>07/20/2062<br>| &nbsp;&nbsp; 4.333% | 3044 | &nbsp;&nbsp; 3044 |
| CMO Series 2012-H28 Class FA | CMO Series 2012-H28 Class FA | CMO Series 2012-H28 Class FA | CMO Series 2012-H28 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.694% <br>Floor 0.580% <br>09/20/2062<br>| &nbsp;&nbsp; 4.363% | 2027 | &nbsp;&nbsp; 2031 |
| CMO Series 2012-H29 Class FA | CMO Series 2012-H29 Class FA | CMO Series 2012-H29 Class FA | CMO Series 2012-H29 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.629% <br>Floor 0.515%, Cap 11.500% <br>10/20/2062<br>| &nbsp;&nbsp; 4.298% | 54237 | &nbsp;&nbsp; 54239 |
| CMO Series 2013-H01 Class TA | CMO Series 2013-H01 Class TA | CMO Series 2013-H01 Class TA | CMO Series 2013-H01 Class TA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 10.500% <br>01/20/2063<br>| &nbsp;&nbsp; 4.283% | 4459 | &nbsp;&nbsp; 4453 |
| CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400% <br>02/20/2062<br>| &nbsp;&nbsp; 4.182% | 5879 | &nbsp;&nbsp; 5843 |
| CMO Series 2013-H07 Class GA | CMO Series 2013-H07 Class GA | CMO Series 2013-H07 Class GA | CMO Series 2013-H07 Class GA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.584% <br>Floor 0.470%, Cap 10.500% <br>03/20/2063<br>| &nbsp;&nbsp; 4.253% | 91952 | &nbsp;&nbsp; 91893 |
| CMO Series 2013-H07 Class HA | CMO Series 2013-H07 Class HA | CMO Series 2013-H07 Class HA | CMO Series 2013-H07 Class HA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.524% <br>Floor 0.410%, Cap 11.000% <br>03/20/2063<br>| &nbsp;&nbsp; 4.193% | 86248 | &nbsp;&nbsp; 86109 |
| CMO Series 2013-H09 Class GA | CMO Series 2013-H09 Class GA | CMO Series 2013-H09 Class GA | CMO Series 2013-H09 Class GA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.594% <br>Floor 0.480%, Cap 11.000% <br>04/20/2063<br>| &nbsp;&nbsp; 4.263% | 67278 | &nbsp;&nbsp; 67262 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-H09 Class SA | CMO Series 2013-H09 Class SA | CMO Series 2013-H09 Class SA | CMO Series 2013-H09 Class SA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 10.500% <br>04/20/2063<br>| &nbsp;&nbsp; 4.283% | 242455 | &nbsp;&nbsp; 242404 |
| CMO Series 2013-H21 Class FA | CMO Series 2013-H21 Class FA | CMO Series 2013-H21 Class FA | CMO Series 2013-H21 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.864% <br>Floor 0.750%, Cap 11.000% <br>09/20/2063<br>| &nbsp;&nbsp; 4.533% | 15395 | &nbsp;&nbsp; 15477 |
| CMO Series 2013-H21 Class FB | CMO Series 2013-H21 Class FB | CMO Series 2013-H21 Class FB | CMO Series 2013-H21 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700%, Cap 11.000% <br>09/20/2063<br>| &nbsp;&nbsp; 4.483% | 56644 | &nbsp;&nbsp; 56749 |
| CMO Series 2015-H23 Class FB | CMO Series 2015-H23 Class FB | CMO Series 2015-H23 Class FB | CMO Series 2015-H23 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 11.000% <br>09/20/2065<br>| &nbsp;&nbsp; 4.303% | 194624 | &nbsp;&nbsp; 194644 |
| CMO Series 2015-H26 Class FG | CMO Series 2015-H26 Class FG | CMO Series 2015-H26 Class FG | CMO Series 2015-H26 Class FG |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 11.000% <br>10/20/2065<br>| &nbsp;&nbsp; 4.303% | 122859 | &nbsp;&nbsp; 122876 |
| CMO Series 2020-H05 Class FK | CMO Series 2020-H05 Class FK | CMO Series 2020-H05 Class FK | CMO Series 2020-H05 Class FK |
| &nbsp;&nbsp; 1-month Term SOFR + 0.724% <br>Floor 0.610%, Cap 99.000% <br>03/20/2070<br>| &nbsp;&nbsp; 4.393% | 2198835 | &nbsp;&nbsp; 2191725 |
| Government National Mortgage Association<sup>(b),(d)</sup>  | Government National Mortgage Association<sup>(b),(d)</sup>  | Government National Mortgage Association<sup>(b),(d)</sup>  | Government National Mortgage Association<sup>(b),(d)</sup>  |
| CMO Series 2005-3 Class SE | CMO Series 2005-3 Class SE | CMO Series 2005-3 Class SE | CMO Series 2005-3 Class SE |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>01/20/2035<br>| &nbsp;&nbsp; 2.311% | 233299 | &nbsp;&nbsp; 3848 |
| CMO Series 2007-40 Class SN | CMO Series 2007-40 Class SN | CMO Series 2007-40 Class SN | CMO Series 2007-40 Class SN |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.566% <br>Cap 6.680% <br>07/20/2037<br>| &nbsp;&nbsp; 2.891% | 179496 | &nbsp;&nbsp; 3718 |
| CMO Series 2008-62 Class SA | CMO Series 2008-62 Class SA | CMO Series 2008-62 Class SA | CMO Series 2008-62 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.036% <br>Cap 6.150% <br>07/20/2038<br>| &nbsp;&nbsp; 2.361% | 147183 | &nbsp;&nbsp; 782 |
| CMO Series 2008-76 Class US | CMO Series 2008-76 Class US | CMO Series 2008-76 Class US | CMO Series 2008-76 Class US |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.786% <br>Cap 5.900% <br>09/20/2038<br>| &nbsp;&nbsp; 2.111% | 216629 | &nbsp;&nbsp; 3615 |
| CMO Series 2008-95 Class DS | CMO Series 2008-95 Class DS | CMO Series 2008-95 Class DS | CMO Series 2008-95 Class DS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 7.186% <br>Cap 7.300% <br>12/20/2038<br>| &nbsp;&nbsp; 3.511% | 179656 | &nbsp;&nbsp; 1383 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2009-106 Class ST | CMO Series 2009-106 Class ST | CMO Series 2009-106 Class ST | CMO Series 2009-106 Class ST |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.886% <br>Cap 6.000% <br>02/20/2038<br>| &nbsp;&nbsp; 2.211% | 272220 | &nbsp;&nbsp; 3146 |
| CMO Series 2009-64 Class SN | CMO Series 2009-64 Class SN | CMO Series 2009-64 Class SN | CMO Series 2009-64 Class SN |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>07/16/2039<br>| &nbsp;&nbsp; 2.313% | 76606 | &nbsp;&nbsp; 3328 |
| CMO Series 2009-67 Class SA | CMO Series 2009-67 Class SA | CMO Series 2009-67 Class SA | CMO Series 2009-67 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>08/16/2039<br>| &nbsp;&nbsp; 2.263% | 82168 | &nbsp;&nbsp; 6092 |
| CMO Series 2009-72 Class SM | CMO Series 2009-72 Class SM | CMO Series 2009-72 Class SM | CMO Series 2009-72 Class SM |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.136% <br>Cap 6.250% <br>08/16/2039<br>| &nbsp;&nbsp; 2.463% | 195195 | &nbsp;&nbsp; 13825 |
| CMO Series 2009-81 Class SB | CMO Series 2009-81 Class SB | CMO Series 2009-81 Class SB | CMO Series 2009-81 Class SB |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.976% <br>Cap 6.090% <br>09/20/2039<br>| &nbsp;&nbsp; 2.301% | 300862 | &nbsp;&nbsp; 24635 |
| CMO Series 2010-47 Class PX | CMO Series 2010-47 Class PX | CMO Series 2010-47 Class PX | CMO Series 2010-47 Class PX |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.586% <br>Cap 6.700% <br>06/20/2037<br>| &nbsp;&nbsp; 2.911% | 324061 | &nbsp;&nbsp; 16547 |
| CMO Series 2011-75 Class SM | CMO Series 2011-75 Class SM | CMO Series 2011-75 Class SM | CMO Series 2011-75 Class SM |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.486% <br>Cap 6.600% <br>05/20/2041<br>| &nbsp;&nbsp; 2.811% | 145287 | &nbsp;&nbsp; 8942 |
| Government National Mortgage Association<sup>(i)</sup>  | Government National Mortgage Association<sup>(i)</sup>  | Government National Mortgage Association<sup>(i)</sup>  | Government National Mortgage Association<sup>(i)</sup>  |
| CMO Series 2008-1 Class PO | CMO Series 2008-1 Class PO | CMO Series 2008-1 Class PO | CMO Series 2008-1 Class PO |
| 01/20/2038 | &nbsp;&nbsp; 0.000% | 30819 | &nbsp;&nbsp; 25017 |
| CMO Series 2010-157 Class OP | CMO Series 2010-157 Class OP | CMO Series 2010-157 Class OP | CMO Series 2010-157 Class OP |
| 12/20/2040 | &nbsp;&nbsp; 0.000% | 172117 | &nbsp;&nbsp; 148668 |
| Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  |
| CMO Series 2010-107 Class IL | CMO Series 2010-107 Class IL | CMO Series 2010-107 Class IL | CMO Series 2010-107 Class IL |
| 07/20/2039 | &nbsp;&nbsp; 6.000% | 207347 | &nbsp;&nbsp; 36176 |
| Government National Mortgage Association TBA<sup>(h)</sup>  | Government National Mortgage Association TBA<sup>(h)</sup>  | Government National Mortgage Association TBA<sup>(h)</sup>  | Government National Mortgage Association TBA<sup>(h)</sup>  |
| 05/20/2056 | &nbsp;&nbsp; 5.000% | 5700000 | &nbsp;&nbsp; 5633368 |
| 06/22/2056 | &nbsp;&nbsp; 5.500% | 6300000 | &nbsp;&nbsp; 6317975 |
| Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust |
| CMO Series 2018-4 Class MZ (FHLMC) | CMO Series 2018-4 Class MZ (FHLMC) | CMO Series 2018-4 Class MZ (FHLMC) | CMO Series 2018-4 Class MZ (FHLMC) |
| 03/25/2058 | &nbsp;&nbsp; 3.500% | 4276470 | &nbsp;&nbsp; 3398953 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Uniform Mortgage-Backed Security TBA<sup>(h)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(h)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(h)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(h)</sup>  |
| 04/16/2041 | &nbsp;&nbsp; 4.500% | 12600000 | &nbsp;&nbsp; 12509243 |
| 04/13/2056 | &nbsp;&nbsp; 2.500% | 20750000 | &nbsp;&nbsp; 17442969 |
| &nbsp;&nbsp; 04/13/2056- <br>06/11/2056<br>| &nbsp;&nbsp; 5.000% | 60800000 | &nbsp;&nbsp; 59925937 |
| &nbsp;&nbsp; 04/13/2056- <br>05/13/2056<br>| &nbsp;&nbsp; 5.500% | 48000000 | &nbsp;&nbsp; 48196065 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,131,948,520) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,131,948,520) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,131,948,520) | &nbsp;&nbsp; **1117184170** |
| **Residential Mortgage-Backed Securities - Non-Agency 2.6%** | **Residential Mortgage-Backed Securities - Non-Agency 2.6%** | **Residential Mortgage-Backed Securities - Non-Agency 2.6%** | **Residential Mortgage-Backed Securities - Non-Agency 2.6%** |
| Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 |
| 09/25/2066 | &nbsp;&nbsp; 1.458% | 1079294 | &nbsp;&nbsp; 912535 |
| Asset Based Lending LLC<sup>(a),(e)</sup>  | Asset Based Lending LLC<sup>(a),(e)</sup>  | Asset Based Lending LLC<sup>(a),(e)</sup>  | Asset Based Lending LLC<sup>(a),(e)</sup>  |
| CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 |
| 06/25/2030 | &nbsp;&nbsp; 6.040% | 2155000 | &nbsp;&nbsp; 2168503 |
| Banc of America Funding Trust | Banc of America Funding Trust | Banc of America Funding Trust | Banc of America Funding Trust |
| CMO Series 2004-3 Class 1A1 | CMO Series 2004-3 Class 1A1 | CMO Series 2004-3 Class 1A1 | CMO Series 2004-3 Class 1A1 |
| 10/25/2034 | &nbsp;&nbsp; 5.500% | 20188 | &nbsp;&nbsp; 20160 |
| Bear Stearns Adjustable Rate Mortgage Trust<sup>(c)</sup>  | Bear Stearns Adjustable Rate Mortgage Trust<sup>(c)</sup>  | Bear Stearns Adjustable Rate Mortgage Trust<sup>(c)</sup>  | Bear Stearns Adjustable Rate Mortgage Trust<sup>(c)</sup>  |
| CMO Series 2003-4 Class 3A1 | CMO Series 2003-4 Class 3A1 | CMO Series 2003-4 Class 3A1 | CMO Series 2003-4 Class 3A1 |
| 07/25/2033 | &nbsp;&nbsp; 6.281% | 9924 | &nbsp;&nbsp; 9525 |
| CMO Series 2003-7 Class 6A | CMO Series 2003-7 Class 6A | CMO Series 2003-7 Class 6A | CMO Series 2003-7 Class 6A |
| 10/25/2033 | &nbsp;&nbsp; 5.596% | 41404 | &nbsp;&nbsp; 40415 |
| Bear Stearns Asset-Backed Securities Trust<sup>(b)</sup>  | Bear Stearns Asset-Backed Securities Trust<sup>(b)</sup>  | Bear Stearns Asset-Backed Securities Trust<sup>(b)</sup>  | Bear Stearns Asset-Backed Securities Trust<sup>(b)</sup>  |
| CMO Series 2003-SD1 Class A | CMO Series 2003-SD1 Class A | CMO Series 2003-SD1 Class A | CMO Series 2003-SD1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.014% <br>Floor 0.900%, Cap 11.000% <br>12/25/2033<br>| &nbsp;&nbsp; 4.693% | 150813 | &nbsp;&nbsp; 159684 |
| Brean Asset Backed Securities Trust<sup>(a)</sup>  | Brean Asset Backed Securities Trust<sup>(a)</sup>  | Brean Asset Backed Securities Trust<sup>(a)</sup>  | Brean Asset Backed Securities Trust<sup>(a)</sup>  |
| CMO Series 2025-RM13 Class A1 | CMO Series 2025-RM13 Class A1 | CMO Series 2025-RM13 Class A1 | CMO Series 2025-RM13 Class A1 |
| 10/25/2065 | &nbsp;&nbsp; 4.250% | 2247348 | &nbsp;&nbsp; 2175969 |
| Bunker Hill Loan Depositary Trust<sup>(a),(e)</sup>  | Bunker Hill Loan Depositary Trust<sup>(a),(e)</sup>  | Bunker Hill Loan Depositary Trust<sup>(a),(e)</sup>  | Bunker Hill Loan Depositary Trust<sup>(a),(e)</sup>  |
| CMO Series 2019-2 Class A1 | CMO Series 2019-2 Class A1 | CMO Series 2019-2 Class A1 | CMO Series 2019-2 Class A1 |
| 07/25/2049 | &nbsp;&nbsp; 2.879% | 254220 | &nbsp;&nbsp; 251036 |
| Chase Funding Trust<sup>(b)</sup>  | Chase Funding Trust<sup>(b)</sup>  | Chase Funding Trust<sup>(b)</sup>  | Chase Funding Trust<sup>(b)</sup>  |
| Series 2003-2 Class 2A2 | Series 2003-2 Class 2A2 | Series 2003-2 Class 2A2 | Series 2003-2 Class 2A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.674% <br>Floor 0.560% <br>02/25/2033<br>| &nbsp;&nbsp; 4.353% | 272421 | &nbsp;&nbsp; 270208 |
| Chase Funding Trust<sup>(e)</sup>  | Chase Funding Trust<sup>(e)</sup>  | Chase Funding Trust<sup>(e)</sup>  | Chase Funding Trust<sup>(e)</sup>  |
| Series 2003-4 Class 1A5 | Series 2003-4 Class 1A5 | Series 2003-4 Class 1A5 | Series 2003-4 Class 1A5 |
| 05/25/2033 | &nbsp;&nbsp; 5.916% | 108721 | &nbsp;&nbsp; 107649 |
| Series 2003-6 Class 1A5 | Series 2003-6 Class 1A5 | Series 2003-6 Class 1A5 | Series 2003-6 Class 1A5 |
| 11/25/2034 | &nbsp;&nbsp; 5.850% | 90950 | &nbsp;&nbsp; 89929 |
| Chase Mortgage Finance Corp.<sup>(c)</sup>  | Chase Mortgage Finance Corp.<sup>(c)</sup>  | Chase Mortgage Finance Corp.<sup>(c)</sup>  | Chase Mortgage Finance Corp.<sup>(c)</sup>  |
| CMO Series 2007-A1 Class 1A3 | CMO Series 2007-A1 Class 1A3 | CMO Series 2007-A1 Class 1A3 | CMO Series 2007-A1 Class 1A3 |
| 02/25/2037 | &nbsp;&nbsp; 6.399% | 35690 | &nbsp;&nbsp; 35904 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2007-A1 Class 2A1 | CMO Series 2007-A1 Class 2A1 | CMO Series 2007-A1 Class 2A1 | CMO Series 2007-A1 Class 2A1 |
| 02/25/2037 | &nbsp;&nbsp; 5.870% | 26844 | &nbsp;&nbsp; 25975 |
| CMO Series 2007-A1 Class 7A1 | CMO Series 2007-A1 Class 7A1 | CMO Series 2007-A1 Class 7A1 | CMO Series 2007-A1 Class 7A1 |
| 02/25/2037 | &nbsp;&nbsp; 6.872% | 2309 | &nbsp;&nbsp; 2323 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| CMO Series 2003-1 Class 3A4 | CMO Series 2003-1 Class 3A4 | CMO Series 2003-1 Class 3A4 | CMO Series 2003-1 Class 3A4 |
| 09/25/2033 | &nbsp;&nbsp; 5.250% | 16837 | &nbsp;&nbsp; 16574 |
| CMO Series 2005-2 Class 2A11 | CMO Series 2005-2 Class 2A11 | CMO Series 2005-2 Class 2A11 | CMO Series 2005-2 Class 2A11 |
| 05/25/2035 | &nbsp;&nbsp; 5.500% | 51403 | &nbsp;&nbsp; 51225 |
| Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup>  |
| CMO Series 2009-10 Class 1A1 | CMO Series 2009-10 Class 1A1 | CMO Series 2009-10 Class 1A1 | CMO Series 2009-10 Class 1A1 |
| 09/25/2033 | &nbsp;&nbsp; 5.302% | 16324 | &nbsp;&nbsp; 16139 |
| COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 |
| 08/25/2066 | &nbsp;&nbsp; 0.924% | 1357862 | &nbsp;&nbsp; 1154560 |
| CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 |
| 10/25/2066 | &nbsp;&nbsp; 1.397% | 1496866 | &nbsp;&nbsp; 1276094 |
| Countrywide Home Loan Mortgage Pass-Through Trust | Countrywide Home Loan Mortgage Pass-Through Trust | Countrywide Home Loan Mortgage Pass-Through Trust | Countrywide Home Loan Mortgage Pass-Through Trust |
| CMO Series 2004-13 Class 1A4 | CMO Series 2004-13 Class 1A4 | CMO Series 2004-13 Class 1A4 | CMO Series 2004-13 Class 1A4 |
| 08/25/2034 | &nbsp;&nbsp; 5.500% | 72815 | &nbsp;&nbsp; 72817 |
| CMO Series 2004-3 Class A26 | CMO Series 2004-3 Class A26 | CMO Series 2004-3 Class A26 | CMO Series 2004-3 Class A26 |
| 04/25/2034 | &nbsp;&nbsp; 5.500% | 34635 | &nbsp;&nbsp; 34548 |
| CMO Series 2004-5 Class 1A4 | CMO Series 2004-5 Class 1A4 | CMO Series 2004-5 Class 1A4 | CMO Series 2004-5 Class 1A4 |
| 06/25/2034 | &nbsp;&nbsp; 5.500% | 70346 | &nbsp;&nbsp; 69451 |
| Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp. |
| CMO Series 2003-21 Class 1A4 | CMO Series 2003-21 Class 1A4 | CMO Series 2003-21 Class 1A4 | CMO Series 2003-21 Class 1A4 |
| 09/25/2033 | &nbsp;&nbsp; 5.250% | 23014 | &nbsp;&nbsp; 22947 |
| Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates |
| CMO Series 2004-4 Class 2A4 | CMO Series 2004-4 Class 2A4 | CMO Series 2004-4 Class 2A4 | CMO Series 2004-4 Class 2A4 |
| 09/25/2034 | &nbsp;&nbsp; 5.500% | 54299 | &nbsp;&nbsp; 53518 |
| CMO Series 2004-8 Class 1A4 | CMO Series 2004-8 Class 1A4 | CMO Series 2004-8 Class 1A4 | CMO Series 2004-8 Class 1A4 |
| 12/25/2034 | &nbsp;&nbsp; 5.500% | 82944 | &nbsp;&nbsp; 84177 |
| DBRR Trust<sup>(a),(c)</sup>  | DBRR Trust<sup>(a),(c)</sup>  | DBRR Trust<sup>(a),(c)</sup>  | DBRR Trust<sup>(a),(c)</sup>  |
| CMO Series 2015-LCM Class A2 | CMO Series 2015-LCM Class A2 | CMO Series 2015-LCM Class A2 | CMO Series 2015-LCM Class A2 |
| 06/10/2034 | &nbsp;&nbsp; 3.535% | 3152000 | &nbsp;&nbsp; 3077669 |
| DBRR Trust<sup>(a)</sup>  | DBRR Trust<sup>(a)</sup>  | DBRR Trust<sup>(a)</sup>  | DBRR Trust<sup>(a)</sup>  |
| Series 2015-LCM Class A1 | Series 2015-LCM Class A1 | Series 2015-LCM Class A1 | Series 2015-LCM Class A1 |
| 06/10/2034 | &nbsp;&nbsp; 2.998% | 108159 | &nbsp;&nbsp; 107478 |
| FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  |
| CMO Series 2020-GT1 Class A | CMO Series 2020-GT1 Class A | CMO Series 2020-GT1 Class A | CMO Series 2020-GT1 Class A |
| 01/25/2028 | &nbsp;&nbsp; 4.450% | 5000000 | &nbsp;&nbsp; 4940523 |
| CMO Series 2021-GT1 Class B | CMO Series 2021-GT1 Class B | CMO Series 2021-GT1 Class B | CMO Series 2021-GT1 Class B |
| 07/25/2026 | &nbsp;&nbsp; 4.360% | 6000000 | &nbsp;&nbsp; 5818927 |
| CMO Series 2021-GT2 Class B | CMO Series 2021-GT2 Class B | CMO Series 2021-GT2 Class B | CMO Series 2021-GT2 Class B |
| 10/25/2026 | &nbsp;&nbsp; 4.440% | 3828000 | &nbsp;&nbsp; 3709980 |
| FMC GMSR Issuer Trust<sup>(a)</sup>  | FMC GMSR Issuer Trust<sup>(a)</sup>  | FMC GMSR Issuer Trust<sup>(a)</sup>  | FMC GMSR Issuer Trust<sup>(a)</sup>  |
| CMO Series 2022-GT1 Class B | CMO Series 2022-GT1 Class B | CMO Series 2022-GT1 Class B | CMO Series 2022-GT1 Class B |
| 04/25/2027 | &nbsp;&nbsp; 7.170% | 6000000 | &nbsp;&nbsp; 6019520 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust |
| CMO Series 2024-2 Class MT (FHLMC) | CMO Series 2024-2 Class MT (FHLMC) | CMO Series 2024-2 Class MT (FHLMC) | CMO Series 2024-2 Class MT (FHLMC) |
| 05/25/2064 | &nbsp;&nbsp; 3.500% | 5687538 | &nbsp;&nbsp; 4941419 |
| GS Mortgage-Backed Securities Trust<sup>(a),(e)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(e)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(e)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(e)</sup>  |
| CMO Series 2026-CES1 Class A1 | CMO Series 2026-CES1 Class A1 | CMO Series 2026-CES1 Class A1 | CMO Series 2026-CES1 Class A1 |
| 05/25/2056 | &nbsp;&nbsp; 4.899% | 5186961 | &nbsp;&nbsp; 5140008 |
| GSMPS Mortgage Loan Trust<sup>(a),(b)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(b)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(b)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(b)</sup>  |
| CMO Series 2005-RP3 Class 1AF | CMO Series 2005-RP3 Class 1AF | CMO Series 2005-RP3 Class 1AF | CMO Series 2005-RP3 Class 1AF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.464% <br>Floor 0.350%, Cap 10.000% <br>09/25/2035<br>| &nbsp;&nbsp; 4.143% | 350978 | &nbsp;&nbsp; 301519 |
| GSMPS Mortgage Loan Trust<sup>(a),(c),(d)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(c),(d)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(c),(d)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2005-RP3 Class 1AS | CMO Series 2005-RP3 Class 1AS | CMO Series 2005-RP3 Class 1AS | CMO Series 2005-RP3 Class 1AS |
| 09/25/2035 | &nbsp;&nbsp; 0.413% | 272008 | &nbsp;&nbsp; 3256 |
| GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust |
| CMO Series 2003-7F Class 1A4 | CMO Series 2003-7F Class 1A4 | CMO Series 2003-7F Class 1A4 | CMO Series 2003-7F Class 1A4 |
| 06/25/2033 | &nbsp;&nbsp; 5.250% | 70939 | &nbsp;&nbsp; 70933 |
| GSR Mortgage Loan Trust<sup>(b)</sup>  | GSR Mortgage Loan Trust<sup>(b)</sup>  | GSR Mortgage Loan Trust<sup>(b)</sup>  | GSR Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2005-5F Class 8A3 | CMO Series 2005-5F Class 8A3 | CMO Series 2005-5F Class 8A3 | CMO Series 2005-5F Class 8A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 5.500% <br>06/25/2035<br>| &nbsp;&nbsp; 4.293% | 4094 | &nbsp;&nbsp; 3942 |
| HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2004-3 Class 1A | CMO Series 2004-3 Class 1A | CMO Series 2004-3 Class 1A | CMO Series 2004-3 Class 1A |
| 05/19/2034 | &nbsp;&nbsp; 5.320% | 238310 | &nbsp;&nbsp; 226703 |
| Hundred Acre Wood Trust<sup>(a),(g)</sup>  | Hundred Acre Wood Trust<sup>(a),(g)</sup>  | Hundred Acre Wood Trust<sup>(a),(g)</sup>  | Hundred Acre Wood Trust<sup>(a),(g)</sup>  |
| CMO Series 2018-1 Class A | CMO Series 2018-1 Class A | CMO Series 2018-1 Class A | CMO Series 2018-1 Class A |
| 01/13/2027 | &nbsp;&nbsp; 7.250% | 2094241 | &nbsp;&nbsp; 2077487 |
| Impac CMB Trust<sup>(b)</sup>  | Impac CMB Trust<sup>(b)</sup>  | Impac CMB Trust<sup>(b)</sup>  | Impac CMB Trust<sup>(b)</sup>  |
| CMO Series 2005-4 Class 2A1 | CMO Series 2005-4 Class 2A1 | CMO Series 2005-4 Class 2A1 | CMO Series 2005-4 Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.714% <br>Floor 0.600%, Cap 10.250% <br>05/25/2035<br>| &nbsp;&nbsp; 4.393% | 79177 | &nbsp;&nbsp; 77451 |
| Impac Secured Assets CMN Owner Trust<sup>(c)</sup>  | Impac Secured Assets CMN Owner Trust<sup>(c)</sup>  | Impac Secured Assets CMN Owner Trust<sup>(c)</sup>  | Impac Secured Assets CMN Owner Trust<sup>(c)</sup>  |
| CMO Series 2003-3 Class A1 | CMO Series 2003-3 Class A1 | CMO Series 2003-3 Class A1 | CMO Series 2003-3 Class A1 |
| 08/25/2033 | &nbsp;&nbsp; 5.200% | 27216 | &nbsp;&nbsp; 26946 |
| Impac Secured Assets Trust<sup>(b)</sup>  | Impac Secured Assets Trust<sup>(b)</sup>  | Impac Secured Assets Trust<sup>(b)</sup>  | Impac Secured Assets Trust<sup>(b)</sup>  |
| CMO Series 2006-1 Class 2A1 | CMO Series 2006-1 Class 2A1 | CMO Series 2006-1 Class 2A1 | CMO Series 2006-1 Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700%, Cap 11.500% <br>05/25/2036<br>| &nbsp;&nbsp; 4.493% | 20214 | &nbsp;&nbsp; 19241 |
| JPMorgan Mortgage Trust<sup>(c)</sup>  | JPMorgan Mortgage Trust<sup>(c)</sup>  | JPMorgan Mortgage Trust<sup>(c)</sup>  | JPMorgan Mortgage Trust<sup>(c)</sup>  |
| CMO Series 2006-A2 Class 5A3 | CMO Series 2006-A2 Class 5A3 | CMO Series 2006-A2 Class 5A3 | CMO Series 2006-A2 Class 5A3 |
| 11/25/2033 | &nbsp;&nbsp; 6.307% | 33286 | &nbsp;&nbsp; 33252 |
| CMO Series 2007-A1 Class 5A5 | CMO Series 2007-A1 Class 5A5 | CMO Series 2007-A1 Class 5A5 | CMO Series 2007-A1 Class 5A5 |
| 07/25/2035 | &nbsp;&nbsp; 5.817% | 37503 | &nbsp;&nbsp; 37562 |
| LHOME Mortgage Trust<sup>(a),(e)</sup>  | LHOME Mortgage Trust<sup>(a),(e)</sup>  | LHOME Mortgage Trust<sup>(a),(e)</sup>  | LHOME Mortgage Trust<sup>(a),(e)</sup>  |
| CMO Series 2025-RTL3 Class A1 | CMO Series 2025-RTL3 Class A1 | CMO Series 2025-RTL3 Class A1 | CMO Series 2025-RTL3 Class A1 |
| 08/25/2040 | &nbsp;&nbsp; 5.239% | 7000000 | &nbsp;&nbsp; 6986607 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2026-RTL1 Class A1 | CMO Series 2026-RTL1 Class A1 | CMO Series 2026-RTL1 Class A1 | CMO Series 2026-RTL1 Class A1 |
| 01/25/2041 | &nbsp;&nbsp; 4.908% | 4000000 | &nbsp;&nbsp; 3987330 |
| MASTR Adjustable Rate Mortgages Trust<sup>(c)</sup>  | MASTR Adjustable Rate Mortgages Trust<sup>(c)</sup>  | MASTR Adjustable Rate Mortgages Trust<sup>(c)</sup>  | MASTR Adjustable Rate Mortgages Trust<sup>(c)</sup>  |
| CMO Series 2004-13 Class 2A1 | CMO Series 2004-13 Class 2A1 | CMO Series 2004-13 Class 2A1 | CMO Series 2004-13 Class 2A1 |
| 04/21/2034 | &nbsp;&nbsp; 6.236% | 37978 | &nbsp;&nbsp; 37525 |
| CMO Series 2004-13 Class 3A7 | CMO Series 2004-13 Class 3A7 | CMO Series 2004-13 Class 3A7 | CMO Series 2004-13 Class 3A7 |
| 11/21/2034 | &nbsp;&nbsp; 5.583% | 69740 | &nbsp;&nbsp; 69514 |
| MASTR Asset Securitization Trust<sup>(a)</sup>  | MASTR Asset Securitization Trust<sup>(a)</sup>  | MASTR Asset Securitization Trust<sup>(a)</sup>  | MASTR Asset Securitization Trust<sup>(a)</sup>  |
| CMO Series 2004-P7 Class A6 | CMO Series 2004-P7 Class A6 | CMO Series 2004-P7 Class A6 | CMO Series 2004-P7 Class A6 |
| 12/27/2033 | &nbsp;&nbsp; 5.500% | 13034 | &nbsp;&nbsp; 10896 |
| MASTR Seasoned Securities Trust | MASTR Seasoned Securities Trust | MASTR Seasoned Securities Trust | MASTR Seasoned Securities Trust |
| CMO Series 2004-2 Class A1 | CMO Series 2004-2 Class A1 | CMO Series 2004-2 Class A1 | CMO Series 2004-2 Class A1 |
| 08/25/2032 | &nbsp;&nbsp; 6.500% | 45367 | &nbsp;&nbsp; 44906 |
| CMO Series 2004-2 Class A2 | CMO Series 2004-2 Class A2 | CMO Series 2004-2 Class A2 | CMO Series 2004-2 Class A2 |
| 08/25/2032 | &nbsp;&nbsp; 6.500% | 71452 | &nbsp;&nbsp; 71132 |
| Merrill Lynch Mortgage Investors Trust<sup>(b)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(b)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(b)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(b)</sup>  |
| CMO Series 2003-A Class 2A1 | CMO Series 2003-A Class 2A1 | CMO Series 2003-A Class 2A1 | CMO Series 2003-A Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.894% <br>Floor 0.780%, Cap 11.750% <br>03/25/2028<br>| &nbsp;&nbsp; 4.573% | 9174 | &nbsp;&nbsp; 8420 |
| CMO Series 2003-E Class A1 | CMO Series 2003-E Class A1 | CMO Series 2003-E Class A1 | CMO Series 2003-E Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.734% <br>Floor 0.620%, Cap 11.750% <br>10/25/2028<br>| &nbsp;&nbsp; 4.408% | 46529 | &nbsp;&nbsp; 43790 |
| CMO Series 2004-A Class A1 | CMO Series 2004-A Class A1 | CMO Series 2004-A Class A1 | CMO Series 2004-A Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.574% <br>Floor 0.460%, Cap 11.750% <br>04/25/2029<br>| &nbsp;&nbsp; 4.253% | 53379 | &nbsp;&nbsp; 49729 |
| CMO Series 2004-G Class A2 | CMO Series 2004-G Class A2 | CMO Series 2004-G Class A2 | CMO Series 2004-G Class A2 |
| &nbsp;&nbsp; 6-month Term SOFR + 1.028% <br>Floor 0.600%, Cap 11.750% <br>01/25/2030<br>| &nbsp;&nbsp; 4.633% | 4566 | &nbsp;&nbsp; 4457 |
| Merrill Lynch Mortgage Investors Trust<sup>(c)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(c)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(c)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(c)</sup>  |
| CMO Series 2004-1 Class 2A1 | CMO Series 2004-1 Class 2A1 | CMO Series 2004-1 Class 2A1 | CMO Series 2004-1 Class 2A1 |
| 12/25/2034 | &nbsp;&nbsp; 4.987% | 49681 | &nbsp;&nbsp; 46780 |
| CMO Series 2004-A4 Class A2 | CMO Series 2004-A4 Class A2 | CMO Series 2004-A4 Class A2 | CMO Series 2004-A4 Class A2 |
| 08/25/2034 | &nbsp;&nbsp; 4.961% | 61317 | &nbsp;&nbsp; 58737 |
| MFA Trust<sup>(a),(c)</sup>  | MFA Trust<sup>(a),(c)</sup>  | MFA Trust<sup>(a),(c)</sup>  | MFA Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 |
| 11/25/2064 | &nbsp;&nbsp; 1.029% | 513589 | &nbsp;&nbsp; 461016 |
| MOO Securitization Trust<sup>(a),(c)</sup>  | MOO Securitization Trust<sup>(a),(c)</sup>  | MOO Securitization Trust<sup>(a),(c)</sup>  | MOO Securitization Trust<sup>(a),(c)</sup>  |
| CMO Series 2026-RM1 Class M1 | CMO Series 2026-RM1 Class M1 | CMO Series 2026-RM1 Class M1 | CMO Series 2026-RM1 Class M1 |
| 03/25/2066 | &nbsp;&nbsp; 4.500% | 1950000 | &nbsp;&nbsp; 1785027 |
| Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2004-3 Class 4A | CMO Series 2004-3 Class 4A | CMO Series 2004-3 Class 4A | CMO Series 2004-3 Class 4A |
| 04/25/2034 | &nbsp;&nbsp; 5.646% | 65708 | &nbsp;&nbsp; 64748 |
| NACC Reperforming Loan Remic Trust<sup>(a)</sup>  | NACC Reperforming Loan Remic Trust<sup>(a)</sup>  | NACC Reperforming Loan Remic Trust<sup>(a)</sup>  | NACC Reperforming Loan Remic Trust<sup>(a)</sup>  |
| CMO Series 2004-R2 Class A1 | CMO Series 2004-R2 Class A1 | CMO Series 2004-R2 Class A1 | CMO Series 2004-R2 Class A1 |
| 10/25/2034 | &nbsp;&nbsp; 6.500% | 58570 | &nbsp;&nbsp; 50640 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| New Residential Mortgage Loan Trust<sup>(a),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(e)</sup>  |
| CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 |
| 03/25/2039 | &nbsp;&nbsp; 6.664% | 4515000 | &nbsp;&nbsp; 4528614 |
| NRM Excess Owner LLC<sup>(a)</sup>  | NRM Excess Owner LLC<sup>(a)</sup>  | NRM Excess Owner LLC<sup>(a)</sup>  | NRM Excess Owner LLC<sup>(a)</sup>  |
| CMO Series 2025-FHT1 Class A | CMO Series 2025-FHT1 Class A | CMO Series 2025-FHT1 Class A | CMO Series 2025-FHT1 Class A |
| 03/25/2032 | &nbsp;&nbsp; 6.545% | 4380618 | &nbsp;&nbsp; 4393664 |
| Residential Asset Mortgage Products Trust | Residential Asset Mortgage Products Trust | Residential Asset Mortgage Products Trust | Residential Asset Mortgage Products Trust |
| CMO Series 2004-SL2 Class A3 | CMO Series 2004-SL2 Class A3 | CMO Series 2004-SL2 Class A3 | CMO Series 2004-SL2 Class A3 |
| 10/25/2031 | &nbsp;&nbsp; 7.000% | 84291 | &nbsp;&nbsp; 84704 |
| Residential Asset Securitization Trust<sup>(c)</sup>  | Residential Asset Securitization Trust<sup>(c)</sup>  | Residential Asset Securitization Trust<sup>(c)</sup>  | Residential Asset Securitization Trust<sup>(c)</sup>  |
| CMO Series 2004-IP2 Class 1A1 | CMO Series 2004-IP2 Class 1A1 | CMO Series 2004-IP2 Class 1A1 | CMO Series 2004-IP2 Class 1A1 |
| 12/25/2034 | &nbsp;&nbsp; 5.970% | 116291 | &nbsp;&nbsp; 115996 |
| RKTL<sup>(a)</sup>  | RKTL<sup>(a)</sup>  | RKTL<sup>(a)</sup>  | RKTL<sup>(a)</sup>  |
| CMO Series 2026-1 Class C | CMO Series 2026-1 Class C | CMO Series 2026-1 Class C | CMO Series 2026-1 Class C |
| 02/26/2035 | &nbsp;&nbsp; 4.640% | 990000 | &nbsp;&nbsp; 983404 |
| Santander Mortgage Asset Receivable Trust<sup>(a),(e)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(e)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(e)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(e)</sup>  |
| CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A |
| 09/25/2055 | &nbsp;&nbsp; 5.036% | 9433867 | &nbsp;&nbsp; 9373752 |
| CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A |
| 01/01/2056 | &nbsp;&nbsp; 4.876% | 3932269 | &nbsp;&nbsp; 3893073 |
| Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust |
| CMO Series 2019-3 Class MB (FHLMC) | CMO Series 2019-3 Class MB (FHLMC) | CMO Series 2019-3 Class MB (FHLMC) | CMO Series 2019-3 Class MB (FHLMC) |
| 10/25/2058 | &nbsp;&nbsp; 3.500% | 1570000 | &nbsp;&nbsp; 1322038 |
| CMO Series 2019-4 Class M55D (FHLMC) | CMO Series 2019-4 Class M55D (FHLMC) | CMO Series 2019-4 Class M55D (FHLMC) | CMO Series 2019-4 Class M55D (FHLMC) |
| 02/25/2059 | &nbsp;&nbsp; 4.000% | 1316887 | &nbsp;&nbsp; 1239673 |
| CMO Series 2025-1 Class MTU (FHLMC) | CMO Series 2025-1 Class MTU (FHLMC) | CMO Series 2025-1 Class MTU (FHLMC) | CMO Series 2025-1 Class MTU (FHLMC) |
| 11/25/2064 | &nbsp;&nbsp; 3.250% | 4023747 | &nbsp;&nbsp; 3446823 |
| Seasoned Loans Structured Transaction | Seasoned Loans Structured Transaction | Seasoned Loans Structured Transaction | Seasoned Loans Structured Transaction |
| CMO Series 2018-2 Class A1 | CMO Series 2018-2 Class A1 | CMO Series 2018-2 Class A1 | CMO Series 2018-2 Class A1 |
| 11/25/2028 | &nbsp;&nbsp; 3.500% | 2124604 | &nbsp;&nbsp; 2069746 |
| Sequoia Mortgage Trust<sup>(b)</sup>  | Sequoia Mortgage Trust<sup>(b)</sup>  | Sequoia Mortgage Trust<sup>(b)</sup>  | Sequoia Mortgage Trust<sup>(b)</sup>  |
| CMO Series 2003-1 Class 1A | CMO Series 2003-1 Class 1A | CMO Series 2003-1 Class 1A | CMO Series 2003-1 Class 1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.874% <br>Floor 0.760%, Cap 12.500% <br>04/20/2033<br>| &nbsp;&nbsp; 4.542% | 124913 | &nbsp;&nbsp; 117151 |
| CMO Series 2003-8 Class A1 | CMO Series 2003-8 Class A1 | CMO Series 2003-8 Class A1 | CMO Series 2003-8 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.754% <br>Floor 0.640%, Cap 11.500% <br>01/20/2034<br>| &nbsp;&nbsp; 4.430% | 77123 | &nbsp;&nbsp; 75511 |
| CMO Series 2004-11 Class A1 | CMO Series 2004-11 Class A1 | CMO Series 2004-11 Class A1 | CMO Series 2004-11 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.714% <br>Floor 0.600%, Cap 11.500% <br>12/20/2034<br>| &nbsp;&nbsp; 4.390% | 63608 | &nbsp;&nbsp; 59026 |
| CMO Series 2004-12 Class A3 | CMO Series 2004-12 Class A3 | CMO Series 2004-12 Class A3 | CMO Series 2004-12 Class A3 |
| &nbsp;&nbsp; 6-month Term SOFR + 0.748% <br>Floor 0.320%, Cap 11.500% <br>01/20/2035<br>| &nbsp;&nbsp; 4.416% | 42242 | &nbsp;&nbsp; 41942 |
| Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  |
| CMO Series 2020-INV1 Class A1 | CMO Series 2020-INV1 Class A1 | CMO Series 2020-INV1 Class A1 | CMO Series 2020-INV1 Class A1 |
| 11/25/2055 | &nbsp;&nbsp; 1.027% | 131690 | &nbsp;&nbsp; 128073 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 |
| 08/25/2056 | &nbsp;&nbsp; 1.059% | 1233308 | &nbsp;&nbsp; 1095793 |
| Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2004-4 Class 5A | CMO Series 2004-4 Class 5A | CMO Series 2004-4 Class 5A | CMO Series 2004-4 Class 5A |
| 04/25/2034 | &nbsp;&nbsp; 3.059% | 21500 | &nbsp;&nbsp; 17930 |
| Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  |
| CMO Series 2004-AR5 Class 1A1 | CMO Series 2004-AR5 Class 1A1 | CMO Series 2004-AR5 Class 1A1 | CMO Series 2004-AR5 Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.774% <br>Floor 0.660%, Cap 11.000% <br>10/19/2034<br>| &nbsp;&nbsp; 4.451% | 83029 | &nbsp;&nbsp; 80535 |
| CMO Series 2005-AR5 Class A3 | CMO Series 2005-AR5 Class A3 | CMO Series 2005-AR5 Class A3 | CMO Series 2005-AR5 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 11.000% <br>07/19/2035<br>| &nbsp;&nbsp; 4.291% | 40175 | &nbsp;&nbsp; 38782 |
| Structured Asset Securities Corp.<sup>(e)</sup>  | Structured Asset Securities Corp.<sup>(e)</sup>  | Structured Asset Securities Corp.<sup>(e)</sup>  | Structured Asset Securities Corp.<sup>(e)</sup>  |
| CMO Series 2004-4XS Class 1A5 | CMO Series 2004-4XS Class 1A5 | CMO Series 2004-4XS Class 1A5 | CMO Series 2004-4XS Class 1A5 |
| 02/25/2034 | &nbsp;&nbsp; 5.490% | 135863 | &nbsp;&nbsp; 132785 |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates<sup>(c)</sup>  | Structured Asset Securities Corp. Mortgage Pass-Through Certificates<sup>(c)</sup>  | Structured Asset Securities Corp. Mortgage Pass-Through Certificates<sup>(c)</sup>  | Structured Asset Securities Corp. Mortgage Pass-Through Certificates<sup>(c)</sup>  |
| CMO Series 2003-34A Class 3A3 | CMO Series 2003-34A Class 3A3 | CMO Series 2003-34A Class 3A3 | CMO Series 2003-34A Class 3A3 |
| 11/25/2033 | &nbsp;&nbsp; 5.247% | 64334 | &nbsp;&nbsp; 64144 |
| CMO Series 2003-40A Class 3A2 | CMO Series 2003-40A Class 3A2 | CMO Series 2003-40A Class 3A2 | CMO Series 2003-40A Class 3A2 |
| 01/25/2034 | &nbsp;&nbsp; 4.691% | 46529 | &nbsp;&nbsp; 45117 |
| Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  |
| CMO Series 2004-4 Class 3A | CMO Series 2004-4 Class 3A | CMO Series 2004-4 Class 3A | CMO Series 2004-4 Class 3A |
| 12/25/2044 | &nbsp;&nbsp; 5.288% | 39722 | &nbsp;&nbsp; 39467 |
| Vendee Mortgage Trust | Vendee Mortgage Trust | Vendee Mortgage Trust | Vendee Mortgage Trust |
| CMO Series 1998-2 Class 1G | CMO Series 1998-2 Class 1G | CMO Series 1998-2 Class 1G | CMO Series 1998-2 Class 1G |
| 06/15/2028 | &nbsp;&nbsp; 6.750% | 34298 | &nbsp;&nbsp; 35069 |
| Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 |
| 01/25/2066 | &nbsp;&nbsp; 0.815% | 405600 | &nbsp;&nbsp; 369446 |
| CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 |
| 02/25/2066 | &nbsp;&nbsp; 1.031% | 800502 | &nbsp;&nbsp; 724739 |
| CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 |
| 06/25/2066 | &nbsp;&nbsp; 1.046% | 897797 | &nbsp;&nbsp; 795159 |
| CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 |
| 07/25/2066 | &nbsp;&nbsp; 0.938% | 1171061 | &nbsp;&nbsp; 991445 |
| CMO Series 2021-8 Class A1 | CMO Series 2021-8 Class A1 | CMO Series 2021-8 Class A1 | CMO Series 2021-8 Class A1 |
| 11/25/2066 | &nbsp;&nbsp; 1.824% | 1265378 | &nbsp;&nbsp; 1152593 |
| CMO Series 2021-R1 Class A1 | CMO Series 2021-R1 Class A1 | CMO Series 2021-R1 Class A1 | CMO Series 2021-R1 Class A1 |
| 10/25/2063 | &nbsp;&nbsp; 0.820% | 154997 | &nbsp;&nbsp; 153274 |
| CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 |
| 04/25/2064 | &nbsp;&nbsp; 1.020% | 323870 | &nbsp;&nbsp; 310438 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  |
| CMO Series 2003-AR11 Class A6 | CMO Series 2003-AR11 Class A6 | CMO Series 2003-AR11 Class A6 | CMO Series 2003-AR11 Class A6 |
| 10/25/2033 | &nbsp;&nbsp; 5.646% | 89843 | &nbsp;&nbsp; 84588 |
| CMO Series 2003-AR5 Class A7 | CMO Series 2003-AR5 Class A7 | CMO Series 2003-AR5 Class A7 | CMO Series 2003-AR5 Class A7 |
| 06/25/2033 | &nbsp;&nbsp; 5.516% | 39495 | &nbsp;&nbsp; 39578 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2003-AR6 Class A1 | CMO Series 2003-AR6 Class A1 | CMO Series 2003-AR6 Class A1 | CMO Series 2003-AR6 Class A1 |
| 06/25/2033 | &nbsp;&nbsp; 6.113% | 30921 | &nbsp;&nbsp; 30458 |
| CMO Series 2003-AR7 Class A7 | CMO Series 2003-AR7 Class A7 | CMO Series 2003-AR7 Class A7 | CMO Series 2003-AR7 Class A7 |
| 08/25/2033 | &nbsp;&nbsp; 5.563% | 59493 | &nbsp;&nbsp; 58407 |
| CMO Series 2004-AR3 Class A2 | CMO Series 2004-AR3 Class A2 | CMO Series 2004-AR3 Class A2 | CMO Series 2004-AR3 Class A2 |
| 06/25/2034 | &nbsp;&nbsp; 5.113% | 33307 | &nbsp;&nbsp; 31865 |
| Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup>  |
| CMO Series 2004-U Class A1 | CMO Series 2004-U Class A1 | CMO Series 2004-U Class A1 | CMO Series 2004-U Class A1 |
| 10/25/2034 | &nbsp;&nbsp; 6.502% | 61328 | &nbsp;&nbsp; 60846 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $100,443,522) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $100,443,522) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $100,443,522) | &nbsp;&nbsp; **97762583** |
| **U.S. Treasury Obligations 19.4%** | **U.S. Treasury Obligations 19.4%** | **U.S. Treasury Obligations 19.4%** | **U.S. Treasury Obligations 19.4%** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 01/31/2028 | &nbsp;&nbsp; 3.500% | 12293000 | &nbsp;&nbsp; 12223852 |
| 02/29/2028 | &nbsp;&nbsp; 3.375% | 21041000 | &nbsp;&nbsp; 20877439 |
| 03/31/2028 | &nbsp;&nbsp; 3.875% | 81324000 | &nbsp;&nbsp; 81451069 |
| 02/15/2029 | &nbsp;&nbsp; 3.500% | 3911000 | &nbsp;&nbsp; 3877390 |
| 03/15/2029 | &nbsp;&nbsp; 3.500% | 25959000 | &nbsp;&nbsp; 25731859 |
| 08/31/2029 | &nbsp;&nbsp; 3.625% | 4130000 | &nbsp;&nbsp; 4098702 |
| 08/31/2030 | &nbsp;&nbsp; 3.625% | 49070000 | &nbsp;&nbsp; 48471959 |
| 11/30/2030 | &nbsp;&nbsp; 3.500% | 5000 | &nbsp;&nbsp; 4908 |
| 01/31/2031 | &nbsp;&nbsp; 3.750% | 17975000 | &nbsp;&nbsp; 17823336 |
| 03/31/2031 | &nbsp;&nbsp; 3.875% | 59204000 | &nbsp;&nbsp; 59014362 |
| 03/31/2033 | &nbsp;&nbsp; 4.000% | 37597000 | &nbsp;&nbsp; 37855479 |
| 11/15/2034 | &nbsp;&nbsp; 4.250% | 18613800 | &nbsp;&nbsp; 18607983 |
| 11/15/2035 | &nbsp;&nbsp; 4.000% | 13500000 | &nbsp;&nbsp; 13168828 |
| 02/15/2036 | &nbsp;&nbsp; 4.125% | 57530000 | &nbsp;&nbsp; 56631094 |
| 05/15/2040 | &nbsp;&nbsp; 1.125% | 3010000 | &nbsp;&nbsp; 1895830 |
| 08/15/2040 | &nbsp;&nbsp; 1.125% | 3025000 | &nbsp;&nbsp; 1885426 |
| 11/15/2040 | &nbsp;&nbsp; 1.375% | 9757000 | &nbsp;&nbsp; 6282593 |
| 05/15/2041 | &nbsp;&nbsp; 2.250% | 9815000 | &nbsp;&nbsp; 7152681 |
| 11/15/2041 | &nbsp;&nbsp; 2.000% | 9713000 | &nbsp;&nbsp; 6717147 |
| 11/15/2041 | &nbsp;&nbsp; 3.125% | 1443000 | &nbsp;&nbsp; 1180554 |
| 11/15/2042 | &nbsp;&nbsp; 4.000% | 10350000 | &nbsp;&nbsp; 9366750 |
| 02/15/2043 | &nbsp;&nbsp; 3.125% | 1799000 | &nbsp;&nbsp; 1439762 |
| 11/15/2043 | &nbsp;&nbsp; 3.750% | 7883000 | &nbsp;&nbsp; 6828649 |
| 11/15/2043 | &nbsp;&nbsp; 4.750% | 8762700 | &nbsp;&nbsp; 8655905 |
| 02/15/2044 | &nbsp;&nbsp; 3.625% | 8623000 | &nbsp;&nbsp; 7324161 |
| 05/15/2044 | &nbsp;&nbsp; 3.375% | 4501000 | &nbsp;&nbsp; 3678161 |
| 02/15/2045 | &nbsp;&nbsp; 2.500% | 10645000 | &nbsp;&nbsp; 7466470 |
| 08/15/2045 | &nbsp;&nbsp; 4.875% | 7940000 | &nbsp;&nbsp; 7915187 |
| 02/15/2046 | &nbsp;&nbsp; 4.625% | 50733000 | &nbsp;&nbsp; 48893929 |
| 02/15/2047 | &nbsp;&nbsp; 3.000% | 11431000 | &nbsp;&nbsp; 8519667 |
| 02/15/2048 | &nbsp;&nbsp; 3.000% | 21971000 | &nbsp;&nbsp; 16203612 |
| 05/15/2048 | &nbsp;&nbsp; 3.125% | 11557000 | &nbsp;&nbsp; 8694837 |
| 08/15/2048 | &nbsp;&nbsp; 3.000% | 30429000 | &nbsp;&nbsp; 22327279 |
| 11/15/2048 | &nbsp;&nbsp; 3.375% | 6834000 | &nbsp;&nbsp; 5355080 |
| 02/15/2049 | &nbsp;&nbsp; 3.000% | 23137000 | &nbsp;&nbsp; 16897240 |
| 08/15/2049 | &nbsp;&nbsp; 2.250% | 29253000 | &nbsp;&nbsp; 18191709 |
| 02/15/2050 | &nbsp;&nbsp; 2.000% | 2074000 | &nbsp;&nbsp; 1207133 |
| 08/15/2050 | &nbsp;&nbsp; 1.375% | 9295000 | &nbsp;&nbsp; 4542931 |
| 11/15/2050 | &nbsp;&nbsp; 1.625% | 3927000 | &nbsp;&nbsp; 2048790 |
| 02/15/2051 | &nbsp;&nbsp; 1.875% | 2997000 | &nbsp;&nbsp; 1663803 |
| 05/15/2051 | &nbsp;&nbsp; 2.375% | 17157000 | &nbsp;&nbsp; 10731167 |

---

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 02/15/2052 | &nbsp;&nbsp; 2.250% | 6249000 | &nbsp;&nbsp; 3765023 |
| 11/15/2054 | &nbsp;&nbsp; 4.500% | 9998700 | &nbsp;&nbsp; 9340973 |
| 08/15/2055 | &nbsp;&nbsp; 4.750% | 1914000 | &nbsp;&nbsp; 1864655 |
| 11/15/2055 | &nbsp;&nbsp; 4.625% | 32741000 | &nbsp;&nbsp; 31272771 |
| U.S. Treasury<sup>(j)</sup>  | U.S. Treasury<sup>(j)</sup>  | U.S. Treasury<sup>(j)</sup>  | U.S. Treasury<sup>(j)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 02/15/2032 | &nbsp;&nbsp; 0.000% | 8418000 | &nbsp;&nbsp; 6627049 |
| 11/15/2033 | &nbsp;&nbsp; 0.000% | 2083000 | &nbsp;&nbsp; 1510348 |
| 02/15/2034 | &nbsp;&nbsp; 0.000% | 4400000 | &nbsp;&nbsp; 3148621 |
| 05/15/2034 | &nbsp;&nbsp; 0.000% | 2400000 | &nbsp;&nbsp; 1697635 |
| 11/15/2034 | &nbsp;&nbsp; 0.000% | 1850000 | &nbsp;&nbsp; 1275745 |
| 11/15/2040 | &nbsp;&nbsp; 0.000% | 24646000 | &nbsp;&nbsp; 12040825 |
| 02/15/2041 | &nbsp;&nbsp; 0.000% | 6430822 | &nbsp;&nbsp; 3092097 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $747,905,591) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $747,905,591) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $747,905,591) | &nbsp;&nbsp; **718540455** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Money Market Funds 4.4%** | **Money Market Funds 4.4%** | **Money Market Funds 4.4%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 3.790%<sup>(p),(q)</sup> <br>| &nbsp;&nbsp; 163048237 | &nbsp;&nbsp; 162983018 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $162,999,357) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $162,999,357) | &nbsp;&nbsp; **162983018** |
| **Total Investments in Securities** <br>**(Cost: $3,958,708,611)** | **Total Investments in Securities** <br>**(Cost: $3,958,708,611)** | &nbsp;&nbsp; **3882654839** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(186422823)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **3696232016** |

---

At March 31, 2026, securities and/or cash totaling $6,995,100 were pledged as collateral.

**Investments in derivatives** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** |
| **Currency to** <br>**be sold**<br>| &nbsp;&nbsp;&nbsp; **Currency to** <br>**be purchased**<br>| **Counterparty** | **Settlement** <br>**date**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**depreciation ($)**<br>|
| 637,444 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 736,466 USD | HSBC | 04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1370)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Treasury 10-Year Note | 653 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 72513609 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1465207)<br>|
| U.S. Treasury 2-Year Note | 669 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 138780914 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (411523)<br>|
| U.S. Treasury 5-Year Note | 859 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 92926352 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1430348)<br>|
| U.S. Treasury Ultra 10-Year Note | 211 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 23951797 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (428935)<br>|
| U.S. Treasury Ultra Bond | 480 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 55950000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1876350)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5612363)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Long Bond | (80) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (9110000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 247990 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At March 31, 2026, the total value of these securities amounted to $860,994,851, which represents 23.29% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. The interest rate shown was the current rate as of March 31,
 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable or floating rate security, the interest rate of which adjusts periodically
 based on changes in current interest rates and prepayments on the underlying pool
 of assets. The interest rate shown was the current rate as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents interest only securities which have the right to receive the monthly interest
 payments on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Represents a variable rate security with a step coupon where the rate adjusts according
 to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
 current rate as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Represents a security in default.

Variable Portfolio – Partners Core Bond Fund \| 2026

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, March 31, 2026 (Unaudited)

**Notes to Portfolio of Investments (continued)**

&nbsp;&nbsp;&nbsp;&nbsp;(g) Valuation based on significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Represents a security purchased on a when-issued basis.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Represents principal only securities which have the right to receive the principal
 portion only on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Zero coupon bond.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Perpetual security with no specified maturity date.

&nbsp;&nbsp;&nbsp;&nbsp;(l) Payment-in-kind security. Interest can be paid by issuing additional par of the security
 or in cash.

&nbsp;&nbsp;&nbsp;&nbsp;(m) Principal amounts are denominated in United States Dollars unless otherwise noted.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Principal and interest may not be guaranteed by a governmental entity.

&nbsp;&nbsp;&nbsp;&nbsp;(o) Represents a security purchased on a forward commitment basis.

&nbsp;&nbsp;&nbsp;&nbsp;(p) The rate shown is the seven-day current annualized yield at March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(q) Under the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the
 holdings and transactions in these affiliated companies during the period ended March 31, 2026 are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% |
|  | 173507233 | &nbsp;&nbsp; 707999737 | &nbsp;&nbsp; (718506440)<br>| &nbsp;&nbsp; (17512)<br>| &nbsp;&nbsp; 162983018 | &nbsp;&nbsp; (13337)<br>| &nbsp;&nbsp; 2009304 | &nbsp;&nbsp; 163048237 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| BAM | Build America Mutual Assurance Co. |
| CMO | Collateralized Mortgage Obligation |
| CMT | Constant Maturity Treasury |
| FHLMC | Federal Home Loan Mortgage Corporation |
| MTA | Monthly Treasury Average |
| SOFR | Secured Overnight Financing Rate |
| STRIPS | Separate Trading of Registered Interest and Principal Securities |
| TBA | To Be Announced |

---

**Currency Legend** 

EUR Euro <br> USD US Dollar

Investments are valued using policies described in the Notes to Financial Statements included within the most recent financial statements and additional information.

Variable Portfolio – Partners Core Bond Fund \| 2026

------

You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.

1QT7052_(05/26)

------

## 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:** 02210

  - **Telephone number:** 1800-345-6611

**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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $3999623697.94

**Total Liabilities:** $295089261.76

**Net Assets:** $3704534436.18

**Delayed Delivery Securities:** $294465889.51

**Cash Not Reported:** $475.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 74581.70000000 | **1-Year:** 31066.86000000 | **5-Year:** 250335.39000000 | **10-Year:** 311265.81000000 | **30-Year:** 628790.14000000

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

- **3-Month:** 1575.24000000 | **1-Year:** 23710.44000000 | **5-Year:** 52420.29000000 | **10-Year:** 52389.36000000 | **30-Year:** 70770.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087798 | 0.20%                | 1.64%                | -1.81%               |
| Class ID C000087799 | 0.31%                | 1.64%                | -1.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1810786.06              | $-3839558.59                               |
| Month 2  | $471818.88               | $44013434.15                               |
| Month 3  | $-2705211.83             | $-77318462.96                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO BRANDS CORP                                         | ACCO Brands Corp                                                                | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    645000 | PA      | $576083.20    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                         | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $714814.71    | 0.02%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                         | ABN AMRO Bank NV                                                                | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $662064.99    | 0.02%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                         | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $906318.16    | 0.02%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ACC TRUST ACC_21-1                                       | ACC TRUST ACC_21-1                                                              | CUSIP: 00091KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1714751 | PA      | $151412.14    | 0.00%             | 2027-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSET BASED LENDING LLC ABL_25-RTL1                      | ASSET BASED LENDING LLC ABL_25-RTL1                                             | CUSIP: 00092RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2155000 | PA      | $2168503.01   | 0.06%             | 2030-06-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                                               | ACHD Trust 2025-DS1                                                             | CUSIP: 00092TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2026473.40   | 0.05%             | 2034-01-09      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                  | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    257000 | PA      | $168596.77    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                  | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    438000 | PA      | $263112.25    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                            | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $277259.58    | 0.01%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                            | AIB Group PLC                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203634.64    | 0.01%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                  | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    284000 | PA      | $279660.50    | 0.01%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                               | AMSR 2021-SFR1 Trust                                                            | CUSIP: 00179DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2121166.13   | 0.06%             | 2038-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR1                                  | AMSR TRUST AMSR_21-SFR1                                                         | CUSIP: 00179DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2124430.65   | 0.06%             | 2038-06-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                  | AMSR TRUST AMSR_21-SFR3                                                         | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3845000 | PA      | $3781815.88   | 0.10%             | 2038-10-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    580000 | PA      | $449645.40    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $1639515.56   | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $1754229.86   | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    568000 | PA      | $367073.86    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    792000 | PA      | $533601.66    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    665000 | PA      | $654790.30    | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2636000 | PA      | $2570186.60   | 0.07%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    533000 | PA      | $504251.63    | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1223326.20   | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1745382.01   | 0.05%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    470000 | PA      | $463758.59    | 0.01%             | 2036-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    632000 | PA      | $615072.63    | 0.02%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    913000 | PA      | $893003.19    | 0.02%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                 | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    119583 | PA      | $119624.15    | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                 | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1890000 | PA      | $1875280.10   | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                      | Abbott Laboratories                                                             | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3391175.41   | 0.09%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    271000 | PA      | $232309.30    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2172731.78   | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4116000 | PA      | $3612249.12   | 0.10%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $2445813.15   | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195135.11    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1538934.54   | 0.04%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1182545.80   | 0.03%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    737000 | PA      | $749732.75    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1248743.65   | 0.03%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2168000 | PA      | $2125418.25   | 0.06%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                      | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2033061.82   | 0.05%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Academic Loan Funding Trust                              | Academic Loan Funding Trust 2013-1                                              | CUSIP: 00389VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303576 | PA      | $295492.70    | 0.01%             | 2044-12-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                              | Acushnet Co                                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134672.72    | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                          | AdaptHealth LLC                                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $343393.94    | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                   | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    540000 | PA      | $547963.50    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                    | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429631.65    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $136363.07    | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    560000 | PA      | $573293.17    | 0.02%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    530000 | PA      | $528943.72    | 0.01%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    490000 | PA      | $474392.25    | 0.01%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                 | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    257000 | PA      | $217703.78    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                 | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    568000 | PA      | $561713.31    | 0.02%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                 | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    924000 | PA      | $948303.61    | 0.03%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                               | Airbnb Inc                                                                      | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1910333.06   | 0.05%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                               | Airbnb Inc                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1168891.99   | 0.03%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                               | Airbnb Inc                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    652000 | PA      | $651441.01    | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                                  | Air Canada 2017-1 Class AA Pass Through Trust                                   | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    160776 | PA      | $152955.81    | 0.00%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1A PTT                                   | Air Canada 2017-1 Class A Pass Through Trust                                    | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    224224 | PA      | $211002.74    | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                              | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    607000 | PA      | $553726.97    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                              | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1480000 | PA      | $1438673.95   | 0.04%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123640.19    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112551.81    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                       | Albertsons Cos Inc                                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    814000 | PA      | $800968.81    | 0.02%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                       | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1878727.17   | 0.05%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    170000 | PA      | $156771.29    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    199000 | PA      | $199526.47    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    102000 | PA      | $82610.62     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                  | ATI Inc                                                                         | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480308.13    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                               | Allianz SE                                                                      | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $988844.97    | 0.03%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                  | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    435000 | PA      | $424950.60    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                 | Allison Transmission Inc                                                        | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    890000 | PA      | $897143.56    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20750000 | PA      | $17442968.75  | 0.47%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12600000 | PA      | $12509243.33  | 0.34%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44000000 | PA      | $43389572.16  | 1.17%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4432472.24   | 0.12%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12300000 | PA      | $12103892.86  | 0.33%             | 2056-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  48000000 | PA      | $48221083.68  | 1.30%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                              | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858648 | PA      | $859506.82    | 0.02%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    872000 | PA      | $822909.60    | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    872000 | PA      | $803328.86    | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    787000 | PA      | $782243.19    | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1814540.84   | 0.05%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    407000 | PA      | $393670.69    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1896612.12   | 0.05%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $2033392.95   | 0.05%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1874675.66   | 0.05%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3966000 | PA      | $3947259.95   | 0.11%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1587656.75   | 0.04%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                         | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $367656.42    | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                          | Alumina Pty Ltd                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $204703.62    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    596000 | PA      | $593235.87    | 0.02%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    596000 | PA      | $589077.97    | 0.02%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    908000 | PA      | $891128.95    | 0.02%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1439446.96   | 0.04%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    685000 | PA      | $645785.20    | 0.02%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2553000 | PA      | $2542599.74   | 0.07%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2553000 | PA      | $2539600.97   | 0.07%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2327165.38   | 0.06%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1345856.04   | 0.04%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2508409.75   | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1503058.17   | 0.04%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2186641.81   | 0.06%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    323000 | PA      | $323802.91    | 0.01%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    707000 | PA      | $702693.12    | 0.02%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                 | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    428000 | PA      | $432510.18    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                       | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    481000 | PA      | $461838.63    | 0.01%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                 | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    722262 | PA      | $699510.20    | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                        | American Builders & Contractors Supply Co Inc                                   | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    420000 | PA      | $412005.31    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust             | American Credit Acceptance Receivables Trust 2026-1                             | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2465000 | PA      | $2444124.65   | 0.07%             | 2033-01-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1257388.50   | 0.03%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289544.49    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315777.45    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                             | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1632823.75   | 0.04%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                    | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1042000 | PA      | $962735.38    | 0.03%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                    | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    467000 | PA      | $357392.86    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                    | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    628000 | PA      | $628683.18    | 0.02%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                    | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    268000 | PA      | $263918.77    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                    | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    796000 | PA      | $798547.34    | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                 | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $337111.61    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                 | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    251000 | PA      | $193673.42    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                 | AmeriCredit Automobile Receivables Trust 2023-2                                 | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900642 | PA      | $904934.79    | 0.02%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                 | AmeriCredit Automobile Receivables Trust 2026-1                                 | CUSIP: 03066CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2007000 | PA      | $2000991.44   | 0.05%             | 2032-11-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                 | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101644 | PA      | $101764.87    | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                              | Cencora Inc                                                                     | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    730000 | PA      | $717260.42    | 0.02%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                              | Cencora Inc                                                                     | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    382000 | PA      | $374052.82    | 0.01%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    573000 | PA      | $481094.23    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2082703.29   | 0.06%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    883000 | PA      | $871390.34    | 0.02%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    930000 | PA      | $900126.04    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2221422.04   | 0.06%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                       | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312369.77    | 0.01%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                       | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1176270.56   | 0.03%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                     | Amkor Technology Inc                                                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388412.19    | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                             | ams-OSRAM AG                                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    385000 | PA      | $409547.10    | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                 | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1079294 | PA      | $912535.38    | 0.02%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                   | Anglo American Capital PLC                                                      | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1307000 | PA      | $1291877.75   | 0.03%             | 2031-03-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                   | Anglo American Capital PLC                                                      | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1307000 | PA      | $1286475.38   | 0.03%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                   | Anglo American Capital PLC                                                      | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1602000 | PA      | $1564713.55   | 0.04%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                       | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $197559.25    | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                  | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3184000 | PA      | $3100350.76   | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                 | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    618000 | PA      | $627988.94    | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                 | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $837325.15    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                 | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $262266.54    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                    | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $615401.75    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                 | Apollo Global Management Inc                                                    | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1512037.81   | 0.04%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                     | APLD ComputeCo 2 LLC                                                            | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $253553.83    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    850000 | PA      | $520003.99    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    440000 | PA      | $311875.24    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $900485.12    | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                       | Aqua Finance Issuer Trust 2026-A                                                | CUSIP: 038410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1382000 | PA      | $1377781.17   | 0.04%             | 2051-04-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    900000 | PA      | $775165.85    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                             | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    700000 | PA      | $650469.78    | 0.02%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                             | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $209960.63    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $207155.48    | 0.01%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                             | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $204481.11    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                      | ARBOR REALTY SR INC                                                             | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2994008.20   | 0.08%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                   | Arbor Realty Trust Inc                                                          | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              |  | US        |   6000000 | PA      | $5878597.41   | 0.16%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                 | Archrock Services LP / Archrock Partners Finance Corp                           | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $153533.40    | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                          | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $339929.73    | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                     | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    922000 | PA      | $812521.91    | 0.02%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                          | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    257000 | PA      | $268647.93    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds        | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2190000 | PA      | $1582352.01   | 0.04%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds        | Argentina Republic Government International Bonds                               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    800000 | PA      | $534000.00    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                   | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1037164.29   | 0.03%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                   | Arizona Public Service Co                                                       | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1727523.24   | 0.05%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                  | Asbury Automotive Group Inc                                                     | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514888.69    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                 | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400984.89    | 0.01%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                   | Asurion LLC/ Asurion Co-Issuer Inc                                              | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    530000 | PA      | $550239.35    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                  | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1252021.36   | 0.03%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                  | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    813000 | PA      | $796639.81    | 0.02%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                  | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1062210.73   | 0.03%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                        | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    298000 | PA      | $183902.56    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                          | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1578000 | PA      | $1587441.49   | 0.04%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                      | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    590000 | PA      | $575733.42    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                              | Avient Corp                                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    770000 | PA      | $781260.42    | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                  | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $389568.60    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                  | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $248440.61    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                 | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    932000 | PA      | $953855.41    | 0.03%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                 | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2517000 | PA      | $2579818.14   | 0.07%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                 | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2396000 | PA      | $2408027.68   | 0.07%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                 | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $894280.60    | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                 | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $214582.44    | 0.01%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                 | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    371000 | PA      | $368497.06    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                 | Axalta Coating Systems Dutch Holding B BV                                       | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $471107.79    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                      | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301053.30    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                         | BARCLAYS COMMERCIAL MORTGAGE SEC                                                | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7711330.40   | 0.21%             | 2036-08-14      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301390 | PA      | $300900.91    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust 2025-5C37                                                  | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $379895.70    | 0.01%             | 2058-09-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763000 | PA      | $745255.67    | 0.02%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    335000 | PA      | $370592.97    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                          | BAE Systems PLC                                                                 | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $191128.71    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2294487.79   | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1038092.55   | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    909000 | PA      | $915981.59    | 0.02%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $532855.44    | 0.01%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                             | BMD2_19-FRR1                                                                    | CUSIP: 055631BY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6739000 | PA      | $5222575.39   | 0.14%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                             | BMD2_19-FRR1                                                                    | CUSIP: 055631CJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8685000 | PA      | $6894341.46   | 0.19%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                         | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    880000 | PA      | $889581.29    | 0.02%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1054000 | PA      | $1102377.88   | 0.03%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1362000 | PA      | $1489266.22   | 0.04%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                         | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $292988.92    | 0.01%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                         | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2116000 | PA      | $2141738.03   | 0.06%             | 2028-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1174000 | PA      | $1037222.91   | 0.03%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1722000 | PA      | $1745207.04   | 0.05%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    855000 | PA      | $752995.02    | 0.02%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                       | BMO 2025-C12 Mortgage Trust                                                     | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $111253.43    | 0.00%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2025-COPT                                          | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1190371.88   | 0.03%             | 2042-08-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638000 | PA      | $2629758.36   | 0.07%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                  | Bahamas Government International Bond                                           | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    301000 | PA      | $321785.45    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                  | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1575459.40   | 0.04%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                  | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $802351.66    | 0.02%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                  | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2117047.02   | 0.06%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                  | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787000 | PA      | $769338.34    | 0.02%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452225.39    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                 | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    221000 | PA      | $159598.81    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                 | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    807000 | PA      | $722147.71    | 0.02%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                 | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1710343.75   | 0.05%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                 | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2053188.87   | 0.06%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                 | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1749661.32   | 0.05%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                      | BANC OF AMERICA FUNDING CORPORATION BAFC_04-3                                   | CUSIP: 05946XGP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20188 | PA      | $20159.74     | 0.00%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3200000 | PA      | $3276177.50   | 0.09%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $985739.70    | 0.03%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $780318.27    | 0.02%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                   | Banco Nacional de Comercio Exterior SNC/Cayman Islands                          | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $512970.93    | 0.01%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    396203 | PA      | $396413.75    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187454.63    | 0.01%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    476000 | PA      | $472343.61    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206310.25    | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1234908.79   | 0.03%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $2713034.09   | 0.07%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    562000 | PA      | $500835.66    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1318110.21   | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1167112.71   | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    898000 | PA      | $926315.89    | 0.03%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    714000 | PA      | $728293.07    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    915000 | PA      | $913529.92    | 0.02%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1446799.25   | 0.04%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    890000 | PA      | $912220.47    | 0.02%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1029113.89   | 0.03%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                    | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $718121.83    | 0.02%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                         | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $272656.83    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                         | Bank of Montreal                                                                | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1734000 | PA      | $1708702.53   | 0.05%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    202000 | PA      | $211547.68    | 0.01%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    312000 | PA      | $316285.37    | 0.01%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1434651.19   | 0.04%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    617000 | PA      | $615197.38    | 0.02%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $733557.44    | 0.02%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank5                                                    | BANK5 2026-5YR21                                                                | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1465000 | PA      | $1509279.77   | 0.04%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                   | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    962000 | PA      | $987386.46    | 0.03%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1559000 | PA      | $1741844.67   | 0.05%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1212000 | PA      | $1218303.47   | 0.03%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | Barclays PLC                                                                    | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1245000 | PA      | $1218137.50   | 0.03%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | Barclays PLC                                                                    | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1807000 | PA      | $1748452.92   | 0.05%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                               | Barings Equipment Finance LLC 2026-A                                            | CUSIP: 06764QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $967787.14    | 0.03%             | 2033-07-13      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bastion Funding LLC                                      | Bastion Funding I LLC                                                           | CUSIP: 07030UAA0<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-O            | CORP              | US        |   1892656 | PA      | $1904305.24   | 0.05%             | 2038-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                       | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56913.98     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                    | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $128492.78    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust 2025-5C33                                                  | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1496000 | PA      | $1548967.08   | 0.04%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust              | BSARM_03-4                                                                      | CUSIP: 07384MVR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9924 | PA      | $9525.29      | 0.00%             | 2033-07-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust              | Bear Stearns ARM Trust 2003-7                                                   | CUSIP: 07384MYW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41404 | PA      | $40414.64     | 0.00%             | 2033-10-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust               | Bear Stearns Asset Backed Securities Trust 2003-SD1                             | CUSIP: 07384YKL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150813 | PA      | $159683.60    | 0.00%             | 2033-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BSCMS_07-T26                                             | BSCMS_07-T26                                                                    | CUSIP: 07388VAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21764 | PA      | $0.22         | 0.00%             | 2045-01-12      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                     | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $439755.91    | 0.01%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $693608.30    | 0.02%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2026-V21 Mortgage Trust                                               | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1232000 | PA      | $1245359.56   | 0.03%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2026-V20 Mortgage Trust                                               | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458000 | PA      | $464996.32    | 0.01%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                      | Benin Government International Bond                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    510000 | PA      | $500639.66    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                         | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $3044091.28   | 0.08%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                  | Big River Steel LLC / BRS Finance Corp                                          | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $319279.42    | 0.01%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                               | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1107237.64   | 0.03%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                               | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    610000 | PA      | $633238.20    | 0.02%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                                     | Bioceanico Sovereign Certificate Ltd                                            | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    275639 | PA      | $224370.43    | 0.01%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1213000 | PA      | $1229991.67   | 0.03%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    682000 | PA      | $613097.99    | 0.02%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1030936.92   | 0.03%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                            | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    638000 | PA      | $701934.50    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                            | Boyne USA Inc                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $577767.26    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    538000 | PA      | $330061.98    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $1298500.52   | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    706000 | PA      | $708267.67    | 0.02%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    675000 | PA      | $679231.06    | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                   | BP Capital Markets America Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1138374.21   | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                      | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $233540.45    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                    | Brazil Government International Bonds                                           | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $392391.98    | 0.01%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                      | Brean Asset Backed Securities Trust 2025-RM13                                   | CUSIP: 10638PAA1<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |   2247348 | PA      | $2175969.23   | 0.06%             | 2065-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust            | Bridgecrest Lending Auto Securitization Trust 2026-1                            | CUSIP: 107927AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1523000 | PA      | $1490606.25   | 0.04%             | 2033-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | CUSIP: 107933AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2358254.54   | 0.06%             | 2030-10-15      | Fixed         | 8.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-3 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-3                        | CUSIP: 10805NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3084645.00   | 0.08%             | 2031-04-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | CUSIP: 10806EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1120560.32   | 0.03%             | 2031-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-1 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-1                        | CUSIP: 10806HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3700000 | PA      | $3773751.36   | 0.10%             | 2032-02-17      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-4 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-4                        | CUSIP: 10807UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3056073.90   | 0.08%             | 2032-11-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    257000 | PA      | $182099.81    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1546139.27   | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                                  | British Airways 2018-1 Class AA Pass Through Trust                              | CUSIP: 11042TAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    155597 | PA      | $151486.81    | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 A PTT                                   | British Airways 2018-1 Class A Pass Through Trust                               | CUSIP: 11043HAA6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    243878 | PA      | $235982.50    | 0.01%             | 2031-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                  | British Airways 2019-1 Class AA Pass Through Trust                              | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    294741 | PA      | $277943.38    | 0.01%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                   | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    997000 | PA      | $886514.08    | 0.02%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                   | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    436000 | PA      | $428145.57    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2212477.25   | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    865000 | PA      | $838430.30    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2208000 | PA      | $2253768.65   | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2114403.91   | 0.06%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1520660.98   | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2148000 | PA      | $2115276.86   | 0.06%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2003783.16   | 0.05%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2073504.95   | 0.06%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    656000 | PA      | $660802.17    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1079301.91   | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                    | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73519.39     | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                 | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1444000 | PA      | $1431327.88   | 0.04%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                 | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1057000 | PA      | $1030584.91   | 0.03%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                    | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    193000 | PA      | $150943.24    | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                      | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362243.77    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                      | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470365.84    | 0.01%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                 | Builders FirstSource Inc                                                        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1268070.66   | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                   | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1580358.96   | 0.04%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                        | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254220 | PA      | $251035.58    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $383437.26    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $630255.05    | 0.02%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1590455.62   | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC BJETS_22-1                   | BUSINESS JET SECURITIES LLC BJETS_22-1                                          | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270434 | PA      | $1261589.46   | 0.03%             | 2037-06-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                             | Business Jet Securities 2024-1 LLC                                              | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1768982 | PA      | $1808513.00   | 0.05%             | 2039-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust 2025-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $240937.96    | 0.01%             | 2044-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $330478.67    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4619101.51   | 0.12%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1328263.01   | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                        | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    484000 | PA      | $488349.53    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                        | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1538827.74   | 0.04%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $446803.16    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COOF Securitization Trust                                | COOF Securitization Trust 2014-1 Ltd                                            | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125280 | PA      | $7856.82      | 0.00%             | 2040-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4128102.50   | 0.11%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                       | CNX Resources Corp                                                              | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214142.38    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                   | CVS Pass-Through Trust                                                          | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423451 | PA      | $429989.62    | 0.01%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1377562.19   | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013                                 | CVS Pass-Through Trust Series 2013                                              | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1078258 | PA      | $1017466.91   | 0.03%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CWHL_04-13                                               | CWHL_04-13                                                                      | CUSIP: 12669FJ38<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72815 | PA      | $72817.27     | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                   | CHL Mortgage Pass-Through Trust 2004-3                                          | CUSIP: 12669FQA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34635 | PA      | $34548.00     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                   | CWHL_04-5                                                                       | CUSIP: 12669FVR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70346 | PA      | $69450.86     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                       | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    433000 | PA      | $434573.10    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                   | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    528000 | PA      | $527364.08    | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                   | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2551905.48   | 0.07%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                    | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1503297.43   | 0.04%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                             | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    660000 | PA      | $666033.79    | 0.02%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                             | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200946.42    | 0.01%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                  | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2181000 | PA      | $2187858.37   | 0.06%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                  | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1487000 | PA      | $1495995.31   | 0.04%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                  | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3726000 | PA      | $3746938.63   | 0.10%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1320000 | PA      | $1332324.72   | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS INC                                 | Duke Energy Progress LLC                                                        | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    174000 | PA      | $179815.32    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital Automotive LP                                    | Cars Net Lease Mortgage Notes Series 2020-1                                     | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    837425 | PA      | $800515.95    | 0.02%             | 2050-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                           | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5022706.00   | 0.14%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                 | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1859205.27   | 0.05%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                 | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    692000 | PA      | $694665.11    | 0.02%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                 | Celanese US Holdings LLC                                                        | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533570.29    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                 | Celanese US Holdings LLC                                                        | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1169449.15   | 0.03%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                 | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    596000 | PA      | $427203.62    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                 | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1258133.38   | 0.03%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                 | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1108552.40   | 0.03%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                  | Central Garden & Pet Co                                                         | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $354070.92    | 0.01%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                     | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    685000 | PA      | $711681.90    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $188827.90    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $149823.26    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $92855.51     | 0.00%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $171326.64    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $218673.64    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1242877.02   | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2858000 | PA      | $1954982.31   | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    746000 | PA      | $584699.72    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $244669.34    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1054145.82   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $543464.59    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    526000 | PA      | $502859.59    | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                   | Chase Auto Owner Trust 2022-A                                                   | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    876526 | PA      | $876143.35    | 0.02%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS            | Chase Funding Trust Series 2003-2                                               | CUSIP: 161546EW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272421 | PA      | $270208.45    | 0.01%             | 2033-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSE                         | CHASE FUNDING MORTGAGE LOAN ASSE                                                | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108721 | PA      | $107648.56    | 0.00%             | 2033-05-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS            | Chase Funding Trust Series 2003-6                                               | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90950 | PA      | $89928.48     | 0.00%             | 2034-11-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                       | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35690 | PA      | $35904.43     | 0.00%             | 2037-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                       | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26844 | PA      | $25975.20     | 0.00%             | 2037-02-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                       | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2309 | PA      | $2322.78      | 0.00%             | 2037-02-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                              | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97204.12     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                 | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1400512.58   | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                 | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1675357.36   | 0.05%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                 | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2336228.28   | 0.06%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                      | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    900000 | PA      | $897028.95    | 0.02%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                              | Cherry Securitization Trust 2025-1                                              | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $908796.15    | 0.02%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                    | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    760499 | PA      | $765344.86    | 0.02%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                    | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1441743 | PA      | $1456080.49   | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                        | Chile Government International Bond                                             | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1553000 | PA      | $1522604.00   | 0.04%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                      | Churchill Downs Inc                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229144.42    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                         | Cinemark USA Inc                                                                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357502.17    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                       | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $383451.18    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                        | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    309000 | PA      | $299306.33    | 0.01%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    585000 | PA      | $578918.17    | 0.02%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    972000 | PA      | $956521.41    | 0.03%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1268029.31   | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1553680.21   | 0.04%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1721601.58   | 0.05%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548294.59    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1898761.62   | 0.05%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1877761.00   | 0.05%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1248009.33   | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182788.41    | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1461718.21   | 0.04%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                        | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_03-1                                    | CUSIP: 17307GBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16837 | PA      | $16574.20     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                        | CMLTI_05-2                                                                      | CUSIP: 17307GRM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51403 | PA      | $51225.20     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                        | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_09-10                                   | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16324 | PA      | $16139.22     | 0.00%             | 2033-09-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                              | Citibank NA                                                                     | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339288.17    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4359942.64   | 0.12%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                   | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    694000 | PA      | $698156.01    | 0.02%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                             | SM Energy Co                                                                    | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1302354.02   | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                 | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    435000 | PA      | $443113.29    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                      | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $269064.48    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                 | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    855000 | PA      | $896131.40    | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                     | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219441.37    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                     | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580001.54    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                   | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293247.49    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                       | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    609000 | PA      | $617479.13    | 0.02%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545728.82    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                | College Avenue Student Loans LLC                                                | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300587 | PA      | $299610.76    | 0.01%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    526369 | PA      | $503040.82    | 0.01%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                | College Ave Student Loans 2018-A LLC                                            | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197953 | PA      | $195129.20    | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                  | Colombia Government International Bonds                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $204401.67    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                  | Colombia Government International Bonds                                         | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $536508.84    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                  | Colombia Government International Bonds                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    294000 | PA      | $300728.65    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                     | Colombia Government International Bond                                          | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $196431.54    | 0.01%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                         | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1357862 | PA      | $1154560.05   | 0.03%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                         | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1496866 | PA      | $1276093.94   | 0.03%             | 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             | RF                | US        | 163048237 | NS      | $162983018.06 | 4.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                 | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $256478.78    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                  | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1931240.85   | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    236000 | PA      | $222115.04    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    585000 | PA      | $419100.19    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    878000 | PA      | $754534.11    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    248000 | PA      | $143341.22    | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3801000 | PA      | $2110326.02   | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    679000 | PA      | $360117.27    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2667000 | PA      | $2354945.44   | 0.06%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    257000 | PA      | $260801.24    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                 | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    400000 | PA      | $411609.30    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                 | Comision Federal de Electricidad                                                | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $192919.65    | 0.01%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                     | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252829.45    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                   | Comstock Resources Inc                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508052.03    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1764887.94   | 0.05%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                  | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    308000 | PA      | $210375.40    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                  | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    181000 | PA      | $117797.23    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                 | Constellation Energy Generation LLC                                             | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    649000 | PA      | $641159.27    | 0.02%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                      | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    538000 | PA      | $533149.47    | 0.01%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                      | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1587858.56   | 0.04%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                      | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1176394.60   | 0.03%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND                                 | Consumers 2023 Securitization Funding LLC                                       | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    897000 | PA      | $910913.37    | 0.02%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                                 | Cooper-Standard Automotive Inc                                                  | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    480000 | PA      | $453681.65    | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                              | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95513 | PA      | $95341.27     | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae                                                                      | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5700000 | PA      | $5633367.86   | 0.15%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae                                                                      | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6300000 | PA      | $6317974.59   | 0.17%             | 2056-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                     | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    322000 | PA      | $290973.59    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    202000 | PA      | $206861.65    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    852000 | PA      | $864318.08    | 0.02%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                       | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    562000 | PA      | $493591.44    | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1266000 | PA      | $1316474.29   | 0.04%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $380195.20    | 0.01%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $829152.29    | 0.02%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                        | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6667000 | PA      | $6780844.36   | 0.18%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $247132.24    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                    | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    660000 | PA      | $637329.59    | 0.02%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                    | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1416000 | PA      | $1390044.54   | 0.04%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities           | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 22541QPB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23014 | PA      | $22947.13     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities           | CS FIRST BOSTON MORTGAGE SECURIT                                                | CUSIP: 22541SU55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82944 | PA      | $84176.96     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities           | CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-4                              | CUSIP: 22541SUD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54299 | PA      | $53518.06     | 0.00%             | 2034-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1128397.25   | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crowley Conro LLC                                        | Crowley Conro LLC                                                               | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |    528511 | PA      | $491411.88    | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                           | CSTL Commercial Mortgage Trust 2026-GATE3                                       | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $614495.94    | 0.02%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                      | DBWF Mortgage Trust                                                             | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108159 | PA      | $107478.27    | 0.00%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                      | DBWF Mortgage Trust                                                             | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3152000 | PA      | $3077668.59   | 0.08%             | 2034-06-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                          | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    591000 | PA      | $482685.03    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                          | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    943000 | PA      | $611349.41    | 0.02%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                          | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    432000 | PA      | $313260.04    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                         | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244830.21    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                           | DT AUTO OWNER TRUST DTAOT_23-3                                                  | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1052800.50   | 0.03%             | 2030-05-15      | Fixed         | 10.21%                | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-2                           | DT AUTO OWNER TRUST DTAOT_23-2                                                  | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $944061.93    | 0.03%             | 2030-04-15      | Fixed         | 11.06%                | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                          | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    320000 | PA      | $328931.08    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                          | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    724000 | PA      | $720980.62    | 0.02%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                  | Darling Ingredients Inc                                                         | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254811.43    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                               | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $966273.29    | 0.03%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                          | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1302044.31   | 0.04%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                  | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1209159.32   | 0.03%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                  | John Deere Capital Corp                                                         | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1130958.84   | 0.03%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                  | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203618.90    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                  | John Deere Capital Corp                                                         | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1528214.94   | 0.04%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                  | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1081795.24   | 0.03%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                      | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2470753.90   | 0.07%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                      | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2791200.27   | 0.08%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                          | DTE Electric Co                                                                 | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $166836.03    | 0.00%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    845000 | PA      | $903485.09    | 0.02%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    688000 | PA      | $693878.33    | 0.02%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    580000 | PA      | $595296.86    | 0.02%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $589403.57    | 0.02%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    315000 | PA      | $286648.67    | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $492370.77    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $275786.30    | 0.01%             | 2032-02-06      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                 | Diamond Foreign Asset Co / Diamond Finance LLC                                  | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    267000 | PA      | $281552.90    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                    | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $876176.93    | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                 | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    625000 | PA      | $632571.85    | 0.02%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                  | Walt Disney Co/The                                                              | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1444969.31   | 0.04%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                  | Walt Disney Co/The                                                              | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1602270.71   | 0.04%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                        | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030219.74   | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                           | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $374852.07    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                           | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $438095.72    | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $203497.55    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                      | Dominion Energy Inc                                                             | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    311000 | PA      | $319305.14    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                      | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    198000 | PA      | $209470.05    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                      | Dominion Energy Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1034604.64   | 0.03%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                      | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    663000 | PA      | $657453.90    | 0.02%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                         | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $334711.78    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                         | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    234000 | PA      | $224326.56    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                    | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    183000 | PA      | $157383.93    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                    | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    368000 | PA      | $336796.33    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                    | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $912312.21    | 0.02%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                    | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    730000 | PA      | $514167.03    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                     | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1310182.96   | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                 | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    184000 | PA      | $137451.87    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                 | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    815000 | PA      | $469588.03    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                  | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $882052.84    | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                  | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    805000 | PA      | $719146.13    | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                  | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    417000 | PA      | $412611.10    | 0.01%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                  | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    854000 | PA      | $839140.01    | 0.02%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                  | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    216000 | PA      | $196632.31    | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                     | Dycom Industries Inc                                                            | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295943.83    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                  | Eni SpA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1602000 | PA      | $1589944.87   | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2305782.65   | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169867.72    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                      | Eastman Chemical Co                                                             | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1556366.06   | 0.04%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                               | Eaton Corp                                                                      | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2581024.14   | 0.07%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                               | Eaton Corp                                                                      | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1629505.16   | 0.04%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                               | Eaton Corp                                                                      | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1204880.80   | 0.03%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                               | Eaton Corp                                                                      | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    694000 | PA      | $684239.25    | 0.02%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                               | Eaton Corp                                                                      | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1708040.74   | 0.05%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                        | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    836000 | PA      | $836031.62    | 0.02%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91800.03     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $210485.73    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    150000 | PA      | $152268.97    | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                      | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $195879.25    | 0.01%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                      | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |   1016000 | PA      | $995041.86    | 0.03%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                   | Edgewell Personal Care Co                                                       | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    873000 | PA      | $868164.76    | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                     | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    291000 | PA      | $295872.33    | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                     | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110967.10    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                  | El Salvador Government International Bond                                       | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    500000 | PA      | $530586.51    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                               | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $281479.06    | 0.01%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                 | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $401133.24    | 0.01%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                 | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    981000 | PA      | $1008885.04   | 0.03%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                 | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    935000 | PA      | $891968.70    | 0.02%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                | Emera Inc                                                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    161000 | PA      | $161034.18    | 0.00%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                 | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1700130.21   | 0.05%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                      | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $407621.67    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                             | Enbridge Inc                                                                    | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $316056.21    | 0.01%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                             | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    892000 | PA      | $1003115.21   | 0.03%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                             | Enbridge Inc                                                                    | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1752000 | PA      | $1758694.74   | 0.05%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                             | Enbridge Inc                                                                    | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1302000 | PA      | $1314349.88   | 0.04%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                    | Encompass Health Corp                                                           | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    765000 | PA      | $749117.01    | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                   | Energizer Holdings Inc                                                          | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418456.24    | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    618000 | PA      | $545469.35    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1163888.40   | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3545298.18   | 0.10%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    621000 | PA      | $591440.08    | 0.02%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1306445.78   | 0.04%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                              | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    861000 | PA      | $849277.63    | 0.02%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                     | ENEL Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $656856.18    | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                     | ENEL Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    886000 | PA      | $785948.55    | 0.02%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                     | ENEL Finance International NV                                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    805000 | PA      | $816722.93    | 0.02%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                     | ENEL Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1189000 | PA      | $1205870.78   | 0.03%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                     | ENEL Finance International NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1559000 | PA      | $1510565.78   | 0.04%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    231000 | PA      | $191551.11    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                             | Entegris Inc                                                                    | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    695000 | PA      | $681048.28    | 0.02%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                             | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    710000 | PA      | $726831.29    | 0.02%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                    | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    671000 | PA      | $411674.26    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                    | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    211000 | PA      | $205095.22    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                             | Entegris Inc                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474128.94    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                        | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1115915.77   | 0.03%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                        | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    299000 | PA      | $282508.33    | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                     | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    727000 | PA      | $422054.63    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                     | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1232274.69   | 0.03%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING II LLC                 | ENTERGY TEXAS RESTORATION FUNDING II LLC                                        | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $545224.58    | 0.01%             | 2035-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                  | Entergy Mississippi LLC                                                         | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    292000 | PA      | $293431.41    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                  | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    790000 | PA      | $779151.38    | 0.02%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    633000 | PA      | $701841.93    | 0.02%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271445.70    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                 | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   1229000 | PA      | $1217321.07   | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | Equinor ASA                                                                     | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    526000 | PA      | $529233.00    | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    530000 | PA      | $538853.25    | 0.01%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1211000 | PA      | $1192475.40   | 0.03%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                       | Essex Portfolio LP                                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    180000 | PA      | $155793.31    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                       | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    538000 | PA      | $481587.62    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                       | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    459000 | PA      | $464406.08    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                 | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    620000 | PA      | $621224.28    | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                 | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    455000 | PA      | $446040.60    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                              | Exelon Corp                                                                     | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2195120.64   | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                      | Exeter Automobile Receivables Trust 2023-4                                      | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2035000 | PA      | $2143564.40   | 0.06%             | 2031-02-18      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                      | Exeter Automobile Receivables Trust 2022-3                                      | CUSIP: 30166YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7210443.80   | 0.19%             | 2030-01-15      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                      | Exeter Automobile Receivables Trust 2022-5                                      | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3940936 | PA      | $3986607.45   | 0.11%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                      | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4714363.60   | 0.13%             | 2033-04-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                      | Exeter Automobile Receivables Trust 2023-2                                      | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    863000 | PA      | $928245.04    | 0.03%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                      | Exeter Automobile Receivables Trust 2023-5                                      | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2934000 | PA      | $3023074.77   | 0.08%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                    | Export Finance & Insurance Corp                                                 | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   2136000 | PA      | $2157509.71   | 0.06%             | 2027-10-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                   | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    159000 | PA      | $156437.51    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST                                    | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4940523.00   | 0.13%             | 2028-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                    | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5818927.20   | 0.16%             | 2026-07-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                    | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3828000 | PA      | $3709980.08   | 0.10%             | 2026-10-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                    | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6019519.80   | 0.16%             | 2027-04-25      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                    | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6275000 | PA      | $6235374.00   | 0.17%             | 2027-03-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    829000 | PA      | $773421.90    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1440740.49   | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202083.58    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1640151.81   | 0.04%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1771339.98   | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1833113.59   | 0.05%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                       | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    385000 | PA      | $397642.35    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                    | FRTKL 2021-SFR1                                                                 | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4328276.92   | 0.12%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                    | FRTKL FRTKL_21-SFR1                                                             | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3709000 | PA      | $3651148.87   | 0.10%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                    | FRTKL 2021-SFR1                                                                 | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2781000 | PA      | $2736871.37   | 0.07%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                          | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156984.23    | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                         | Freddie Mac Strips                                                              | CUSIP: 31282YNU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117985 | PA      | $13974.12     | 0.00%             | 2036-08-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                         | FREDDIE MAC GOLD                                                                | CUSIP: 31288LRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41445 | PA      | $42103.45     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC GOLD                                                                | CUSIP: 31288LUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196560 | PA      | $204242.93    | 0.01%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1167525 | PA      | $1190936.88   | 0.03%             | 2050-02-01      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3664683 | PA      | $3702455.10   | 0.10%             | 2053-05-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1600126 | PA      | $1606420.69   | 0.04%             | 2054-10-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731346 | PA      | $737971.22    | 0.02%             | 2054-02-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1917996 | PA      | $1934819.23   | 0.05%             | 2055-01-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    933044 | PA      | $947018.41    | 0.03%             | 2055-08-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RKH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2841563 | PA      | $2865240.42   | 0.08%             | 2056-02-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                         | Freddie Mac Strips                                                              | CUSIP: 3128HXKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1443851 | PA      | $1353562.55   | 0.04%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                         | Freddie Mac Strips                                                              | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187105 | PA      | $171254.89    | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC GOLD                                                                | CUSIP: 3128M52J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42169 | PA      | $44654.02     | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5A75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290206 | PA      | $304763.99    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2312640 | PA      | $2085637.46   | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7C84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7818 | PA      | $7838.25      | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                         | FREDDIE MAC GOLD                                                                | CUSIP: 312927B88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49124 | PA      | $51633.69     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 31300LJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22149 | PA      | $22820.26     | 0.00%             | 2036-07-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LUY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46876 | PA      | $48661.46     | 0.00%             | 2040-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3131Y1WR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815194 | PA      | $801804.14    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    839182 | PA      | $768523.52    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2837399 | PA      | $2587685.57   | 0.07%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1623660 | PA      | $1476151.83   | 0.04%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1399890 | PA      | $1287282.81   | 0.03%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                   | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 3132AEN51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1608145 | PA      | $1539984.33   | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3773862 | PA      | $3456820.32   | 0.09%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1513620 | PA      | $1388108.39   | 0.04%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1723921 | PA      | $1492717.77   | 0.04%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1009511 | PA      | $962069.87    | 0.03%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132CX7D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    692685 | PA      | $683071.14    | 0.02%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1778143 | PA      | $1754535.54   | 0.05%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80533 | PA      | $69016.13     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2464971 | PA      | $2232403.36   | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1925305 | PA      | $1654577.34   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    956252 | PA      | $819495.02    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4185848 | PA      | $4022980.09   | 0.11%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                   | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 3132DNNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4880377 | PA      | $4736372.85   | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879253 | PA      | $793402.63    | 0.02%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                   | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 3132DPRW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3896776 | PA      | $3599437.75   | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1915273 | PA      | $1757845.90   | 0.05%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553487 | PA      | $508958.46    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1950680 | PA      | $1754435.08   | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8631966 | PA      | $8991299.53   | 0.24%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4513864 | PA      | $4709949.57   | 0.13%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3969710 | PA      | $4197161.56   | 0.11%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4654185 | PA      | $3957060.04   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4637860 | PA      | $3996584.90   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885691 | PA      | $761912.51    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1513830 | PA      | $1303473.48   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1039980 | PA      | $892581.43    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7637740 | PA      | $6877385.56   | 0.19%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1061778 | PA      | $957171.25    | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCAZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16210 | PA      | $16638.77     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7690417 | PA      | $7031247.20   | 0.19%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCHL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919306 | PA      | $841815.42    | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2292359 | PA      | $2103095.63   | 0.06%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                         | FREDDIE MAC GOLD                                                                | CUSIP: 3132G7H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124314 | PA      | $120402.10    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                         | FREDDIE MAC GOLD                                                                | CUSIP: 3132G7HK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178712 | PA      | $170535.74    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                         | Freddie Mac Strips                                                              | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3919320 | PA      | $3875932.14   | 0.10%             | 2044-03-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                         | Freddie Mac Strips                                                              | CUSIP: 3132HTJV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159253 | PA      | $145420.54    | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                         | Freddie Mac Strips                                                              | CUSIP: 3132HTSS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    631774 | PA      | $476145.34    | 0.01%             | 2043-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 3132VLHS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594941 | PA      | $591656.15    | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 31334WFA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    532682 | PA      | $509651.65    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Gold Pool                                                           | CUSIP: 31335PMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64294 | PA      | $66177.72     | 0.00%             | 2038-10-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FHLMC_2399                                                                      | CUSIP: 31339MWA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     49769 | PA      | $51688.05     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                   | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 3133A4LM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1864256 | PA      | $1587263.87   | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3133AUP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5803153 | PA      | $4978614.63   | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446282 | PA      | $381122.53    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                   | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 3133B5NM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4438289 | PA      | $3794365.16   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                   | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 3133B6YK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3451035 | PA      | $3275386.44   | 0.09%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1637548 | PA      | $1399461.08   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                   | FEDERAL HOME LOAN MORTGAGE CORPORATION                                          | CUSIP: 3133BH7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4139454 | PA      | $3924777.67   | 0.11%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3133KGYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    876762 | PA      | $838945.04    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3815522 | PA      | $3284585.85   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4490429 | PA      | $3981166.04   | 0.11%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                              | FREDDIE MAC FHLMC_2127                                                          | CUSIP: 3133TJM34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5202 | PA      | $5230.65      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3133TLEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8813 | PA      | $8944.49      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                       | FREDDIE MAC FHLMC_2326                                                          | CUSIP: 3133TTX48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     47461 | PA      | $48536.71     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1112906 | PA      | $995611.55    | 0.03%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1291755 | PA      | $1151552.79   | 0.03%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_197                                    | FREDDIE MAC FHLMC_197                                                           | CUSIP: 31351BWQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     13692 | PA      | $13245.63     | 0.00%             | 2028-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FNMA_99-7                                                                       | CUSIP: 31359VLW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     19625 | PA      | $19794.08     | 0.00%             | 2029-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_11-75                                                           | CUSIP: 3136A0GK7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     47700 | PA      | $47603.70     | 0.00%             | 2041-08-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_11-118                                                          | CUSIP: 3136A12F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    176046 | PA      | $186178.40    | 0.01%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967215 | PA      | $959247.41    | 0.03%             | 2041-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409639 | PA      | $406182.89    | 0.01%             | 2041-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_11-118                                                          | CUSIP: 3136A1Y82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    205381 | PA      | $218888.41    | 0.01%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019891 | PA      | $984644.98    | 0.03%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446804 | PA      | $442449.56    | 0.01%             | 2041-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443832 | PA      | $440531.39    | 0.01%             | 2042-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504948 | PA      | $501366.83    | 0.01%             | 2042-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598827 | PA      | $594312.51    | 0.02%             | 2042-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35110 | PA      | $32252.01     | 0.00%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568315 | PA      | $491669.95    | 0.01%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                        | FNMA_13-59                                                                      | CUSIP: 3136AEG50<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $834383.70    | 0.02%             | 2043-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-90                                    | FANNIE MAE FNMA_13-90                                                           | CUSIP: 3136AF6H2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    920970 | PA      | $896231.73    | 0.02%             | 2033-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA_13-81                                               | FNMA_13-81                                                                      | CUSIP: 3136AFK60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    335705 | PA      | $331631.00    | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                   | FANNIE MAE FNMA_13-101                                                          | CUSIP: 3136AGA69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1365291 | PA      | $1328143.11   | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AGGA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450458 | PA      | $338459.67    | 0.01%             | 2043-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-108                                   | FANNIE MAE FNMA_13-108                                                          | CUSIP: 3136AGMM1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1112069 | PA      | $1070299.74   | 0.03%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR 2013 100 WB                               | FANNIE MAE FNMA_13-100                                                          | CUSIP: 3136AGWP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1449562 | PA      | $1397305.66   | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AGZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707549 | PA      | $528048.82    | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AHNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406935 | PA      | $315911.24    | 0.01%             | 2043-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1017332 | PA      | $928931.26    | 0.03%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515038 | PA      | $507755.78    | 0.01%             | 2044-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1717387 | PA      | $1541461.35   | 0.04%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751000 | PA      | $657852.19    | 0.02%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254509 | PA      | $240003.79    | 0.01%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2785507 | PA      | $2764031.29   | 0.07%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1509428 | PA      | $1493815.37   | 0.04%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1333514 | PA      | $1319445.27   | 0.04%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578571 | PA      | $572007.78    | 0.02%             | 2046-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917580 | PA      | $910372.93    | 0.02%             | 2046-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2358157 | PA      | $2333590.13   | 0.06%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969765 | PA      | $961893.58    | 0.03%             | 2046-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3246040 | PA      | $2768456.31   | 0.07%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1248449 | PA      | $1168286.17   | 0.03%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    847000 | PA      | $652486.03    | 0.02%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083681 | PA      | $1015176.35   | 0.03%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1498407 | PA      | $1483521.48   | 0.04%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1601760 | PA      | $1589945.45   | 0.04%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558320 | PA      | $552602.06    | 0.01%             | 2044-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    921989 | PA      | $914829.61    | 0.02%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898966 | PA      | $889735.05    | 0.02%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643682 | PA      | $639169.42    | 0.02%             | 2046-12-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042836 | PA      | $1033010.99   | 0.03%             | 2047-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                  | Fannie Mae Grantor Trust 2017-T1                                                | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2744721 | PA      | $2703628.69   | 0.07%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4416809 | PA      | $4133198.12   | 0.11%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2955756 | PA      | $2596378.69   | 0.07%             | 2047-04-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280186 | PA      | $277830.53    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900355 | PA      | $892479.86    | 0.02%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892145 | PA      | $885053.59    | 0.02%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806581 | PA      | $800193.58    | 0.02%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330796 | PA      | $328242.18    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828315 | PA      | $1811688.33   | 0.05%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544250 | PA      | $529391.13    | 0.01%             | 2044-12-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136AWWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850408 | PA      | $825974.88    | 0.02%             | 2029-04-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1154377 | PA      | $1141215.01   | 0.03%             | 2027-06-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297085 | PA      | $293376.17    | 0.01%             | 2048-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641242 | PA      | $635818.19    | 0.02%             | 2047-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1168023 | PA      | $1151642.64   | 0.03%             | 2047-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370015 | PA      | $365241.47    | 0.01%             | 2048-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68603 | PA      | $65367.16     | 0.00%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602845 | PA      | $581703.36    | 0.02%             | 2030-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1727452 | PA      | $1649459.99   | 0.04%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    891078 | PA      | $875472.39    | 0.02%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059808 | PA      | $945568.49    | 0.03%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1497073 | PA      | $1481105.17   | 0.04%             | 2048-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127804 | PA      | $1013476.43   | 0.03%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2463709 | PA      | $2426930.46   | 0.07%             | 2028-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300077 | PA      | $1244897.62   | 0.03%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778126 | PA      | $753140.51    | 0.02%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR 2019 8 GA                                 | FNMA_19-8                                                                       | CUSIP: 3136B3W30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2576308 | PA      | $2291874.12   | 0.06%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1173316 | PA      | $1094372.57   | 0.03%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660701 | PA      | $602691.37    | 0.02%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120895 | PA      | $1102715.36   | 0.03%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794325 | PA      | $717498.51    | 0.02%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136B8TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4718837 | PA      | $4411761.41   | 0.12%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BAHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1985592 | PA      | $1890280.84   | 0.05%             | 2035-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1528815 | PA      | $1277562.07   | 0.03%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1249861 | PA      | $1167840.71   | 0.03%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26378582 | PA      | $1610140.72   | 0.04%             | 2033-11-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3101123 | PA      | $2519371.46   | 0.07%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BLPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491000 | PA      | $291971.48    | 0.01%             | 2052-02-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7463472 | PA      | $6569627.98   | 0.18%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828859 | PA      | $776391.19    | 0.02%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8700000 | PA      | $7691661.30   | 0.21%             | 2032-04-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1631506 | PA      | $1528993.07   | 0.04%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2773314 | PA      | $2767405.40   | 0.07%             | 2040-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523060 | PA      | $511547.93    | 0.01%             | 2039-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                 | CUSIP: 3136BQSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3685000 | PA      | $3678055.62   | 0.10%             | 2033-03-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913000 | PA      | $781111.22    | 0.02%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-18         | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-18                                | CUSIP: 3136BVLQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6065160 | PA      | $5155806.74   | 0.14%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BXN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3557075 | PA      | $3561758.23   | 0.10%             | 2052-09-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31371LG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92731 | PA      | $93136.82     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31371MSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2892 | PA      | $2900.84      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31371MT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17805 | PA      | $18768.82     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31371MWM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2177 | PA      | $2250.76      | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31371PAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128065 | PA      | $135576.95    | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1322052 | PA      | $1208339.81   | 0.03%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP FHLMC_3688                                      | CUSIP: 3137A0ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    107466 | PA      | $114227.17    | 0.00%             | 2046-11-15      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632787 | PA      | $628904.61    | 0.02%             | 2040-07-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3714                                                          | CUSIP: 3137A0WW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     50934 | PA      | $2139.44      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3704                                                          | CUSIP: 3137A0XM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    163616 | PA      | $173595.92    | 0.00%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3704                                                          | CUSIP: 3137A0Y41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    166749 | PA      | $177890.03    | 0.00%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3704                                                          | CUSIP: 3137A0YK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    124959 | PA      | $135943.05    | 0.00%             | 2036-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137A6CE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158111 | PA      | $14703.49     | 0.00%             | 2040-01-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3819                                                          | CUSIP: 3137A8N20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    186507 | PA      | $194575.73    | 0.01%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137ABAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100471 | PA      | $95744.38     | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3890                                                          | CUSIP: 3137ADLC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    903802 | PA      | $925187.77    | 0.02%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492835 | PA      | $489594.38    | 0.01%             | 2041-09-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    562081 | PA      | $557420.20    | 0.02%             | 2041-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    520764 | PA      | $517270.63    | 0.01%             | 2041-12-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    643735 | PA      | $638346.13    | 0.02%             | 2042-01-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137ANDK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1360174 | PA      | $1284330.86   | 0.03%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137AQUG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153010 | PA      | $151579.21    | 0.00%             | 2037-07-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625108 | PA      | $618966.14    | 0.02%             | 2042-06-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1048525 | PA      | $987346.25    | 0.03%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    668566 | PA      | $627679.68    | 0.02%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607036 | PA      | $599204.01    | 0.02%             | 2042-08-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    782723 | PA      | $731581.54    | 0.02%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711464 | PA      | $638711.73    | 0.02%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1207314 | PA      | $1158785.24   | 0.03%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364991 | PA      | $359576.56    | 0.01%             | 2043-03-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4177                                   | FREDDIE MAC FHLMC_4177                                                          | CUSIP: 3137B16U1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $909953.00    | 0.02%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_4217                                               | FHLMC_4217                                                                      | CUSIP: 3137B2KH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1200000 | PA      | $1063985.40   | 0.03%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4240                                   | FREDDIE MAC FHLMC_4240                                                          | CUSIP: 3137B3TZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1319471 | PA      | $1273146.57   | 0.03%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4272                                   | FREDDIE MAC FHLMC_4272                                                          | CUSIP: 3137B6DC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    732476 | PA      | $756491.11    | 0.02%             | 2040-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278468 | PA      | $276088.94    | 0.01%             | 2043-12-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137B7EN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591331 | PA      | $587184.18    | 0.02%             | 2035-07-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    503666 | PA      | $497060.37    | 0.01%             | 2044-02-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104883 | PA      | $104086.73    | 0.00%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    899322 | PA      | $806985.87    | 0.02%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3188392 | PA      | $3003049.11   | 0.08%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1029123 | PA      | $1021559.52   | 0.03%             | 2046-06-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1663964 | PA      | $1647094.50   | 0.04%             | 2046-08-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1111479 | PA      | $1102530.14   | 0.03%             | 2046-10-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    961389 | PA      | $944692.82    | 0.03%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    831698 | PA      | $821034.34    | 0.02%             | 2047-08-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    954025 | PA      | $889226.35    | 0.02%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740261 | PA      | $668516.20    | 0.02%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898681 | PA      | $821341.78    | 0.02%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803124 | PA      | $718664.68    | 0.02%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1256000 | PA      | $1233834.61   | 0.03%             | 2028-04-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650751 | PA      | $636752.38    | 0.02%             | 2048-09-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2084707 | PA      | $2059132.41   | 0.06%             | 2049-01-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2699728 | PA      | $2593847.76   | 0.07%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    888384 | PA      | $819489.37    | 0.02%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    574549 | PA      | $565516.35    | 0.02%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  75000000 | PA      | $1941210.00   | 0.05%             | 2029-06-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1273316 | PA      | $1172457.62   | 0.03%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1266794 | PA      | $1121088.69   | 0.03%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953103 | PA      | $905911.04    | 0.02%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FQQQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2108723 | PA      | $1886039.75   | 0.05%             | 2044-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    739855 | PA      | $620497.91    | 0.02%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FQYV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786590 | PA      | $699312.99    | 0.02%             | 2044-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594790 | PA      | $522587.50    | 0.01%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945424 | PA      | $935494.27    | 0.03%             | 2050-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1148359 | PA      | $1054917.79   | 0.03%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1354345 | PA      | $1136848.60   | 0.03%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1701766 | PA      | $1375641.01   | 0.04%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3740                                                          | CUSIP: 3137GARP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     96367 | PA      | $8202.89      | 0.00%             | 2040-10-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3740                                                          | CUSIP: 3137GARQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    149791 | PA      | $15137.91     | 0.00%             | 2040-10-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1268636 | PA      | $1178050.05   | 0.03%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                      | Freddie Mac Multiclass Certificates Series 2021-P011                            | CUSIP: 3137H2NR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19063206 | PA      | $1993803.57   | 0.05%             | 2045-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3716524 | PA      | $3331578.29   | 0.09%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2233389 | PA      | $2046175.23   | 0.06%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1762003 | PA      | $1582389.21   | 0.04%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1226922 | PA      | $1152178.30   | 0.03%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3016506 | PA      | $2902630.81   | 0.08%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202972 | PA      | $195296.03    | 0.01%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3353002 | PA      | $3371391.50   | 0.09%             | 2039-10-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2915568 | PA      | $2924338.49   | 0.08%             | 2054-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1457000 | PA      | $1250547.76   | 0.03%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1567000 | PA      | $1342350.18   | 0.04%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6019176 | PA      | $5706863.69   | 0.15%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486438 | PA      | $481408.86    | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1118281 | PA      | $1082087.83   | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734795 | PA      | $724922.33    | 0.02%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881506 | PA      | $806744.78    | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138L8K60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $976661.20    | 0.03%             | 2030-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138L94D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4812000 | PA      | $4621582.28   | 0.12%             | 2030-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138L9AZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2470731 | PA      | $2366387.34   | 0.06%             | 2030-02-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138L9Q70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2228594 | PA      | $2050641.99   | 0.06%             | 2035-04-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138LNRG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2668428 | PA      | $2641323.08   | 0.07%             | 2028-06-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138LNYD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4187273 | PA      | $4133897.84   | 0.11%             | 2030-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898255 | PA      | $824939.86    | 0.02%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1392300 | PA      | $1278653.33   | 0.03%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138NXRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583169 | PA      | $534329.59    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174267 | PA      | $1074473.44   | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2810847 | PA      | $2557092.17   | 0.07%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138WSPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108047 | PA      | $105579.99    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3138X0AZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397102 | PA      | $373150.07    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FNMA_01-60                                                                      | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     53246 | PA      | $54524.28     | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FNMA_02-50                                                                      | CUSIP: 31392DA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    138374 | PA      | $141660.39    | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FNMA_02-78                                                                      | CUSIP: 31392FA72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68018 | PA      | $69507.40     | 0.00%             | 2032-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_2517                                                          | CUSIP: 31392X2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     23096 | PA      | $23540.76     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                     | FANNIE MAE FNMA_03-W8                                                           | CUSIP: 31393CX24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68704 | PA      | $68543.99     | 0.00%             | 2042-05-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31393JC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32677 | PA      | $35113.10     | 0.00%             | 2033-01-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FHLMC_2557                                                                      | CUSIP: 31393JLU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     83656 | PA      | $84174.48     | 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        |    128220 | PA      | $129653.93    | 0.00%             | 2033-11-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                     | Fannie Mae Trust 2003-W19                                                       | CUSIP: 31393UA60<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |   1140281 | PA      | $1139001.16   | 0.03%             | 2033-11-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FNMA_04-50                                                                      | CUSIP: 31394AJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    384697 | PA      | $397227.01    | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                     | Fannie Mae REMIC Trust 2004-W10                                                 | CUSIP: 31394ALV6<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    601765 | PA      | $617117.88    | 0.02%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_05-75                                    | FANNIE MAE FNMA_05-75                                                           | CUSIP: 31394FAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8798 | PA      | $9642.42      | 0.00%             | 2035-09-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                     | FANNIE MAE WHOLE LOAN FNMA_05-W3                                                | CUSIP: 31394FSB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    100394 | PA      | $99555.19     | 0.00%             | 2045-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31394RLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261542 | PA      | $267921.10    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31394TYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216791 | PA      | $222074.02    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-16                                    | FANNIE MAE FNMA_06-16                                                           | CUSIP: 31394V6A3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    210144 | PA      | $215767.86    | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83058 | PA      | $69680.20     | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31394VX47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304547 | PA      | $27449.70     | 0.00%             | 2036-03-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31395BTU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48663 | PA      | $41868.85     | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31395DP45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283995 | PA      | $28217.90     | 0.00%             | 2036-06-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                 | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222836 | PA      | $205877.02    | 0.01%             | 2044-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-58                                    | FANNIE MAE FNMA_06-58                                                           | CUSIP: 31395NE86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     67854 | PA      | $5225.11      | 0.00%             | 2036-07-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_2953                                                          | CUSIP: 31395PMJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    949183 | PA      | $973885.69    | 0.03%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FHLMC_2990                                                                      | CUSIP: 31395V4P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    327890 | PA      | $341552.99    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3101                                                          | CUSIP: 31396GLR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     92410 | PA      | $97254.00     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3100                                                          | CUSIP: 31396H2D0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30057 | PA      | $25187.22     | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31396HVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12375 | PA      | $10969.09     | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3123                                   | FREDDIE MAC FHLMC_3123                                                          | CUSIP: 31396JNW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    117006 | PA      | $123277.91    | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                              | Freddie Mac Reference REMIC                                                     | CUSIP: 31396JT21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141847 | PA      | $147623.24    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_06-94                                                           | CUSIP: 31396K4E9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1024 | PA      | $3.09         | 0.00%             | 2026-10-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                     | FANNIEMAE WHOLE LOAN FNW_06-W3                                                  | CUSIP: 31396L7E4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     55014 | PA      | $56177.72     | 0.00%             | 2046-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31396LD23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74280 | PA      | $6745.20      | 0.00%             | 2036-12-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_06-105                                                          | CUSIP: 31396LUS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    206671 | PA      | $211400.60    | 0.01%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3143-                                  | FREDDIE MAC FHLMC_3143-                                                         | CUSIP: 31396NG75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    131128 | PA      | $133813.19    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                              | Freddie Mac Reference REMIC                                                     | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269129 | PA      | $279277.85    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_07-18                                                           | CUSIP: 31396P5P2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    112003 | PA      | $117064.76    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_09-37                                                           | CUSIP: 31396QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    103611 | PA      | $6501.95      | 0.00%             | 2039-06-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31396QD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138590 | PA      | $13080.95     | 0.00%             | 2039-09-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-60                                    | FANNIE MAE FNMA_09-60                                                           | CUSIP: 31396QPL7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    151453 | PA      | $157964.79    | 0.00%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31396QRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151510 | PA      | $152978.16    | 0.00%             | 2039-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3164                                   | FREDDIE MAC FHLMC_3164                                                          | CUSIP: 31396TDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     39922 | PA      | $42060.52     | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31396UCL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46496 | PA      | $47974.76     | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3181                                   | FREDDIE MAC FHLMC_3181                                                          | CUSIP: 31396URG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    111006 | PA      | $94705.99     | 0.00%             | 2036-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-42                                    | FANNIE MAE FNMA_07-42                                                           | CUSIP: 31396VR83<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     73961 | PA      | $77305.55     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_07-65                                                           | CUSIP: 31396WLY0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     50302 | PA      | $4686.93      | 0.00%             | 2037-07-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_07-72                                                           | CUSIP: 31396WQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    317600 | PA      | $31903.13     | 0.00%             | 2037-07-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                     | FANNIE MAE WHOLE LOAN FNMA_07-W7                                                | CUSIP: 31396WUV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    105348 | PA      | $8411.58      | 0.00%             | 2037-07-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_07-76                                                           | CUSIP: 31396WZ90<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    113862 | PA      | $116081.52    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31396X2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73375 | PA      | $4529.43      | 0.00%             | 2037-12-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31396X7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67384 | PA      | $69032.32     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31396XC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99666 | PA      | $98723.39     | 0.00%             | 2036-06-27      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-104                                   | FANNIE MAE FNMA_07-104                                                          | CUSIP: 31396XN26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     66936 | PA      | $69243.13     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3200                                   | FREDDIE MAC FHLMC_3200                                                          | CUSIP: 31397AGM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     88479 | PA      | $90865.19     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3213                                   | FREDDIE MAC FHLMC_3213                                                          | CUSIP: 31397AZC0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    123744 | PA      | $129214.96    | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31397HKD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5067 | PA      | $4217.29      | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31397KTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    782858 | PA      | $65729.70     | 0.00%             | 2037-10-15      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_08-80                                                           | CUSIP: 31397MRT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     13305 | PA      | $13901.19     | 0.00%             | 2038-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_09-17                                                           | CUSIP: 31397NGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     22146 | PA      | $2060.23      | 0.00%             | 2039-03-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31397PAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22914 | PA      | $1468.91      | 0.00%             | 2037-11-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-2                                     | FANNIE MAE FNMA_11-2                                                            | CUSIP: 31397QHL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30562 | PA      | $31614.25     | 0.00%             | 2051-02-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31397QW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596778 | PA      | $64050.97     | 0.00%             | 2041-01-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31397RVN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300039 | PA      | $309085.79    | 0.01%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_11-43                                                           | CUSIP: 31397S5E0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     49551 | PA      | $51254.38     | 0.00%             | 2051-05-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-46                                    | FANNIE MAE FNMA_11-46                                                           | CUSIP: 31397SG24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       256 | PA      | $255.59       | 0.00%             | 2026-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31397SHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618057 | PA      | $605801.39    | 0.02%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31397SMD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117203 | PA      | $8816.76      | 0.00%             | 2041-04-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_11-39                                                           | CUSIP: 31397SVY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     94871 | PA      | $98031.32     | 0.00%             | 2032-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31397THP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8853 | PA      | $9014.83      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac REMICS                                                              | CUSIP: 31397TP89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13291 | PA      | $1064.03      | 0.00%             | 2038-05-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3461                                   | FREDDIE MAC FHLMC_3461                                                          | CUSIP: 31397TXU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    507014 | PA      | $526471.71    | 0.01%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349918 | PA      | $347356.11    | 0.01%             | 2041-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31397UUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541356 | PA      | $555367.75    | 0.01%             | 2041-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3501                                                          | CUSIP: 31397YS69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    112440 | PA      | $115575.04    | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3531                                                          | CUSIP: 31398CVX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     16975 | PA      | $1042.49      | 0.00%             | 2039-05-15      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                     | FANNIE MAE FNMA_09-W1                                                           | CUSIP: 31398F7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    164745 | PA      | $169825.65    | 0.00%             | 2049-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_09-79                                                           | CUSIP: 31398FPB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7407 | PA      | $7589.33      | 0.00%             | 2038-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31398FRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12457 | PA      | $11213.37     | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE                                                                      | CUSIP: 31398FTC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     40886 | PA      | $6729.29      | 0.00%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31398G7D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711657 | PA      | $726730.36    | 0.02%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31398GKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90606 | PA      | $8810.64      | 0.00%             | 2040-01-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3608                                                          | CUSIP: 31398LQC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     77907 | PA      | $3883.66      | 0.00%             | 2039-12-15      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC FHLMC_3607                                                          | CUSIP: 31398LR34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     90827 | PA      | $76767.25     | 0.00%             | 2039-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-28                                    | FANNIE MAE FNMA_10-28                                                           | CUSIP: 31398MF84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     21610 | PA      | $19445.47     | 0.00%             | 2040-04-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576262 | PA      | $571607.45    | 0.02%             | 2040-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_10-111                                                          | CUSIP: 31398NXS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    453862 | PA      | $467865.45    | 0.01%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31398P5R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77404 | PA      | $76129.03     | 0.00%             | 2040-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_10-35                                                           | CUSIP: 31398PGF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    110161 | PA      | $108538.11    | 0.00%             | 2040-04-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae REMICS                                                               | CUSIP: 31398PKD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50267 | PA      | $4466.44      | 0.00%             | 2040-04-25      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_10-42                                                           | CUSIP: 31398PSE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     42522 | PA      | $3246.09      | 0.00%             | 2040-05-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_10-61                                                           | CUSIP: 31398RPZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     26044 | PA      | $26307.12     | 0.00%             | 2040-06-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_10-125                                                          | CUSIP: 31398SES8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    261449 | PA      | $9725.13      | 0.00%             | 2040-11-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FANNIE MAE FNMA_10-68                                                           | CUSIP: 31398TGV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    217233 | PA      | $10715.32     | 0.00%             | 2040-07-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35360 | PA      | $35699.01     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16633 | PA      | $17539.80     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31409GMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23516 | PA      | $24840.31     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31409TVS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20404 | PA      | $21455.16     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1643841 | PA      | $1666989.16   | 0.04%             | 2055-08-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1368073 | PA      | $1378511.60   | 0.04%             | 2055-05-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7018168 | PA      | $6339188.83   | 0.17%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768068 | PA      | $732399.79    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2567471 | PA      | $2332888.20   | 0.06%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8556088 | PA      | $7393807.66   | 0.20%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    822002 | PA      | $742439.82    | 0.02%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1427022 | PA      | $1304901.64   | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7911440 | PA      | $6505480.19   | 0.18%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3567145 | PA      | $3237864.33   | 0.09%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140FXUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    943678 | PA      | $914360.02    | 0.02%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3424947 | PA      | $2816272.01   | 0.08%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3884114 | PA      | $3355386.65   | 0.09%             | 2062-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2264193 | PA      | $2047414.69   | 0.06%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140FXXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3647808 | PA      | $3399470.75   | 0.09%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1009467 | PA      | $922167.22    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4086450 | PA      | $3520703.75   | 0.10%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140GWQR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1342858 | PA      | $1298122.08   | 0.04%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105183 | PA      | $101405.81    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392012 | PA      | $375518.75    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381202 | PA      | $327142.50    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140HSTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1515000 | PA      | $1503242.98   | 0.04%             | 2029-02-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140HXAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2382376 | PA      | $2249403.17   | 0.06%             | 2030-02-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140HXB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2014764 | PA      | $1868857.07   | 0.05%             | 2032-01-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140HXCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1467652 | PA      | $1374434.46   | 0.04%             | 2032-01-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140HXEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2368450 | PA      | $2187787.29   | 0.06%             | 2032-01-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140HXFR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1825000 | PA      | $1681029.25   | 0.05%             | 2032-01-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140HXJB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2729074 | PA      | $2542103.83   | 0.07%             | 2032-02-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140J5K32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1538075 | PA      | $1482558.76   | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2552647 | PA      | $2335359.83   | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140J8TU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1809064 | PA      | $1763718.80   | 0.05%             | 2029-10-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588648 | PA      | $567340.57    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8318300 | PA      | $7601730.81   | 0.21%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4304294 | PA      | $4400394.79   | 0.12%             | 2052-10-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7519260 | PA      | $7586471.42   | 0.20%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882842 | PA      | $855169.39    | 0.02%             | 2050-06-01      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9010414 | PA      | $7579826.64   | 0.20%             | 2032-11-01      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140JCRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2611713 | PA      | $2647906.67   | 0.07%             | 2055-02-01      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140JUS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    420819 | PA      | $401897.41    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140JY2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022381 | PA      | $988484.85    | 0.03%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140K9S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    736306 | PA      | $689283.67    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140K9TA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    850397 | PA      | $792081.67    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140K9W39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2916981 | PA      | $2605671.76   | 0.07%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140KEB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4208957 | PA      | $3743864.02   | 0.10%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140KLYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1646406 | PA      | $1449790.05   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140LEJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1262659 | PA      | $1109591.51   | 0.03%             | 2033-11-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140LESQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1555460 | PA      | $1365320.66   | 0.04%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140LFSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4296656.25   | 0.12%             | 2035-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140LGA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6236000 | PA      | $5960107.45   | 0.16%             | 2031-02-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140LGBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5565000 | PA      | $5170352.91   | 0.14%             | 2032-05-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140LGR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7921000 | PA      | $7563157.02   | 0.20%             | 2032-06-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140LHSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3460435.71   | 0.09%             | 2032-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140LHTF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3804080 | PA      | $3771184.82   | 0.10%             | 2032-11-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924173 | PA      | $809065.27    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140ME6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3862897 | PA      | $3949067.15   | 0.11%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745351 | PA      | $637405.99    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1181898 | PA      | $1008830.48   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1612382 | PA      | $1617257.67   | 0.04%             | 2052-08-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1807531 | PA      | $1848041.41   | 0.05%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2314341 | PA      | $2306962.31   | 0.06%             | 2052-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1467786 | PA      | $1498021.44   | 0.04%             | 2052-11-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2512894 | PA      | $2517960.71   | 0.07%             | 2052-08-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140N4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4238635 | PA      | $4224048.51   | 0.11%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140NVJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4521218 | PA      | $4670079.19   | 0.13%             | 2028-11-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140QDLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3086782 | PA      | $2736184.90   | 0.07%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324806 | PA      | $1176558.58   | 0.03%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4590699 | PA      | $3946519.06   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QEEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1647079 | PA      | $1525427.82   | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QEXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4575262 | PA      | $3928947.93   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4549065 | PA      | $3912720.68   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2712710 | PA      | $2332256.33   | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2176181 | PA      | $1870194.71   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3001456 | PA      | $2710283.27   | 0.07%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4484323 | PA      | $3850097.37   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140QMDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5499423 | PA      | $4752435.37   | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140QNT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11166016 | PA      | $9419282.94   | 0.25%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1016319 | PA      | $1053430.08   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1046695 | PA      | $1057238.75   | 0.03%             | 2053-12-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1561457 | PA      | $1627399.19   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1726906 | PA      | $1801921.64   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2290789 | PA      | $2390302.25   | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4208712 | PA      | $4383912.38   | 0.12%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791824 | PA      | $1897590.14   | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737976 | PA      | $770035.16    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1220643 | PA      | $1292694.29   | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427315 | PA      | $453051.01    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1483049 | PA      | $1547474.78   | 0.04%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1633205 | PA      | $1701190.45   | 0.05%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140U9XF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888000 | PA      | $891604.13    | 0.02%             | 2056-04-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1536170 | PA      | $1409800.35   | 0.04%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082703 | PA      | $930451.01    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020571 | PA      | $921293.59    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3162667 | PA      | $2720168.54   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140W4R33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596975 | PA      | $575975.64    | 0.02%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140W4YR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324275 | PA      | $1294322.78   | 0.03%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140X5YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2572550 | PA      | $2462260.68   | 0.07%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140X7TJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1036933 | PA      | $1023010.64   | 0.03%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755212 | PA      | $647858.89    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698065 | PA      | $630927.21    | 0.02%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428296 | PA      | $1224106.98   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763572 | PA      | $1514646.06   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XBZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7338034 | PA      | $6297015.77   | 0.17%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140XC2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9237240 | PA      | $8222618.65   | 0.22%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5506473 | PA      | $5043937.56   | 0.14%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1467883 | PA      | $1324346.62   | 0.04%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2935718 | PA      | $2573736.68   | 0.07%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140XFQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10175444 | PA      | $9015725.50   | 0.24%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276973 | PA      | $237877.32    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4581294 | PA      | $4033363.35   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4128008 | PA      | $3684886.18   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767521 | PA      | $658654.11    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053632 | PA      | $953637.04    | 0.03%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1581615 | PA      | $1424665.94   | 0.04%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140XH2W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5160261 | PA      | $5007991.18   | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6952100 | PA      | $6251223.20   | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3970555 | PA      | $3510938.65   | 0.09%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1550634 | PA      | $1358024.37   | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322109 | PA      | $321306.04    | 0.01%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35982 | PA      | $35880.21     | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1511857 | PA      | $1383440.67   | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2729434 | PA      | $2479319.00   | 0.07%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1720721 | PA      | $1572397.45   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140XKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4241535 | PA      | $4116376.23   | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1218885 | PA      | $1122585.38   | 0.03%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1341505 | PA      | $1197792.64   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946265 | PA      | $866333.12    | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549715 | PA      | $530238.47    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3288055 | PA      | $2970736.29   | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1416888 | PA      | $1296535.81   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1357596 | PA      | $1242067.38   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XMUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2680379 | PA      | $2454810.01   | 0.07%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1396397 | PA      | $1259549.43   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140XN5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6305692 | PA      | $5377268.13   | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981953 | PA      | $889281.31    | 0.02%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1048413 | PA      | $1114309.55   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140XPX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24261534 | PA      | $21482215.84  | 0.58%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1506602 | PA      | $1293963.46   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XQAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250804 | PA      | $1145344.59   | 0.03%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789722 | PA      | $715193.30    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140Y66N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2579453 | PA      | $2654092.08   | 0.07%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9752608 | PA      | $9959132.19   | 0.27%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10438506 | PA      | $10537142.47  | 0.28%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14921058 | PA      | $15025606.03  | 0.41%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Y7LR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1713552 | PA      | $1784891.78   | 0.05%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Y7RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2591704 | PA      | $2700780.71   | 0.07%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Y7RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2079167 | PA      | $2172172.39   | 0.06%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 3140Y7TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1438378 | PA      | $1522428.41   | 0.04%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31410GAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23393 | PA      | $23598.88     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31410GPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    272844 | PA      | $272118.45    | 0.01%             | 2037-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31693 | PA      | $33455.12     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31410LCD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43915 | PA      | $46346.49     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31412CBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65614 | PA      | $67997.24     | 0.00%             | 2036-03-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31413STL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    157580 | PA      | $162160.36    | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31413TUM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26447 | PA      | $27771.66     | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31414MP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8572 | PA      | $8600.40      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31416BQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    164365 | PA      | $173593.00    | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31416JAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87167 | PA      | $90243.76     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    970357 | PA      | $862226.65    | 0.02%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31417WCT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    178837 | PA      | $191766.25    | 0.01%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365170 | PA      | $344948.73    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292028 | PA      | $275492.75    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    664221 | PA      | $628251.52    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418AS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1111708 | PA      | $1046064.54   | 0.03%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418ATV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1201625 | PA      | $1129679.92   | 0.03%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418AVA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616683 | PA      | $579473.68    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1393259 | PA      | $1309196.30   | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2704596 | PA      | $2438074.90   | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6362338 | PA      | $5742575.03   | 0.16%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4542988 | PA      | $4027770.99   | 0.11%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5964489 | PA      | $5924020.34   | 0.16%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                 | CUSIP: 31418MLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4929 | PA      | $5095.32      | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31418MSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36466 | PA      | $36914.46     | 0.00%             | 2048-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79256 | PA      | $83519.49     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1327871 | PA      | $1196707.16   | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1063164 | PA      | $958421.00    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1959169 | PA      | $1682641.87   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1815566 | PA      | $1635281.93   | 0.04%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2251773 | PA      | $2028757.56   | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 31427PXD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3688739 | PA      | $3707327.60   | 0.10%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857562 | PA      | $866995.79    | 0.02%             | 2055-07-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3985404 | PA      | $4029066.24   | 0.11%             | 2055-08-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1675647 | PA      | $1691172.61   | 0.05%             | 2055-06-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600072 | PA      | $608164.13    | 0.02%             | 2055-05-01      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4477763 | PA      | $4516212.24   | 0.12%             | 2055-08-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2449022 | PA      | $2468402.27   | 0.07%             | 2055-07-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843302 | PA      | $879936.69    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    778339 | PA      | $825216.96    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1398588 | PA      | $1456808.59   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765266 | PA      | $810438.23    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319888 | PA      | $337855.94    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8979138 | PA      | $9041823.70   | 0.24%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3142GVU33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1720320 | PA      | $1821877.37   | 0.05%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                | CUSIP: 3142JCAB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2748238 | PA      | $2736076.39   | 0.07%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                 | FHF Issuer Trust 2024-1                                                         | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065498 | PA      | $1069299.44   | 0.03%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                           | FIBRA Prologis                                                                  | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |    984000 | PA      | $949263.36    | 0.03%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                           | FIBRA Prologis                                                                  | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1002000 | PA      | $955701.16    | 0.03%             | 2038-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                  | Fidelity National Information Services Inc                                      | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1591347.10   | 0.04%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                  | Fidelity National Information Services Inc                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1906607.61   | 0.05%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                      | Fifth Third Bancorp                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1946017.01   | 0.05%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                      | Fifth Third Bancorp                                                             | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1047928.65   | 0.03%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                 | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1746721.64   | 0.05%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                        | Flash Compute LLC                                                               | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $206777.84    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                 | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    432000 | PA      | $433417.00    | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                 | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    925000 | PA      | $910545.59    | 0.02%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3885000 | PA      | $3916994.14   | 0.11%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                 | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2857000 | PA      | $2909137.11   | 0.08%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                 | Ford Credit Auto Owner Trust 2026-REV1                                          | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165000 | PA      | $4149104.28   | 0.11%             | 2038-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                 | Ford Credit Auto Owner Trust 2025-REV2                                          | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1112000 | PA      | $1110817.50   | 0.03%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2827862.98   | 0.08%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2547000 | PA      | $2496663.67   | 0.07%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    363000 | PA      | $359771.35    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                 | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAB2<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   3205471 | PA      | $3325184.27   | 0.09%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                    | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1219378.38   | 0.03%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                    | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    781000 | PA      | $798125.65    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                    | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    519000 | PA      | $534226.29    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                    | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    516000 | PA      | $537633.09    | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                       | Freddie Mac Mscr Trust Mn1                                                      | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    833368 | PA      | $831876.77    | 0.02%             | 2051-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                       | Freddie Mac Mscr Trust Mn1                                                      | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $5703120.50   | 0.15%             | 2051-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                       | Freddie Mac Mscr Trust Mn1                                                      | CUSIP: 35563FAC5<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   3858000 | PA      | $4234493.73   | 0.11%             | 2051-01-25      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                       | Freddie Mac Multifamily Structured Credit Risk                                  | CUSIP: 35563HAA5<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   3558040 | PA      | $3588705.19   | 0.10%             | 2052-05-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4           | MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4                                  | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2780640.75   | 0.08%             | 2052-05-25      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                       | MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN2                                  | CUSIP: 35563JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5861458 | PA      | $5861464.55   | 0.16%             | 2041-07-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-4                  | SEASONED CREDIT RISK TRANSFER SCRT_18-4                                         | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4276470 | PA      | $3398953.28   | 0.09%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                       | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                   | CUSIP: 35563PLJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1570000 | PA      | $1322038.28   | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                       | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                   | CUSIP: 35563PMT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1316887 | PA      | $1239673.42   | 0.03%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                       | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2                   | CUSIP: 35563PX46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5687538 | PA      | $4941419.17   | 0.13%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                       | Seasoned Credit Risk Transfer Trust Series 2025-1                               | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4023747 | PA      | $3446822.84   | 0.09%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                       | Seasoned Loans Structured Transaction Series 2018-2                             | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2124604 | PA      | $2069745.88   | 0.06%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                       | Freddie Mac Mscr Trust Mn13                                                     | CUSIP: 355921AB3<br>LEI: 529900U9LKQ0M8OUKJ53 | Long             | ABS-MBS          | USGSE             | US        |   3750000 | PA      | $3749959.13   | 0.10%             | 2046-03-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                     | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    308000 | PA      | $306210.33    | 0.01%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental Inc                                                           | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $613666.30    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1363000 | PA      | $1411770.07   | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2650062 | PA      | $2190465.02   | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3092853 | PA      | $2556462.73   | 0.07%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VQH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6516732 | PA      | $5521650.60   | 0.15%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7281059 | PA      | $6021754.51   | 0.16%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12484342 | PA      | $10319196.86  | 0.28%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15008860 | PA      | $12405890.24  | 0.33%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5963134 | PA      | $4928954.75   | 0.13%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4621135 | PA      | $3978305.18   | 0.11%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179X5C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7291158 | PA      | $6541001.07   | 0.18%             | 2053-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2412875 | PA      | $2283083.81   | 0.06%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13974544 | PA      | $13238288.54  | 0.36%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617F5YU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5499791 | PA      | $5746184.89   | 0.16%             | 2072-04-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491663 | PA      | $441812.08    | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617HXWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    813057 | PA      | $790342.66    | 0.02%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617J76E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    542604 | PA      | $545932.16    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617K1YJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    802169 | PA      | $778406.80    | 0.02%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617LD6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    550117 | PA      | $548073.35    | 0.01%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617LE6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    191947 | PA      | $185064.84    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617LEY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178284 | PA      | $169082.30    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617LNSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3374926 | PA      | $3124679.95   | 0.08%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617LRZZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1374783 | PA      | $1336614.21   | 0.04%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617LWTJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    744241 | PA      | $726792.24    | 0.02%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617M2K57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3056514 | PA      | $2730331.80   | 0.07%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617M2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6112585 | PA      | $5610261.13   | 0.15%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617M2KD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    491190 | PA      | $460460.77    | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617MJMX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    868226 | PA      | $803854.18    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617MJMY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    768814 | PA      | $724988.17    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617MJMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    713821 | PA      | $672686.84    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617MJNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    912059 | PA      | $837107.66    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617MJNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    745130 | PA      | $688962.85    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617MJNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    611710 | PA      | $574570.22    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617MNJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    368650 | PA      | $346610.62    | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617N9NB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1493848 | PA      | $1400393.43   | 0.04%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617N9PX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2710165 | PA      | $2359941.50   | 0.06%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617QKY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2054101 | PA      | $1897986.81   | 0.05%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617WUGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2852607 | PA      | $2647933.30   | 0.07%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617WUJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3951992 | PA      | $3586927.40   | 0.10%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617XLEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1587591 | PA      | $1469712.26   | 0.04%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617XLK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3557337 | PA      | $3163404.54   | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617XXCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6075795 | PA      | $6345837.68   | 0.17%             | 2072-02-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617Y9AU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    822405 | PA      | $758912.72    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617Y9AV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1307133 | PA      | $1205210.21   | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3617YCV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3606646 | PA      | $3397717.18   | 0.09%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1567284 | PA      | $1408367.23   | 0.04%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3617YMMB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3356874 | PA      | $2992314.21   | 0.08%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                           | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3209000 | PA      | $3226253.51   | 0.09%             | 2030-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 36202EWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26837 | PA      | $27931.28     | 0.00%             | 2038-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3620AWQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    163485 | PA      | $156930.32    | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3620AWRQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82227 | PA      | $76295.67     | 0.00%             | 2040-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 3620C5BW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114438 | PA      | $106585.44    | 0.00%             | 2040-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                  | GSR MORTGAGE LOAN TRUST GSR_03-7                                                | CUSIP: 36228FTW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70939 | PA      | $70933.48     | 0.00%             | 2033-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3622AAHY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1737912 | PA      | $1679998.33   | 0.05%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3622AAUG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3030049 | PA      | $2748138.68   | 0.07%             | 2070-10-20      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3622AAXX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3082096 | PA      | $2790898.68   | 0.08%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae I Pool                                                               | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4462615 | PA      | $4083501.71   | 0.11%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3900056 | PA      | $3474270.73   | 0.09%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3622ACCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5291440 | PA      | $5456980.00   | 0.15%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3622ACGA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    920597 | PA      | $872100.97    | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3622ACGT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1483838 | PA      | $1402809.10   | 0.04%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Ginnie Mae II Pool                                                              | CUSIP: 3622ACMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2777605 | PA      | $2622429.00   | 0.07%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 36230L4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115163 | PA      | $106494.21    | 0.00%             | 2040-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 36230LXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58769 | PA      | $57916.42     | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 36230LYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148375 | PA      | $142245.04    | 0.00%             | 2040-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                      | CUSIP: 36230R2F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    252203 | PA      | $233715.87    | 0.01%             | 2040-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36230R4K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145311 | PA      | $138277.08    | 0.00%             | 2040-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36230R4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78776 | PA      | $74580.15     | 0.00%             | 2040-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36230R4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63383 | PA      | $62245.04     | 0.00%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36230SAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    189349 | PA      | $180280.76    | 0.00%             | 2040-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36230SAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    220396 | PA      | $208781.75    | 0.01%             | 2040-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36230SAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    443926 | PA      | $430615.71    | 0.01%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36230UN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    199027 | PA      | $193745.29    | 0.01%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                | GSMPS Mortgage Loan Trust 2005-RP3                                              | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350978 | PA      | $301519.43    | 0.01%             | 2035-09-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                | GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3                                          | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    272008 | PA      | $3255.67      | 0.00%             | 2035-09-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                  | GSR MORTGAGE LOAN TRUST GSR_05-5F                                               | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4094 | PA      | $3941.56      | 0.00%             | 2035-06-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Trust 2020-GSA2                                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2582000 | PA      | $2307358.08   | 0.06%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust                 | GM Financial Revolving Receivables Trust 2025-1                                 | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822000 | PA      | $830877.11    | 0.02%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr        | GM Financial Consumer Automobile Receivables Trust 2025-4                       | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1246000 | PA      | $1239335.89   | 0.03%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                               | GLS Auto Receivables Issuer Trust 2026-1                                        | CUSIP: 36274AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5537000 | PA      | $5488725.67   | 0.15%             | 2031-12-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                             | Gabx Leasing LLC                                                                | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    957000 | PA      | $943486.86    | 0.03%             | 2031-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                             | Gabx Leasing LLC                                                                | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1252354.89   | 0.03%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                      | GS Mortgage-Backed Securities Trust 2026-CES1                                   | CUSIP: 36277LAA1<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-MBS          | CORP              | US        |   5186961 | PA      | $5140007.84   | 0.14%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                               | GLS Auto Receivables Issuer Trust 2023-4                                        | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2835000 | PA      | $2907419.51   | 0.08%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                   | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    837000 | PA      | $711620.96    | 0.02%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                   | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    980964 | PA      | $868526.58    | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                               | GAM RE-REMIC TRUST 2021-FRR2                                                    | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6696381.00   | 0.18%             | 2051-09-27      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                               | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4598389.50   | 0.12%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                               | GAM_21-FRR1                                                                     | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $6016486.74   | 0.16%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                               | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3140743.90   | 0.08%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                              | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    900000 | PA      | $841142.97    | 0.02%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                           | GE Vernova Inc                                                                  | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1170285.00   | 0.03%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                      | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1848410.29   | 0.05%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                      | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1684301.06   | 0.05%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1507616.99   | 0.04%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    571000 | PA      | $586025.02    | 0.02%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                    | Genesee & Wyoming Inc                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    565000 | PA      | $571402.59    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                         | Georgia Power Co                                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    470000 | PA      | $480196.62    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                      | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    619000 | PA      | $570278.43    | 0.02%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                      | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    202000 | PA      | $163494.20    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $965508.75    | 0.03%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $3077022.68   | 0.08%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                            | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1750991.47   | 0.05%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                            | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1624315.09   | 0.04%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                            | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1573545.06   | 0.04%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                      | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1741295.48   | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                      | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    437000 | PA      | $420204.38    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                 | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $657203.34    | 0.02%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $3013857.76   | 0.08%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    628000 | PA      | $654037.11    | 0.02%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    264000 | PA      | $272351.22    | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    951000 | PA      | $962084.20    | 0.03%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2150082.48   | 0.06%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1232014.47   | 0.03%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    952000 | PA      | $969107.98    | 0.03%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3558000 | PA      | $3616168.81   | 0.10%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4272000 | PA      | $4343641.03   | 0.12%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $3895436.56   | 0.11%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8796000 | PA      | $8623676.05   | 0.23%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $3198098.82   | 0.09%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    561000 | PA      | $553266.01    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1931550.65   | 0.05%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1315232.26   | 0.04%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    587000 | PA      | $582155.58    | 0.02%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6296000 | PA      | $6254307.42   | 0.17%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2516718.61   | 0.07%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3648000 | PA      | $3571870.15   | 0.10%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    645000 | PA      | $614324.60    | 0.02%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    944000 | PA      | $913435.87    | 0.02%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                          | Goodgreen 2017-1 Trust                                                          | CUSIP: 38217VAA8<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |    114516 | PA      | $106283.52    | 0.00%             | 2052-10-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                          | Goodgreen 2019-2                                                                | CUSIP: 38218EAA5<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | KY        |    846671 | PA      | $739750.74    | 0.02%             | 2055-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                          | Goodgreen 2017-2 Trust                                                          | CUSIP: 38218QAA8<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | KY        |    587313 | PA      | $533586.80    | 0.01%             | 2053-10-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                   | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    460000 | PA      | $412034.75    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38373A2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76606 | PA      | $3327.88      | 0.00%             | 2039-07-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA_09-72                                               | GNMA_09-72                                                                      | CUSIP: 38373AGM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    195195 | PA      | $13825.37     | 0.00%             | 2039-08-16      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67                             | CUSIP: 38373AQT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     82168 | PA      | $6091.87      | 0.00%             | 2039-08-16      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38373MA91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26230 | PA      | $27669.58     | 0.00%             | 2037-04-20      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-23      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-23                             | CUSIP: 383742VQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    273976 | PA      | $278937.64    | 0.01%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-75                             | CUSIP: 38374CDG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    163267 | PA      | $162959.62    | 0.00%             | 2033-09-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-26      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-26                             | CUSIP: 38374KP23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    162098 | PA      | $164998.23    | 0.00%             | 2035-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-3       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-3                              | CUSIP: 38374KQJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    233299 | PA      | $3847.93      | 0.00%             | 2035-01-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-72                             | CUSIP: 38374L7K1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    128927 | PA      | $130718.27    | 0.00%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-17      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-17                             | CUSIP: 38374MX46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68257 | PA      | $68583.27     | 0.00%             | 2036-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-38      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-38                             | CUSIP: 38374NQB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    282640 | PA      | $281893.53    | 0.01%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BE73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        35 | PA      | $31.44        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BE99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4459 | PA      | $4453.17      | 0.00%             | 2063-01-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BEL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3823 | PA      | $3825.60      | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2708 | PA      | $2603.63      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BL75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5879 | PA      | $5843.03      | 0.00%             | 2062-02-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BN32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91534 | PA      | $91315.50     | 0.00%             | 2063-03-20      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91952 | PA      | $91893.10     | 0.00%             | 2063-03-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BQ96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86248 | PA      | $86109.41     | 0.00%             | 2063-03-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BR95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29887 | PA      | $28595.25     | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BRB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82271 | PA      | $82313.92     | 0.00%             | 2061-12-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BS37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67278 | PA      | $67261.66     | 0.00%             | 2063-04-20      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BS52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242455 | PA      | $242404.22    | 0.01%             | 2063-04-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       335 | PA      | $336.11       | 0.00%             | 2061-05-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BWC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       299 | PA      | $299.36       | 0.00%             | 2061-05-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BYE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2027 | PA      | $2030.70      | 0.00%             | 2062-09-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BYQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3044 | PA      | $3043.84      | 0.00%             | 2062-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375BZQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54237 | PA      | $54239.45     | 0.00%             | 2062-10-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-76                             | CUSIP: 38375DUZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    216629 | PA      | $3615.02      | 0.00%             | 2038-09-20      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-95                             | CUSIP: 38375DYP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    179656 | PA      | $1383.10      | 0.00%             | 2038-12-20      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-69      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-69                             | CUSIP: 38375JCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    328937 | PA      | $339465.94    | 0.01%             | 2036-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40                             | CUSIP: 38375KB68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    179496 | PA      | $3717.67      | 0.00%             | 2037-07-20      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375PCK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30819 | PA      | $25017.49     | 0.00%             | 2038-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375UAL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15395 | PA      | $15477.28     | 0.00%             | 2063-09-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38375UAN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56644 | PA      | $56748.52     | 0.00%             | 2063-09-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-62                             | CUSIP: 38375XHT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    147183 | PA      | $781.87       | 0.00%             | 2038-07-20      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-81                             | CUSIP: 38376F4W9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    300862 | PA      | $24635.43     | 0.00%             | 2039-09-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38376JFW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272220 | PA      | $3145.86      | 0.00%             | 2038-02-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38376RDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    330627 | PA      | $330307.13    | 0.01%             | 2065-06-20      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38376RDR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179374 | PA      | $179210.88    | 0.00%             | 2065-07-20      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38376RDY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    462009 | PA      | $461590.49    | 0.01%             | 2065-07-20      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38376REW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96291 | PA      | $96230.48     | 0.00%             | 2065-06-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38376RHF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194624 | PA      | $194643.83    | 0.01%             | 2065-09-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38376RKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122859 | PA      | $122876.00    | 0.00%             | 2065-10-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47                             | CUSIP: 38376YT68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    324061 | PA      | $16546.74     | 0.00%             | 2037-06-20      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-107     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-107                            | CUSIP: 38377JFF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    207347 | PA      | $36176.11     | 0.00%             | 2039-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38377LK72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129720 | PA      | $137029.07    | 0.00%             | 2040-10-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38377NF41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172117 | PA      | $148668.06    | 0.00%             | 2040-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38377RKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1046017 | PA      | $1032936.23   | 0.03%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38377WFA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145287 | PA      | $8942.00      | 0.00%             | 2041-05-20      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-137                            | CUSIP: 38377YX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    303963 | PA      | $313247.86    | 0.01%             | 2040-07-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-141     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-141                            | CUSIP: 38378GPG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    222869 | PA      | $211279.52    | 0.01%             | 2042-01-20      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38378J4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146367 | PA      | $149046.80    | 0.00%             | 2040-06-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38378MRL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598298 | PA      | $608593.71    | 0.02%             | 2042-11-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38378UWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1229207 | PA      | $1138906.18   | 0.03%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38379GQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    938866 | PA      | $844455.68    | 0.02%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38379HMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    876551 | PA      | $793255.82    | 0.02%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38379QD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1348233 | PA      | $1187669.96   | 0.03%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38379XN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400931 | PA      | $337933.90    | 0.01%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38379XX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1806361 | PA      | $1522668.61   | 0.04%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    814758 | PA      | $738642.12    | 0.02%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38380HEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3093088 | PA      | $2795645.70   | 0.08%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38380L4U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2198835 | PA      | $2191725.27   | 0.06%             | 2070-03-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38380WV71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1238395 | PA      | $1144771.76   | 0.03%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38381WTA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815695 | PA      | $733108.51    | 0.02%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38381XC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    636985 | PA      | $544565.88    | 0.01%             | 2049-08-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382BFP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    867785 | PA      | $731787.40    | 0.02%             | 2049-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382BFS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1084965 | PA      | $888008.99    | 0.02%             | 2049-12-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382BFT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2017873 | PA      | $1624110.54   | 0.04%             | 2049-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382CJ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    792633 | PA      | $683835.01    | 0.02%             | 2050-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382CL82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    837697 | PA      | $714355.16    | 0.02%             | 2050-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382DF20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2230697 | PA      | $2247069.00   | 0.06%             | 2048-03-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382DLG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    733800 | PA      | $640013.09    | 0.02%             | 2049-10-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382DUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1926276 | PA      | $1662501.05   | 0.04%             | 2049-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382G2B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2927504 | PA      | $2376280.99   | 0.06%             | 2050-07-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382HKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1699674 | PA      | $1364515.55   | 0.04%             | 2050-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382HKJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1849964 | PA      | $1488566.89   | 0.04%             | 2050-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    980369 | PA      | $966221.50    | 0.03%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1133833 | PA      | $1117585.77   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1155722 | PA      | $1139527.43   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273953 | PA      | $1243379.80   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1412404 | PA      | $1392789.50   | 0.04%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38382QB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2355974 | PA      | $1937392.27   | 0.05%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38383MFU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2402509 | PA      | $2294999.82   | 0.06%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38383PLD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4315777 | PA      | $3864571.86   | 0.10%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38383PXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    470000 | PA      | $394227.16    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38383RGE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2660168 | PA      | $2533115.56   | 0.07%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38383RJC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    585000 | PA      | $477856.72    | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38383RWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1053000 | PA      | $838076.17    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38383YJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1190629 | PA      | $1167046.56   | 0.03%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38384KGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    966567 | PA      | $891942.84    | 0.02%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38384QXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1262000 | PA      | $1086703.15   | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38385BN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    543000 | PA      | $383491.31    | 0.01%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                        | CUSIP: 38385GMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1181931 | PA      | $1060325.38   | 0.03%             | 2055-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAND RVR FND TRST I                                     | Grand River Funding Trust I                                                     | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    881000 | PA      | $888731.32    | 0.02%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER FND TRST II                                  | Grand River Funding Trust II                                                    | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1360942.01   | 0.04%             | 2056-02-15      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                 | Graphic Packaging International LLC                                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    675000 | PA      | $673373.02    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                           | Gray Media Inc                                                                  | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $278196.38    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                           | Gray Media Inc                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261899.55    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                      | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    436000 | PA      | $433704.70    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                         | Grupo Nutresa SA                                                                | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $278061.73    | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                    | Guatemala Government Bond                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    500000 | PA      | $508748.06    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    783000 | PA      | $772580.52    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1398431.22   | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    705000 | PA      | $671827.66    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196055.34    | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    890000 | PA      | $866022.54    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    261000 | PA      | $250685.91    | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1819000 | PA      | $1779055.81   | 0.05%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    284000 | PA      | $255946.23    | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1828000 | PA      | $1762501.16   | 0.05%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1347000 | PA      | $1210697.76   | 0.03%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1588000 | PA      | $1600437.63   | 0.04%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1169000 | PA      | $1207869.19   | 0.03%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2517000 | PA      | $2560259.73   | 0.07%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $907454.95    | 0.02%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2088000 | PA      | $2059067.51   | 0.06%             | 2032-03-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                               | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3553000 | PA      | $3488291.11   | 0.09%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                      | HINNT 2024-A LLC                                                                | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1893103 | PA      | $1889959.06   | 0.05%             | 2043-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                           | HarborView Mortgage Loan Trust 2004-3                                           | CUSIP: 41161PEC3<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    238310 | PA      | $226703.19    | 0.01%             | 2034-05-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                   | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $739527.43    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                        | Jordan Government International Bond                                            | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    600000 | PA      | $564912.71    | 0.02%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                        | Jordan Government International Bond                                            | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    683000 | PA      | $656552.09    | 0.02%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    528000 | PA      | $541836.62    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                       | HERO Funding Trust 2016-3                                                       | CUSIP: 42770XAA5<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    173619 | PA      | $160873.79    | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                       | Hero Funding 2017-3                                                             | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    373847 | PA      | $348837.70    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                       | HERO Funding Trust 2017-1A                                                      | CUSIP: 42771XAC0<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    297019 | PA      | $282546.64    | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                           | Hertz Corp/The                                                                  | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178553.69    | 0.00%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1629997.94   | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                 | Hess Midstream Operations LP                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $725642.76    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                 | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $916069.34    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                 | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241397.72    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                 | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    840000 | PA      | $805640.49    | 0.02%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                 | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493104.12    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                 | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    228000 | PA      | $227249.18    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                             | Hilton Grand Vacations Trust 2025-3EXT                                          | CUSIP: 43283DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5119490 | PA      | $5169182.87   | 0.14%             | 2044-10-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                 | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                    | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $304306.67    | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HIN TIMESHARE TRUST HINTT_25-B                           | HIN TIMESHARE TRUST HINTT_25-B                                                  | CUSIP: 433401AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4565150 | PA      | $4589470.48   | 0.12%             | 2045-05-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                              | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525000.00    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $821094.20    | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1126042.70   | 0.03%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                       | Honda Auto Receivables 2026-1 Owner Trust                                       | CUSIP: 43815CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1923000 | PA      | $1901882.58   | 0.05%             | 2032-05-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                      | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    300000 | PA      | $337376.75    | 0.01%             | 2034-11-27      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3291000 | PA      | $3267740.60   | 0.09%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1957515.84   | 0.05%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3867000 | PA      | $3827582.64   | 0.10%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2802000 | PA      | $2768317.51   | 0.07%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2892000 | PA      | $2869186.87   | 0.08%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    673000 | PA      | $662750.61    | 0.02%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2033754.21   | 0.05%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137791.88    | 0.00%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                  | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $475819.72    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                  | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170339.31    | 0.00%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                     | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    820000 | PA      | $829161.15    | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                     | Howmet Aerospace Inc                                                            | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    813000 | PA      | $790004.26    | 0.02%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $259224.36    | 0.01%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | Hyundai Capital America                                                         | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    196000 | PA      | $186736.85    | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    905000 | PA      | $914436.39    | 0.02%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    798000 | PA      | $785024.75    | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                           | Hyundai Auto Receivables Trust 2026-A                                           | CUSIP: 448981AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658000 | PA      | $1648407.31   | 0.04%             | 2032-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                           | Hyundai Auto Receivables Trust 2023-B                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395260 | PA      | $397222.01    | 0.01%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                        | INEOS Finance PLC                                                               | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $778311.62    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                | IQVIA Inc                                                                       | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259449.96    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    441000 | PA      | $432200.79    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                 | iHeartCommunications Inc                                                        | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    474250 | PA      | $430477.37    | 0.01%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                 | iHeartCommunications Inc                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    507700 | PA      | $407476.02    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                          | IMPAC CMB TRUST IMM_05-4                                                        | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79177 | PA      | $77450.82     | 0.00%             | 2035-05-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                               | IMSA_03-3                                                                       | CUSIP: 45254TNG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27216 | PA      | $26945.95     | 0.00%             | 2033-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                               | Impac Secured Assets Trust 2006-1                                               | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20214 | PA      | $19240.78     | 0.00%             | 2036-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                        | Imola Merger Corp                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $904545.06    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                  | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2369000 | PA      | $2438307.51   | 0.07%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                  | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1258000 | PA      | $1265094.48   | 0.03%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                    | Indonesia Government International Bond                                         | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1415000 | PA      | $1378219.61   | 0.04%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                    | Indonesia Government International Bond                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1299000 | PA      | $1238877.52   | 0.03%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                   | Residential Asset Securitization Trust 2004-IP2                                 | CUSIP: 45660LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116291 | PA      | $115995.89    | 0.00%             | 2034-12-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                             | ING Groep NV                                                                    | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1313000 | PA      | $1304429.24   | 0.04%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                             | ING Groep NV                                                                    | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1122000 | PA      | $1118102.58   | 0.03%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                                  | Instituto Costarricense de Electricidad                                         | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    200000 | PA      | $207406.17    | 0.01%             | 2031-10-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                               | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    304000 | PA      | $191674.14    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                               | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    520000 | PA      | $356688.65    | 0.01%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                               | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    347000 | PA      | $328277.85    | 0.01%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                               | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    455000 | PA      | $422130.69    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                      | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1564000 | PA      | $1310992.04   | 0.04%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                      | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    180000 | PA      | $154288.68    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                      | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1037000 | PA      | $974399.89    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                      | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    515000 | PA      | $502824.40    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                | IQVIA Inc                                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    573000 | PA      | $571458.89    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                | IQVIA Inc                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    680000 | PA      | $690342.45    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                        | Iron Mountain Inc                                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    770000 | PA      | $768698.68    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                          | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    888000 | PA      | $622654.45    | 0.02%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                          | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    495000 | PA      | $460017.27    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                          | Israel Government International Bond                                            | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2261000 | PA      | $2215005.74   | 0.06%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                 | Istanbul Metropolitan Municipality                                              | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    455000 | PA      | $486972.24    | 0.01%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                        | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289802.58    | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                        | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    193000 | PA      | $193933.80    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                        | ITC Holdings Corp                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    534000 | PA      | $542671.06    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                        | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    899000 | PA      | $923612.37    | 0.02%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1758000 | PA      | $1560984.04   | 0.04%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2548000 | PA      | $2358256.90   | 0.06%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1324000 | PA      | $1337867.15   | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    395000 | PA      | $407739.15    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    788000 | PA      | $782168.37    | 0.02%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                 | JP Morgan Mortgage Trust 2006-A2                                                | CUSIP: 466247K93<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     33286 | PA      | $33251.65     | 0.00%             | 2033-11-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                 | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAV7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     37503 | PA      | $37562.20     | 0.00%             | 2035-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    756000 | PA      | $747237.00    | 0.02%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                | Jabil Inc                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    756000 | PA      | $735510.25    | 0.02%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                        | Japan Tobacco Inc                                                               | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    711000 | PA      | $727987.97    | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                        | Japan Tobacco Inc                                                               | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    470000 | PA      | $493597.94    | 0.01%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $518783.27    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1866000 | PA      | $1865655.83   | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    439000 | PA      | $429476.54    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1278000 | PA      | $1404414.24   | 0.04%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                  | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   3249000 | PA      | $2918317.43   | 0.08%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                  | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    719000 | PA      | $719539.13    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                  | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1406496.18   | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                  | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    856000 | PA      | $851616.63    | 0.02%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                  | JetBlue Airways Corp / JetBlue Loyalty LP                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    840000 | PA      | $793851.44    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                        | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1654742.22   | 0.04%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                 | KGS-Alpha SBA COOF Trust 2012-2                                                 | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    326246 | PA      | $4566.56      | 0.00%             | 2038-08-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                 | KGS-Alpha SBA COOF Trust 2013-2                                                 | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    435343 | PA      | $9941.80      | 0.00%             | 2039-03-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                 | KGS-Alpha SBA COOF Trust 2014-2                                                 | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     70514 | PA      | $3465.08      | 0.00%             | 2040-04-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                             | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    219000 | PA      | $174005.79    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                        | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    500000 | PA      | $487080.19    | 0.01%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                        | Republic of Kenya Government International Bond                                 | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    240000 | PA      | $222247.47    | 0.01%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                        | Republic of Kenya Government International Bond                                 | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    340000 | PA      | $312416.13    | 0.01%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                  | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    637000 | PA      | $622933.40    | 0.02%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                  | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1150025.21   | 0.03%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                      | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    830000 | PA      | $814081.63    | 0.02%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                      | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    953000 | PA      | $959839.41    | 0.03%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                        | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    919000 | PA      | $596557.51    | 0.02%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                        | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1334816.14   | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                      | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   2718000 | PA      | $2726838.68   | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                      | Kinetik Holdings LP                                                             | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    549000 | PA      | $558143.76    | 0.02%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                     | Kioxia Holdings Corp                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    640000 | PA      | $651085.88    | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                         | Knife River Corp                                                                | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $368073.46    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                  | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    363000 | PA      | $366103.47    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                         | Kuwait International Government Bond                                            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2935000 | PA      | $2891862.97   | 0.08%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                         | Kuwait International Government Bond                                            | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   3772000 | PA      | $3687441.01   | 0.10%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                         | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1839000 | PA      | $1762097.88   | 0.05%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                    | Bath & Body Works Inc                                                           | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1030342.85   | 0.03%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC        | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                      | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1434390.57   | 0.04%             | 2036-02-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                     | LHOME Mortgage Trust 2025-RTL3                                                  | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6986606.90   | 0.19%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                     | LHOME Mortgage Trust 2026-RTL1                                                  | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3987329.60   | 0.11%             | 2041-01-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                         | Lseg US Fin Corp                                                                | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1620092.02   | 0.04%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                         | Lseg US Fin Corp                                                                | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1611986.37   | 0.04%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                         | Lseg US Fin Corp                                                                | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    962000 | PA      | $952776.95    | 0.03%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                         | Lamar Media Corp                                                                | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $873788.20    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                          | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    595000 | PA      | $589374.16    | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                   | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6000253.80   | 0.16%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373389.89    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                               | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1117208.36   | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                   | LENDMARK FUNDING TRUST LFT_21-2                                                 | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5545863.60   | 0.15%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                  | LendingPoint 2020-REV1 Asset Securitization Trust                               | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579541 | PA      | $579423.51    | 0.02%             | 2028-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                   | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1554218.74   | 0.04%             | 2031-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                   | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4791115.00   | 0.13%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                   | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2844117.90   | 0.08%             | 2031-11-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                    | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468402.78    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                    | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220130.46    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                           | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1083006.04   | 0.03%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                        | Lithia Motors Inc                                                               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691655.06    | 0.02%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                 | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    755000 | PA      | $750958.32    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                 | Live Nation Entertainment Inc                                                   | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    785000 | PA      | $786344.45    | 0.02%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $226069.89    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $206513.85    | 0.01%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1083000 | PA      | $1044837.05   | 0.03%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2295000 | PA      | $2270047.95   | 0.06%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBJ1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1949000 | PA      | $1894965.73   | 0.05%             | 2047-02-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    734000 | PA      | $498786.94    | 0.01%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1034691.71   | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1401262.39   | 0.04%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1292288.70   | 0.03%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust                                        | M&T Bank RV Trust 2026-1                                                        | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1809867 | PA      | $1800504.17   | 0.05%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                     | M&T Bank Corp                                                                   | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    693000 | PA      | $726101.44    | 0.02%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                     | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    857000 | PA      | $849759.31    | 0.02%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization Trust                      | MASTR Seasoned Securitization Trust 2004-2                                      | CUSIP: 55265WCA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45367 | PA      | $44905.79     | 0.00%             | 2032-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization Trust                      | MASTR Seasoned Securitization Trust 2004-2                                      | CUSIP: 55265WCB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71452 | PA      | $71131.60     | 0.00%             | 2032-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                               | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    513589 | PA      | $461015.74    | 0.01%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                         | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    530000 | PA      | $534302.25    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                         | MGM Resorts International                                                       | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530252.74    | 0.01%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MOO SECURITIZATION TRUST MOOST_26-RM1                    | MOO SECURITIZATION TRUST MOOST_26-RM1                                           | CUSIP: 55318PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1785027.27   | 0.05%             | 2066-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $2026925.51   | 0.05%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                                                         | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1070800.51   | 0.03%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                                                         | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    515000 | PA      | $500169.94    | 0.01%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                      | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3560000.00   | 0.10%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                      | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $1785390.10   | 0.05%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                          | MV24 Capital BV                                                                 | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    277612 | PA      | $276824.30    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                          | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1034169 | PA      | $1054071.22   | 0.03%             | 2040-11-20      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                       | Macquarie Bank Ltd                                                              | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $252138.84    | 0.01%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                      | Macquarie Group Ltd                                                             | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    219000 | PA      | $221143.02    | 0.01%             | 2030-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                          | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    515000 | PA      | $503003.00    | 0.01%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                   | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168214.82    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                   | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43363.96     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                     | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    241000 | PA      | $239171.42    | 0.01%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                     | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254487.07    | 0.01%             | 2056-03-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_24-BA                | MARINER FINANCE ISSUANCE TRUST MFIT_24-BA                                       | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6763847.35   | 0.18%             | 2038-11-20      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                           | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4824199.00   | 0.13%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4426000 | PA      | $4472188.59   | 0.12%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2083198.89   | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $1990942.38   | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    259000 | PA      | $255590.85    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                   | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140466.57    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                   | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    612000 | PA      | $621766.15    | 0.02%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                          | Masterbrand Inc                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416019.22    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                    | MASTR Adjustable Rate Mortgages Trust 2004-13                                   | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37978 | PA      | $37524.63     | 0.00%             | 2034-04-21      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                    | MASTR Adjustable Rate Mortgages Trust 2004-13                                   | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69740 | PA      | $69514.03     | 0.00%             | 2034-11-21      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                         | MASTR ASSET SECURITIZATION TRUST MASTR_04-P7                                    | CUSIP: 57643MCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13034 | PA      | $10895.87     | 0.00%             | 2033-12-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                     | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389096.77    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                   | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    620000 | PA      | $619770.24    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                          | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    926000 | PA      | $1009488.00   | 0.03%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                          | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    728000 | PA      | $658126.68    | 0.02%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                         | MercadoLibre Inc                                                                | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    538000 | PA      | $519218.01    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                     | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1384000 | PA      | $1394981.90   | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                           | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    191000 | PA      | $149397.37    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                           | Merck & Co Inc                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1304413.64   | 0.04%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                              | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A                       | CUSIP: 589929G28<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      9174 | PA      | $8419.64      | 0.00%             | 2028-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                              | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E                       | CUSIP: 589929Y36<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     46529 | PA      | $43790.37     | 0.00%             | 2028-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                              | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A                       | CUSIP: 59020UAR6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     53379 | PA      | $49729.30     | 0.00%             | 2029-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                   | MLMI_04-A4                                                                      | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61317 | PA      | $58736.93     | 0.00%             | 2034-08-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                              | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1                       | CUSIP: 59020UNN1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     49681 | PA      | $46779.70     | 0.00%             | 2034-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                              | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G                       | CUSIP: 59020UPA7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      4566 | PA      | $4456.68      | 0.00%             | 2030-01-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                              | MetLife Inc                                                                     | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    258000 | PA      | $253212.64    | 0.01%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                 | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    949000 | PA      | $942784.74    | 0.03%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                 | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    621000 | PA      | $629619.39    | 0.02%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                  | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1054324.17   | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                    | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1121749.79   | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-STATE TRUST MDST_06-1                                | MID-STATE TRUST MDST_06-1                                                       | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292680 | PA      | $294189.47    | 0.01%             | 2040-10-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                    | MidAmerican Energy Co                                                           | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    451000 | PA      | $473356.70    | 0.01%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                    | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $421531.01    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                    | MidAmerican Energy Co                                                           | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    687000 | PA      | $658952.83    | 0.02%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                  | Stagwell Global LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    780000 | PA      | $743517.90    | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                  | Millrose Properties Inc                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    160000 | PA      | $157308.39    | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                     | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    411000 | PA      | $345782.44    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                     | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    968000 | PA      | $626674.20    | 0.02%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                  | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $603150.23    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                   | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    242000 | PA      | $203976.02    | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                   | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1668000 | PA      | $1644297.07   | 0.04%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                   | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1780000 | PA      | $1746856.86   | 0.05%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                   | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $306581.95    | 0.01%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                           | Morgan Stanley Capital I Trust 2018-L1                                          | CUSIP: 61691QAE8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    888000 | PA      | $882535.60    | 0.02%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                           | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBJ8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    845266 | PA      | $762174.78    | 0.02%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    318000 | PA      | $316334.91    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3548000 | PA      | $3073774.84   | 0.08%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    192000 | PA      | $189550.90    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                           | MORGAN STANELY CAPITAL I TRUST MSC_06-T21                                       | CUSIP: 617451CU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1553571 | PA      | $221.38       | 0.00%             | 2052-10-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                       | Morgan Stanley Mortgage Loan Trust 2004-3                                       | CUSIP: 61745MA52<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |     65708 | PA      | $64747.65     | 0.00%             | 2034-04-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    251000 | PA      | $215923.41    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    169000 | PA      | $151896.83    | 0.00%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    755000 | PA      | $763455.52    | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    921000 | PA      | $943968.20    | 0.03%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    518000 | PA      | $525191.27    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1477631.88   | 0.04%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    287000 | PA      | $297896.79    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2467000 | PA      | $2495829.61   | 0.07%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    814000 | PA      | $815898.82    | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2410569.11   | 0.07%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5259000 | PA      | $5223421.97   | 0.14%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1731477.46   | 0.05%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    630000 | PA      | $639831.28    | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3372000 | PA      | $3333048.32   | 0.09%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    941000 | PA      | $909381.90    | 0.02%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    860000 | PA      | $829761.04    | 0.02%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    638000 | PA      | $631364.38    | 0.02%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4126000 | PA      | $4058196.01   | 0.11%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3148000 | PA      | $3083253.23   | 0.08%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3725859.54   | 0.10%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1915988.25   | 0.05%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4374968.44   | 0.12%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $3177603.44   | 0.09%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9378000 | PA      | $9234497.74   | 0.25%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                      | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1248477.05   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                      | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307222.88    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                              | Multifamily Connecticut Avenue Securities Trust 2023-01                         | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $4010716.15   | 0.11%             | 2053-11-25      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01  | Multifamily Connecticut Avenue Securities Trust 2020-01                         | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   6420309 | PA      | $6515741.47   | 0.18%             | 2050-03-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                           | NCR Voyix Corp                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    722000 | PA      | $695654.35    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                           | NCR Voyix Corp                                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14372.87     | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                      | NCL Corp Ltd                                                                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    170000 | PA      | $165137.58    | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                    | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494831.36    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                           | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1987370.26   | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                           | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    191000 | PA      | $183986.17    | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                           | NRG Energy Inc                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177867.40    | 0.00%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                           | NRG Energy Inc                                                                  | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249745.61    | 0.01%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                           | NRG Energy Inc                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301538.61    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation                      | NACC Reperforming Loan REMIC Trust 2004-R2                                      | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58570 | PA      | $50640.43     | 0.00%             | 2034-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                         | NTT Finance Corp                                                                | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $253987.10    | 0.01%             | 2031-07-02      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                  | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    366000 | PA      | $354726.21    | 0.01%             | 2034-08-02      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                  | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    818000 | PA      | $736404.03    | 0.02%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                             | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    288000 | PA      | $199434.80    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                  | Nationwide Building Society                                                     | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $207058.86    | 0.01%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                  | Nationwide Building Society                                                     | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    712000 | PA      | $723227.32    | 0.02%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                           | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    815000 | PA      | $872347.81    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                             | Navient Refinance Loan Trust 2025-C                                             | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1828596 | PA      | $1818467.47   | 0.05%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                        | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1018000 | PA      | $1028206.33   | 0.03%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                        | NatWest Group PLC                                                               | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1132000 | PA      | $1100556.23   | 0.03%             | 2047-03-03      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                      | NatWest Markets PLC                                                             | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1289000 | PA      | $1304070.19   | 0.04%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2019-F                                | CUSIP: 63935CAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    606199 | PA      | $588478.00    | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2018-D                                | CUSIP: 63940UAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    541045 | PA      | $538304.63    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    153828 | PA      | $152343.32    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     87604 | PA      | $87271.70     | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2019-D                                | CUSIP: 63941CAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    889845 | PA      | $867832.63    | 0.02%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2020-E                                | CUSIP: 63941TAA4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1642430 | PA      | $1535784.45   | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    585921 | PA      | $551748.55    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2422615 | PA      | $2169245.76   | 0.06%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1573670 | PA      | $1407520.64   | 0.04%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1073360 | PA      | $976852.12    | 0.03%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    396750 | PA      | $358804.02    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Student Loan Trust 2021-3                                               | CUSIP: 63942WAA6<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   1721097 | PA      | $1566146.96   | 0.04%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                             | Navient Refinance Loan Trust 2026-A                                             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3620000 | PA      | $3577561.65   | 0.10%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2004-4                                                | CUSIP: 64031QBK6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    506471 | PA      | $505594.73    | 0.01%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2005-1                                                | CUSIP: 64031QBR1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    914603 | PA      | $907418.24    | 0.02%             | 2033-10-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2005-2                                                | CUSIP: 64031QBX8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1624873 | PA      | $1611846.46   | 0.04%             | 2037-03-23      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2005-3                                                | CUSIP: 64031QCD1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1352602 | PA      | $1343438.49   | 0.04%             | 2035-12-24      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                          | Nevada Power Co                                                                 | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    287000 | PA      | $280928.33    | 0.01%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_22-SFR1        | NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_22-SFR1                               | CUSIP: 64831KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7036000 | PA      | $6899238.45   | 0.19%             | 2039-02-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                      | New Residential Mortgage Loan Trust 2024-RTL1                                   | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   4515000 | PA      | $4528614.08   | 0.12%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                   | NRM FHT1 Excess Owner LLC                                                       | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4380618 | PA      | $4393663.77   | 0.12%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                  | New York Life Insurance Co                                                      | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1367203.80   | 0.04%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                 | New York Life Global Funding                                                    | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    229000 | PA      | $224170.45    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                        | Newell Brands Inc                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1747849.12   | 0.05%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    286000 | PA      | $296520.33    | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    299000 | PA      | $303575.00    | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231921.71    | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                        | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575000.00    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                        | Nexstar Media Inc                                                               | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95207.03     | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                        | Nexstar Media Inc                                                               | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    376000 | PA      | $378908.61    | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | Nigeria Government International Bond                                           | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    560000 | PA      | $583315.73    | 0.02%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | NIGERIA (FEDERAL REPUBLIC OF)                                                   | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $401030.43    | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | Nigeria Government International Bond                                           | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $197993.57    | 0.01%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                    | Nippon Life Insurance Co                                                        | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1782000 | PA      | $1786500.86   | 0.05%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                    | Nippon Life Insurance Co                                                        | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1113000 | PA      | $1113933.46   | 0.03%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                             | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156519.15    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                             | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282312.20    | 0.01%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                             | NiSource Inc                                                                    | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    222000 | PA      | $217851.42    | 0.01%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                  | Nissan Auto Lease Trust 2026-A                                                  | CUSIP: 65481HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2073000 | PA      | $2060537.33   | 0.06%             | 2029-03-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                     | Noble Finance II LLC                                                            | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $779198.15    | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                    | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1061385.24   | 0.03%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                            | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1033000 | PA      | $1127362.48   | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                 | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    258000 | PA      | $215336.19    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                 | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    489000 | PA      | $464279.67    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                 | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1330832.30   | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                 | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    530000 | PA      | $522175.90    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                 | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $341912.48    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                    | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    879000 | PA      | $883894.82    | 0.02%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                    | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    815000 | PA      | $830127.49    | 0.02%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                 | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276068.60    | 0.01%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                      | NOVA Chemicals Corp                                                             | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $262768.45    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                      | NOVA Chemicals Corp                                                             | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    870000 | PA      | $918779.95    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_22-SFR3                                  | AMSR TRUST AMSR_22-SFR3                                                         | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3980009.81   | 0.11%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR4                                  | AMSR TRUST AMSR_21-SFR4                                                         | CUSIP: 66982FAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3911844.80   | 0.11%             | 2038-12-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                    | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1811848.78   | 0.05%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                    | Novartis Capital Corp                                                           | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    956000 | PA      | $955046.72    | 0.03%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                    | Novartis Capital Corp                                                           | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1286868.39   | 0.03%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                    | Novartis Capital Corp                                                           | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1801456.26   | 0.05%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                    | Novartis Capital Corp                                                           | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2680362.21   | 0.07%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                    | Novartis Capital Corp                                                           | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380622.52    | 0.01%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                    | Novartis Capital Corp                                                           | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306946.32    | 0.01%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                      | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    920000 | PA      | $951343.64    | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                 | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    300000 | PA      | $314553.93    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                        | Chord Energy Corp                                                               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413081.73    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                        | Chord Energy Corp                                                               | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75796.13     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                           | Ohio Edison Co                                                                  | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $804149.19    | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                       | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    497000 | PA      | $297619.30    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                | OHIO ST UNIV                                                                    | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    500000 | PA      | $409931.10    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                    | ON Semiconductor Corp                                                           | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144688.34    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    434000 | PA      | $443427.12    | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    866000 | PA      | $857457.13    | 0.02%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1464723.73   | 0.04%             | 2056-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2039036.80   | 0.06%             | 2031-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    737000 | PA      | $729651.61    | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1206843.90   | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    912000 | PA      | $965786.31    | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    319000 | PA      | $316997.12    | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    794000 | PA      | $778455.71    | 0.02%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                     | OneMain Finance Corp                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    915000 | PA      | $919271.94    | 0.02%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                 | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    274000 | PA      | $272862.22    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                             | Fibercop SpA                                                                    | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    315000 | PA      | $300709.72    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    564000 | PA      | $372797.63    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $761978.46    | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    701000 | PA      | $508777.43    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1072051.71   | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95096.37     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    653000 | PA      | $520880.10    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    790000 | PA      | $611097.32    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $2528744.68   | 0.07%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    977000 | PA      | $929617.25    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    647000 | PA      | $606388.48    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1074263.53   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1516265.96   | 0.04%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1389949.56   | 0.04%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1381615.63   | 0.04%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1847000 | PA      | $1775733.57   | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    765000 | PA      | $714227.20    | 0.02%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2433286.35   | 0.07%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $1855462.26   | 0.05%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_26-A                            | OPORTUN FUNDING LLC OPTN_26-A                                                   | CUSIP: 68390VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6405000 | PA      | $6378999.54   | 0.17%             | 2034-01-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                | Orange SA                                                                       | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1790000 | PA      | $1755410.01   | 0.05%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                | Orange SA                                                                       | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1925000 | PA      | $1902381.68   | 0.05%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                | Orange SA                                                                       | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1124000 | PA      | $1103669.14   | 0.03%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                | Orange SA                                                                       | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1215000 | PA      | $1202440.78   | 0.03%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436286.92    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $224468.67    | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                 | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $615567.79    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                           | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155205.92    | 0.00%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                           | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    286000 | PA      | $176310.48    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                           | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    974000 | PA      | $598719.88    | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                | PG&E Corp                                                                       | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    296000 | PA      | $293437.99    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    335000 | PA      | $330560.17    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2207350.17   | 0.06%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                | PG&E Corp                                                                       | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    703000 | PA      | $692383.12    | 0.02%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                   | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $159082.71    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                   | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $255177.24    | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                   | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $467197.02    | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    324000 | PA      | $339343.16    | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1416901.36   | 0.04%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    201000 | PA      | $206900.54    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1945661.58   | 0.05%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    989000 | PA      | $996747.26    | 0.03%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1028456.31   | 0.03%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2504157.39   | 0.07%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                              | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2531325.41   | 0.07%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1371249.23   | 0.04%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    306000 | PA      | $201841.95    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1304856 | PA      | $1286996.17   | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $2663015.66   | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    469000 | PA      | $378604.26    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $3048941.65   | 0.08%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    436000 | PA      | $439664.60    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1327394.97   | 0.04%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    856000 | PA      | $823168.84    | 0.02%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                     | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194898.65    | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                  | Pakistan Government International Bond                                          | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    500000 | PA      | $462097.39    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                  | Pakistan Government International Bond                                          | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    900000 | PA      | $800718.26    | 0.02%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                 | Palomino Funding Trust I                                                        | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $261440.48    | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                     | Paraguay Government International Bond                                          | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1000000 | PA      | $917796.10    | 0.02%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                     | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1887000 | PA      | $1678992.09   | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                     | Paraguay Government International Bond                                          | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    366000 | PA      | $379830.46    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                 | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    786000 | PA      | $768326.58    | 0.02%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $393418.31    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                  | Penske Automotive Group Inc                                                     | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380587.16    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                              | PepsiCo Inc                                                                     | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    712000 | PA      | $572177.30    | 0.02%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                             | Peru LNG Srl                                                                    | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    133360 | PA      | $129348.65    | 0.00%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1021000 | PA      | $979294.62    | 0.03%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAZ2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1660000 | PA      | $1616360.47   | 0.04%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                  | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149798.00    | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $508849.17    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $400097.36    | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1990000 | PA      | $1724335.18   | 0.05%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    720000 | PA      | $687979.63    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $315392.12    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $341624.72    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                 | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252046.79    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                  | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    869000 | PA      | $865747.88    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                  | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    926000 | PA      | $860007.77    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                  | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    319000 | PA      | $289497.95    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                               | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1742915.38   | 0.05%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                               | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2914000 | PA      | $2887742.20   | 0.08%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                    | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $818669.82    | 0.02%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                    | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $275363.38    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                    | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $330593.56    | 0.01%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1786345.02   | 0.05%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1531418.59   | 0.04%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    595000 | PA      | $606341.36    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2681000 | PA      | $2675867.59   | 0.07%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2258097.82   | 0.06%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2368862.88   | 0.06%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                  | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    291000 | PA      | $196452.18    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                 | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    255000 | PA      | $229558.92    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                  | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1550684.80   | 0.04%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                        | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    485000 | PA      | $466116.14    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                        | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268209.06    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                             | ADT Security Corp/The                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    580000 | PA      | $543747.68    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                  | Principal Financial Group Inc                                                   | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    611000 | PA      | $605859.20    | 0.02%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                         | Progressive Corp/The                                                            | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    641000 | PA      | $642312.91    | 0.02%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                         | Progressive Corp/The                                                            | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    641000 | PA      | $642575.56    | 0.02%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                               | Progress Residential 2022-SFR3 Trust                                            | CUSIP: 74331UAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   5560000 | PA      | $5564826.64   | 0.15%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                               | Progress Residential 2022-SFR2 Trust                                            | CUSIP: 74332VAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3064560.18   | 0.08%             | 2027-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                               | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAJ6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2334396.00   | 0.06%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                               | Progress Residential 2021-SFR9 Trust                                            | CUSIP: 74333QAL9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2899000 | PA      | $2746287.06   | 0.07%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                               | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAN9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7895493.60   | 0.21%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                               | Progress Residential 2026-SFR1 Trust                                            | CUSIP: 74334HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1605000 | PA      | $1498978.19   | 0.04%             | 2043-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                              | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    300000 | PA      | $193363.66    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                     | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    767000 | PA      | $744894.74    | 0.02%             | 2033-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                     | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1527437.76   | 0.04%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                     | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    952000 | PA      | $934228.21    | 0.03%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                   | Protective Life Global Funding                                                  | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    616000 | PA      | $629476.34    | 0.02%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                  | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $156112.32    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                  | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    546000 | PA      | $349806.60    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                  | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    378000 | PA      | $233073.55    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                  | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    224000 | PA      | $118549.66    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                  | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1215617.73   | 0.03%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                   | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    549000 | PA      | $341463.81    | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                   | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1079740.01   | 0.03%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                    | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    705000 | PA      | $705878.87    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                      | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    932000 | PA      | $937835.63    | 0.03%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                    | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168324.47    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                    | Quest Diagnostics Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    564000 | PA      | $568051.82    | 0.02%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $653798.58    | 0.02%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                    | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1092651.36   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                 | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    325000 | PA      | $330696.66    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                 | RLI Corp                                                                        | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |    956000 | PA      | $920746.21    | 0.02%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                             | RFM Reremic Trust 2022-FRR1                                                     | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4769147.00   | 0.13%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET LOANS RKTL_26-1                                   | RKTL_26-1                                                                       | CUSIP: 74990JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    990000 | PA      | $983404.13    | 0.03%             | 2035-02-26      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                 | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    658000 | PA      | $709208.88    | 0.02%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                      | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2329220.48   | 0.06%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                       | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    754000 | PA      | $668430.70    | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                       | Realty Income Corp                                                              | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    585000 | PA      | $560806.20    | 0.02%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                       | Realty Income Corp                                                              | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    316000 | PA      | $281487.95    | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                       | Realty Income Corp                                                              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1087000 | PA      | $1071235.52   | 0.03%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                       | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1427000 | PA      | $1358983.60   | 0.04%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                       | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1223000 | PA      | $1235375.79   | 0.03%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                       | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    901000 | PA      | $905960.35    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                       | Regency Centers LP                                                              | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    636000 | PA      | $620108.46    | 0.02%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_21-2             | REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_21-2                                    | CUSIP: 75907UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4065974.65   | 0.11%             | 2033-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                          | Renew 2023-1                                                                    | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3081719 | PA      | $3154059.17   | 0.09%             | 2058-11-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                          | Renew 2017-1                                                                    | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    153527 | PA      | $143155.54    | 0.00%             | 2052-09-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                | RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RAMP_04-SL2                             | CUSIP: 7609856C0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84291 | PA      | $84704.42     | 0.00%             | 2031-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_26-R1       | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_26-R1                              | CUSIP: 76100KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5100000 | PA      | $5093853.99   | 0.14%             | 2035-01-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                      | Resideo Funding Inc                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271348.97    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                          | RingCentral Inc                                                                 | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    445000 | PA      | $465474.25    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                   | Ritchie Bros Holdings Inc                                                       | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296218.12    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                       | Roche Holdings Inc                                                              | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1183325.11   | 0.03%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                       | Roche Holdings Inc                                                              | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1777673.45   | 0.05%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                           | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $414023.27    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                 | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    670000 | PA      | $642173.21    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                   | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    859000 | PA      | $829495.41    | 0.02%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                   | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211749.11    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                        | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $206702.52    | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    529000 | PA      | $528192.25    | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3184000 | PA      | $3191264.61   | 0.09%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                       | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $567077.00    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                       | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $238731.09    | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                       | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1437000 | PA      | $969307.13    | 0.03%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                       | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    642000 | PA      | $633308.35    | 0.02%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                | SFS Auto Receivables Securitization Trust 2024-2                                | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340711 | PA      | $1353609.80   | 0.04%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                    | SBNA Auto Lease Trust 2024-C                                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1174000 | PA      | $1176917.51   | 0.03%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1469000 | PA      | $1480486.55   | 0.04%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                | SFS Auto Receivables Securitization Trust 2025-3                                | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2315000 | PA      | $2312992.43   | 0.06%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                           | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1116739.52   | 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              |  | US        |    515000 | PA      | $488065.43    | 0.01%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                 | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109921 | PA      | $106979.95    | 0.00%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630077 | PA      | $1638187.59   | 0.04%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462000 | PA      | $467032.84    | 0.01%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                              | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322222 | PA      | $323059.18    | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                              | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $528998.24    | 0.01%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2182064 | PA      | $2011599.65   | 0.05%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust 2018-A                                         | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |    637266 | PA      | $634036.88    | 0.02%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                             | SM Energy Co                                                                    | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280076.45    | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                             | SM Energy Co                                                                    | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300014.04    | 0.01%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                    | SS&C Technologies Inc                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800773.43    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                           | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2176000 | PA      | $2147124.43   | 0.06%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                           | SNF Group SACA                                                                  | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   1933000 | PA      | $1954341.47   | 0.05%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                       | Saavi Energia Sarl                                                              | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    549000 | PA      | $575136.18    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                     | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    257000 | PA      | $232039.13    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                           | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    453000 | PA      | $308855.24    | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                          | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    318000 | PA      | $199139.93    | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                          | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    476000 | PA      | $483527.39    | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                          | San Diego Gas & Electric Co                                                     | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    655000 | PA      | $653068.80    | 0.02%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                | Santander Mortgage Asset Receivable Trust 2025-Ces1                             | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   9433867 | PA      | $9373751.60   | 0.25%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                  | Santander Bank Auto Credit-Linked Notes Series 2024-B                           | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4314777 | PA      | $4432745.67   | 0.12%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                 | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3108000 | PA      | $3111789.20   | 0.08%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                 | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    279000 | PA      | $286906.11    | 0.01%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                   | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2647000 | PA      | $2723764.32   | 0.07%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                   | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647736 | PA      | $649216.21    | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                   | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1551000 | PA      | $1554971.03   | 0.04%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                   | Santander Drive Auto Receivables Trust 2026-1                                   | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3331000 | PA      | $3284158.15   | 0.09%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                   | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2399000 | PA      | $2402486.23   | 0.06%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                | Santander Mortgage Asset Receivable Trust 2026-CES1                             | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |   3932269 | PA      | $3893072.53   | 0.11%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                     | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    443000 | PA      | $405654.26    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                     | Saudi Arabian Oil Co                                                            | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1122000 | PA      | $1112030.40   | 0.03%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                      | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1558788.18   | 0.04%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                      | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2013834.74   | 0.05%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                 | Science Applications International Corp                                         | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97809.23     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                    | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1167109.15   | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                    | Scripps Escrow II Inc                                                           | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $175671.55    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                  | SEAGATE DATA STORAGE TECHNOLOG                                                  | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    480000 | PA      | $430860.24    | 0.01%             | 2029-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                  | SEAGATE DATA STOR                                                               | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $187357.93    | 0.01%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                   | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247325.46    | 0.01%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                   | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163409.61    | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                  | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    263000 | PA      | $253894.94    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                 | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    385000 | PA      | $357438.19    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                 | Sensata Technologies Inc                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408541.03    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                   | Sequoia Mortgage Trust 2003-1                                                   | CUSIP: 81743PAA4<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    124913 | PA      | $117150.77    | 0.00%             | 2033-04-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                   | Sequoia Mortgage Trust 2003-8                                                   | CUSIP: 81743PDX1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     77123 | PA      | $75510.70     | 0.00%             | 2034-01-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                   | Sequoia Mortgage Trust 2004-11                                                  | CUSIP: 81744FFJ1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     63608 | PA      | $59026.30     | 0.00%             | 2034-12-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                   | SEQUOIA MORTGAGE TRUST SEMT_04-12                                               | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42242 | PA      | $41942.03     | 0.00%             | 2035-01-20      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                        | Service Corp International/US                                                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    740000 | PA      | $735032.88    | 0.02%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                | SFS Auto Receivables Securitization Trust 2026-1                                | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2009000 | PA      | $1992756.03   | 0.05%             | 2031-07-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                  | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $629829.56    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                       | Siemens Funding BV                                                              | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2048000 | PA      | $2058073.55   | 0.06%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                       | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1367000 | PA      | $1378046.27   | 0.04%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                       | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1237000 | PA      | $1265338.35   | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                       | Siemens Funding BV                                                              | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    834000 | PA      | $851540.54    | 0.02%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                        | Sierra Timeshare 2024-2 Receivables Funding LLC                                 | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    853716 | PA      | $857889.06    | 0.02%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                        | Sierra Timeshare 2025-3 Receivables Funding LLC                                 | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2289089 | PA      | $2278919.12   | 0.06%             | 2044-08-22      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                        | Sierra Timeshare 2026-1 Receivables Funding LLC                                 | CUSIP: 82652VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2649000 | PA      | $2641674.99   | 0.07%             | 2042-12-22      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I                                  | Sigeco Securitization I LLC                                                     | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104175 | PA      | $105147.87    | 0.00%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I                                  | Sigeco Securitization I LLC                                                     | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $110214.19    | 0.00%             | 2041-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                        | Sierra Timeshare 2024-1 Receivables Funding LLC                                 | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1527820 | PA      | $1560229.47   | 0.04%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                 | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264984.03    | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                      | Sirius XM Radio LLC                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    620000 | PA      | $582228.25    | 0.02%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                      | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2013930.58   | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                    | Six Flags Entertainment Corp                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    585000 | PA      | $564714.25    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                   | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $665051.33    | 0.02%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                 | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    741000 | PA      | $744403.90    | 0.02%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                 | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302075.15    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                 | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1833333 | PA      | $1830137.10   | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                             | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    708000 | PA      | $662067.21    | 0.02%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1193000 | PA      | $1070861.14   | 0.03%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1454000 | PA      | $1432957.52   | 0.04%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                             | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $617504.01    | 0.02%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    702000 | PA      | $724346.30    | 0.02%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1198000 | PA      | $1244294.42   | 0.03%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $713500.47    | 0.02%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                             | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1285000 | PA      | $1243259.99   | 0.03%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                     | SoFi Professional Loan Program 2021-B Trust                                     | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   1224798 | PA      | $1094471.99   | 0.03%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                 | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    610000 | PA      | $601485.14    | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                           | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    471000 | PA      | $481466.16    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                     | Sonic Automotive Inc                                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    655000 | PA      | $634854.22    | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                       | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    857000 | PA      | $805832.46    | 0.02%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                 | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    587000 | PA      | $599680.42    | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                 | Republic of South Africa Government International Bond                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    509000 | PA      | $504461.35    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                 | Republic of South Africa Government International Bond                          | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    285000 | PA      | $260253.97    | 0.01%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     92000 | PA      | $69208.93     | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    505000 | PA      | $465802.42    | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    697000 | PA      | $660875.99    | 0.02%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153936.25    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    257000 | PA      | $262991.32    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1421270.75   | 0.04%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    943000 | PA      | $957407.31    | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                    | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201322.70    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                  | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    454000 | PA      | $290793.29    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                  | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1478112.46   | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                        | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    232000 | PA      | $218123.09    | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                    | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    582000 | PA      | $546214.43    | 0.01%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                  | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    249000 | PA      | $187044.85    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                  | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202060.25    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                       | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399997.53    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                       | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3766126.02   | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                 | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    192000 | PA      | $167138.01    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                      | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    229000 | PA      | $242073.95    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    745000 | PA      | $749180.04    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                 | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    995000 | PA      | $987883.54    | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                 | Standard Building Solutions Inc                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168283.60    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                   | Standard Chartered PLC                                                          | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1155000 | PA      | $1209743.42   | 0.03%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                   | Standard Chartered PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    769000 | PA      | $789630.43    | 0.02%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                   | Standard Chartered PLC                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $723348.57    | 0.02%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                   | Standard Chartered PLC                                                          | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $276019.78    | 0.01%             | 2037-01-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                   | Standard Chartered PLC                                                          | CUSIP: 85325C2P6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1395000 | PA      | $1321667.31   | 0.04%             | 2047-03-05      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                 | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    515000 | PA      | $509757.13    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                 | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    855000 | PA      | $807246.80    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                  | Starwood Property Trust Inc                                                     | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    625000 | PA      | $643982.99    | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1            | Starwood Mortgage Residential Trust 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131690 | PA      | $128073.40    | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                      | Starwood Mortgage Residential Trust 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233308 | PA      | $1095793.47   | 0.03%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                        | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330991.91    | 0.01%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                        | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2463000 | PA      | $2491450.06   | 0.07%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                        | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    612000 | PA      | $594414.04    | 0.02%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                      | Station Casinos LLC                                                             | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510480.48    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust   | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                   | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2402000 | PA      | $2392666.07   | 0.06%             | 2029-04-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                        | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    733000 | PA      | $660601.39    | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                        | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    363000 | PA      | $315974.30    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                        | Store Capital LLC                                                               | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    956000 | PA      | $948216.70    | 0.03%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STRE_24-1A                                               | STRE_24-1A                                                                      | CUSIP: 86324CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2156096 | PA      | $2372945.87   | 0.06%             | 2044-07-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                          | Stream Innovations 2024-2 Issuer Trust                                          | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1574698 | PA      | $1650571.71   | 0.04%             | 2045-02-15      | Fixed         | 9.05%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST STRE_26-1                | STREAM INNOVATIONS ISSUER TRUST STRE_26-1                                       | CUSIP: 86325MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1977970.20   | 0.05%             | 2046-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                  | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A        | CUSIP: 86359A5B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64334 | PA      | $64143.83     | 0.00%             | 2033-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                  | Structured Asset Sec Corp Mort Passthr Certs Ser 2003 40A                       | CUSIP: 86359BEK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46529 | PA      | $45116.69     | 0.00%             | 2034-01-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                  | STRUCTURED ASSET SECURITIES CORPORATION SASC_04-4XS                             | CUSIP: 86359BHL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135863 | PA      | $132785.37    | 0.00%             | 2034-02-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust           | Structured Adjustable Rate Mortgage Loan Trust Series 2004-4                    | CUSIP: 86359BPD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21500 | PA      | $17929.82     | 0.00%             | 2034-04-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                | Structured Asset Mortgage Investments II Trust 2004-AR5                         | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83029 | PA      | $80534.55     | 0.00%             | 2034-10-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                | Structured Asset Mortgage Investments II Trust 2005-AR5                         | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40175 | PA      | $38782.24     | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                 | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    767000 | PA      | $730239.01    | 0.02%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                 | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $717171.02    | 0.02%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                 | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1668000 | PA      | $1642899.44   | 0.04%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                 | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1668000 | PA      | $1638650.52   | 0.04%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOM MITSUI TRST                                      | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |   1567000 | PA      | $1539321.93   | 0.04%             | 2036-09-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    620000 | PA      | $642046.59    | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    634000 | PA      | $630861.89    | 0.02%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                  | Superior Plus LP / Superior General Partner Inc                                 | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    550000 | PA      | $524950.40    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                 | Suriname Government International Bond                                          | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    400000 | PA      | $404269.02    | 0.01%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                 | Suriname Government International Bond                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    400000 | PA      | $413497.04    | 0.01%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                            | Synaptics Inc                                                                   | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $322088.28    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                             | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    923000 | PA      | $926830.98    | 0.03%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                             | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1329827.77   | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                             | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1065046.52   | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                             | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    930000 | PA      | $931683.77    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                             | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1892993.27   | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                            | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    998000 | PA      | $1004089.80   | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                            | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3158000 | PA      | $3154204.40   | 0.09%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1721696.10   | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    206000 | PA      | $226636.07    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                        | T-Mobile US Trust 2026-1                                                        | CUSIP: 87269AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1628000 | PA      | $1626325.28   | 0.04%             | 2030-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                        | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    670000 | PA      | $606744.26    | 0.02%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                   | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1899000.73   | 0.05%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                   | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    643000 | PA      | $632942.75    | 0.02%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                 | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    193000 | PA      | $197079.12    | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                 | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1023139.17   | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                    | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    639000 | PA      | $419315.20    | 0.01%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                    | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195900.84    | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                  | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163878.12    | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                  | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $441144.23    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                 | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    971000 | PA      | $779923.23    | 0.02%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                      | Somnigroup International Inc                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1173071.58   | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                    | Tenet Healthcare Corp                                                           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3322008.78   | 0.09%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                               | Terex Corp                                                                      | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887851.81    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp            | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141789.49    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                 | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1446571.43   | 0.04%             | 2031-02-12      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                 | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    765000 | PA      | $755579.42    | 0.02%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                 | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1076851.61   | 0.03%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                      | Thornburg Mortgage Securities Trust 2004-4                                      | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39722 | PA      | $39467.32     | 0.00%             | 2044-12-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                    | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $516333.19    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                            | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    196000 | PA      | $191890.05    | 0.01%             | 2034-01-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                    | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $199820.05    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                    | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1589000 | PA      | $1560559.71   | 0.04%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                   | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    951000 | PA      | $627788.10    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                   | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $208427.29    | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                 | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    322000 | PA      | $309058.47    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                 | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1240000 | PA      | $1191908.60   | 0.03%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                 | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $265255.76    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                  | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    532000 | PA      | $526598.44    | 0.01%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                  | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1321068.58   | 0.04%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                 | Toyota Lease Owner Trust 2026-A                                                 | CUSIP: 89240MAD6<br>LEI: 2549000O9PUL1ASSQJ88 | Long             | ABS-O            | CORP              | US        |   2811000 | PA      | $2795182.50   | 0.08%             | 2029-02-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                 | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1169220.57   | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                    | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    809000 | PA      | $782453.91    | 0.02%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                        | Transcanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1507000 | PA      | $1492066.57   | 0.04%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1598961.23   | 0.04%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                              | TriMas Corp                                                                     | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $480699.79    | 0.01%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                       | Trinidad Generation UnLtd                                                       | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    213000 | PA      | $222458.22    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                              | Truist Bank                                                                     | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2286395.18   | 0.06%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1428878.09   | 0.04%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    459000 | PA      | $477734.45    | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    907000 | PA      | $963631.55    | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268006.57    | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2086625.16   | 0.06%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                 | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    112000 | PA      | $105023.73    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                     | TC Ziraat Bankasi AS                                                            | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    238000 | PA      | $238334.69    | 0.01%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                            | Coherent Corp                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    440000 | PA      | $431713.23    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3619000 | PA      | $3441490.61   | 0.09%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1424000 | PA      | $1427810.44   | 0.04%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                    | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    891000 | PA      | $917603.28    | 0.02%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                    | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1542000 | PA      | $1470759.64   | 0.04%             | 2047-05-06      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                  | UDR Inc                                                                         | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    212000 | PA      | $210639.23    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                  | UDR Inc                                                                         | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    280000 | PA      | $278111.68    | 0.01%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                    | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $3516979.96   | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                    | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1288896.35   | 0.03%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                    | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1558632.59   | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                    | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1951093.51   | 0.05%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| USASF RECEIVABLES LLC USAUT_21-1A                        | USASF RECEIVABLES LLC USAUT_21-1A                                               | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089083 | PA      | $871030.75    | 0.02%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US AUTO FUNDING LLC USAUT_22-1                           | US AUTO FUNDING LLC USAUT_22-1                                                  | CUSIP: 90355FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $50.00        | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                     | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1793000 | PA      | $1795221.71   | 0.05%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                     | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536000 | PA      | $542247.51    | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                        | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    263000 | PA      | $241762.00    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                       | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    476000 | PA      | $466318.41    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                 | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247740 | PA      | $238871.48    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                 | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467671 | PA      | $454918.72    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 A PTT                                  | United Airlines 2019-1 Class A Pass Through Trust                               | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441086 | PA      | $429186.55    | 0.01%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                 | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293393 | PA      | $284574.85    | 0.01%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                                  | United Airlines 2018-1 Class A Pass Through Trust                               | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782958 | PA      | $748899.00    | 0.02%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                  | United Airlines 2016-2 Class A Pass Through Trust                               | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    638949 | PA      | $611257.56    | 0.02%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2       | UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2                              | CUSIP: 90944KAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $424961.60    | 0.01%             | 2029-04-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                 | United Airlines Holdings Inc                                                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1082212.03   | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                 | United Airlines Holdings Inc                                                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2167457.18   | 0.06%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                    | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    838000 | PA      | $671141.24    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                    | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    904000 | PA      | $691771.03    | 0.02%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                    | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $562042.27    | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                    | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1091000 | PA      | $925152.75    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                    | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    820000 | PA      | $579268.18    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3584000 | PA      | $3497042.64   | 0.09%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                            | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    714000 | PA      | $699401.44    | 0.02%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                            | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    707000 | PA      | $684251.75    | 0.02%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1309200.69   | 0.04%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    730000 | PA      | $711121.61    | 0.02%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    228000 | PA      | $233282.18    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    147000 | PA      | $151787.25    | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    566000 | PA      | $575968.81    | 0.02%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    541000 | PA      | $548522.14    | 0.01%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                      | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2293629.33   | 0.06%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                      | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1796772.73   | 0.05%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                    | VENDEE MORTGAGE TRUST VENDE_98-2                                                | CUSIP: 911760LQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     34298 | PA      | $35069.38     | 0.00%             | 2028-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1443000 | PA      | $1180554.38   | 0.03%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1799000 | PA      | $1439762.19   | 0.04%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7883000 | PA      | $6828648.75   | 0.18%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8623000 | PA      | $7324160.63   | 0.20%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4501000 | PA      | $3678160.94   | 0.10%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10645000 | PA      | $7466469.53   | 0.20%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11431000 | PA      | $8519667.19   | 0.23%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21971000 | PA      | $16203612.50  | 0.44%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11557000 | PA      | $8694836.72   | 0.23%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30429000 | PA      | $22327278.75  | 0.60%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6834000 | PA      | $5355079.69   | 0.14%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27315000 | PA      | $19948485.94  | 0.54%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29253000 | PA      | $18191709.38  | 0.49%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2074000 | PA      | $1207132.81   | 0.03%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9295000 | PA      | $4542931.25   | 0.12%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3025000 | PA      | $1885425.78   | 0.05%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | PA      | $1895829.69   | 0.05%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3927000 | PA      | $2048789.53   | 0.06%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9757000 | PA      | $6282593.28   | 0.17%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2997000 | PA      | $1663803.28   | 0.04%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17157000 | PA      | $10731167.34  | 0.29%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9815000 | PA      | $7152681.25   | 0.19%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9713000 | PA      | $6717146.56   | 0.18%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6249000 | PA      | $3765022.50   | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10350000 | PA      | $9366750.00   | 0.25%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8762700 | PA      | $8655904.59   | 0.23%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9998700 | PA      | $9340973.02   | 0.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1914000 | PA      | $1864654.69   | 0.05%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7940000 | PA      | $7915187.50   | 0.21%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29979000 | PA      | $28634629.22  | 0.77%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50733000 | PA      | $48893928.75  | 1.32%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12293000 | PA      | $12223851.88  | 0.33%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9791000 | PA      | $9727511.48   | 0.26%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4130000 | PA      | $4098702.34   | 0.11%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18613800 | PA      | $18607983.19  | 0.50%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49070000 | PA      | $48471959.38  | 1.31%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13168828.13  | 0.36%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4908.20      | 0.00%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17975000 | PA      | $17823335.94  | 0.48%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56647000 | PA      | $55761890.63  | 1.51%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3911000 | PA      | $3877389.84   | 0.10%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53392000 | PA      | $52976960.63  | 1.43%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19756000 | PA      | $19373227.50  | 0.52%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27433000 | PA      | $27192961.25  | 0.73%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38144000 | PA      | $38406240.00  | 1.04%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17695000 | PA      | $17638320.70  | 0.48%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31122000 | PA      | $31170628.13  | 0.84%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 9128334T4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8418000 | PA      | $6627049.14   | 0.18%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 9128334X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $3148621.33   | 0.08%             | 2034-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2083000 | PA      | $1510347.62   | 0.04%             | 2033-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 9128337V6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $1697634.87   | 0.05%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 9128337W4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1275745.48   | 0.03%             | 2034-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24646000 | PA      | $12040825.25  | 0.33%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6430822 | PA      | $3092096.95   | 0.08%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                 | United States Steel Corp                                                        | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274438.15    | 0.01%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    284000 | PA      | $210456.75    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1045918.29   | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $713209.89    | 0.02%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1166994.60   | 0.03%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                 | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    490000 | PA      | $498064.21    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System       | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    605000 | PA      | $367258.41    | 0.01%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| VM DEBT 2019 1 TR                                        | VM DEBT 2019 1 TR                                                               | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8996294 | PA      | $7205131.61   | 0.19%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  3 | On Loan: No      |
| VAIL RESORTS INC                                         | Vail Resorts Inc                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374195.81    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                              | Valaris Ltd                                                                     | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    285000 | PA      | $295194.97    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                         | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    238000 | PA      | $243931.05    | 0.01%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344051.00    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                 | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    282000 | PA      | $268110.11    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                 | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    748000 | PA      | $663081.33    | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1268774.09   | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    910000 | PA      | $534992.37    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    713000 | PA      | $694262.00    | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1370295.29   | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1367841.59   | 0.04%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                     | Verisk Analytics Inc                                                            | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    955000 | PA      | $939087.29    | 0.03%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                     | Verisk Analytics Inc                                                            | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1867065.00   | 0.05%             | 2036-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                     | Verizon Master Trust                                                            | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5473000 | PA      | $5462426.16   | 0.15%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                     | Verizon Master Trust Series 2025-2                                              | CUSIP: 92348KDV2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3633000 | PA      | $3713268.96   | 0.10%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                     | Verizon Master Trust                                                            | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2957000 | PA      | $3012619.69   | 0.08%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    405600 | PA      | $369446.22    | 0.01%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    154997 | PA      | $153274.21    | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    323870 | PA      | $310437.89    | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    800502 | PA      | $724739.11    | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust 2021-8                                               | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1265378 | PA      | $1152592.50   | 0.03%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1171061 | PA      | $991445.39    | 0.03%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    897797 | PA      | $795158.89    | 0.02%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                       | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    895000 | PA      | $885259.35    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                 | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    807000 | PA      | $496385.91    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                 | Virginia Electric and Power Co                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1802632.88   | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    980000 | PA      | $979937.77    | 0.03%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    640000 | PA      | $670511.42    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2508000 | PA      | $2585507.42   | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1007104.98   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65819.09     | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1554007.94   | 0.04%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1023587.23   | 0.03%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440386.92    | 0.01%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    926000 | PA      | $924519.13    | 0.02%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    941000 | PA      | $946861.25    | 0.03%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1497055.87   | 0.04%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                              | Volkswagen Auto Lease Trust 2026-A                                              | CUSIP: 92868CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2264000 | PA      | $2259529.51   | 0.06%             | 2029-03-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                  | WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust                   | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30921 | PA      | $30457.94     | 0.00%             | 2033-06-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                  | WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust                   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59493 | PA      | $58407.47     | 0.00%             | 2033-08-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                  | WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust                   | CUSIP: 929227R65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39495 | PA      | $39578.37     | 0.00%             | 2033-06-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                  | WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust                  | CUSIP: 92922FJF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89843 | PA      | $84588.44     | 0.00%             | 2033-10-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                  | WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust                   | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33307 | PA      | $31864.82     | 0.00%             | 2034-06-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                             | WP Carey Inc                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    178000 | PA      | $177772.72    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                             | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    255000 | PA      | $211383.34    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                     | WR Grace Holdings LLC                                                           | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    605000 | PA      | $589559.63    | 0.02%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WBCMT_04-C12                                             | WBCMT_04-C12                                                                    | CUSIP: 929766SJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45643 | PA      | $33.63        | 0.00%             | 2041-07-15      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                         | Wand NewCo 3 Inc                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511250.00    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                              | Wayfair LLC                                                                     | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520258.68    | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust             | Wells Fargo Mortgage Backed Securities 2004-U Trust                             | CUSIP: 949803AA8<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     61328 | PA      | $60845.97     | 0.00%             | 2034-10-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1302710.73   | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1564726.34   | 0.04%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1975285.15   | 0.05%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    519000 | PA      | $561244.93    | 0.02%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $706768.65    | 0.02%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    838000 | PA      | $854040.50    | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2121286.70   | 0.06%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3793325.45   | 0.10%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1691559.82   | 0.05%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2288420.73   | 0.06%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    645000 | PA      | $610561.10    | 0.02%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1415749.56   | 0.04%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                   | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    870000 | PA      | $874941.28    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                   | WESCO Distribution Inc                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270171.40    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                    | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4150000 | PA      | $4287028.44   | 0.12%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                   | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1141829.17   | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                    | Williams Scotsman Inc                                                           | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127721.40    | 0.00%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                 | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1134091.24   | 0.03%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                         | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $660450.79    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                  | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $513494.70    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $518518.17    | 0.01%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                  | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1097474.06   | 0.03%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                      | Xerox Holdings Corp                                                             | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $133980.10    | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                 | Yinson Boronia Production BV                                                    | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    194292 | PA      | $209819.92    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                                 | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    338438 | PA      | $356462.47    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                   | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    528000 | PA      | $538556.34    | 0.01%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                               | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    178000 | PA      | $161767.06    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                               | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    178000 | PA      | $186344.02    | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $187634.07    | 0.01%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| STARWOOD WAYPOINT HOMES TRUST SWH_17-1                   | STARWOOD WAYPOINT HOMES TRUST SWH_17-1                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1771902 | PA      | $1753296.74   | 0.05%             | 2026-10-11      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                     | HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2094241 | PA      | $2077487.07   | 0.06%             | 2027-01-13      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| ROMANIA                                                  | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    619000 | PA      | $657513.62    | 0.02%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                     | SONANGOL FINANCE LTD                                                            | CUSIP: 000000000<br>LEI: 635400OJAAOK5U4MNN77 | Long             | DBT              | CORP              | AO        |    300000 | PA      | $298194.16    | 0.01%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                      | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1117134 | PA      | $983452.48    | 0.03%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                      | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    328933 | PA      | $256891.77    | 0.01%             | 2040-07-31      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                   | US 5YR NOTE JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       859 | NC      | $-1430348.24  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Securities & Capital Markets India Pvt Ltd.         | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: 213800JPRY6Q79O7RK98 | N/A              | DFE              |  | US        |         1 | NC      | $-1370.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                   | US 2YR NOTE JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       669 | NC      | $-411522.89   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US 10YR NOTE JUN 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       653 | NC      | $-1465206.62  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US LONG BOND JUN 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -80 | NC      | $247989.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US ULTRA 10YR NOTE JUN 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       211 | NC      | $-428935.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US ULTRA T-BOND JUN 26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       480 | NC      | $-1876349.60  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

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

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager