# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001795351-25-000323
**Filing Date:** 2025-6
**Character Count:** 718895
**Document Hash:** 136a1e61ea33a5bcdcde9d7286793f81
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001795351-25-000323.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001795351-25-000323

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Exchange-Traded Funds, Inc.
- **CENTRAL INDEX KEY:** 0001795351

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23494
- **FILM NUMBER:** 251072510

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

## Series and Classes Contracts Data

### T. Rowe Price QM U.S. Bond ETF (Series ID: S000072797)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000229338 | T. Rowe Price QM U.S. Bond ETF | TAGG            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. Rowe Price Exchange-Traded Funds, Inc.

- **b. Investment Company Act file number:** 811-23494

- **c. CIK number of Registrant:** 0001795351

- **d. LEI of Registrant:** 549300XZPUK24E1UMH17

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price QM U.S. Bond ETF

- **b. EDGAR series identifier (if any):** S000072797

- **c. LEI of Series:** 549300O4W4YA5BX4VR45

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1344917057.25

**Total Liabilities:** $58562816.88

**Net Assets:** $1286354240.37

**Delayed Delivery Securities:** $124896018.52

**Stand-by Commitments:** $234833971.89

**Cash Not Reported:** $73.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -214.623764 | **1-Year:** -31502.565435 | **5-Year:** -121377.356739 | **10-Year:** -211157.136517 | **30-Year:** -46250.344130

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

- **3-Month:** 0.000000 | **1-Year:** -30.168074 | **5-Year:** -88.466482 | **10-Year:** -2.071333 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229338 | 2.27%                | 0.00%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-712.09                 | $5133076.18                                |
| Month 2  | $90213.49                | $430845.62                                 |
| Month 3  | $1296130.85              | $-380681.83                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Agg Total Return Value Unhedged USD (Returns)

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO Corp                                                                        | AGCO CORP COMPANY GUAR 03/27 5.45                                                                                     | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241935.36    | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS INC SR UNSECURED 05/32 4.7                                                                                  | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29083.98     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE SR UNSECURED 01/31 2.45                                                                                  | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    600000 | PA      | $513576.00    | 0.04%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                                                        | COREBRIDGE GLOB FUNDING SECURED 144A 08/27 4.65                                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70338.31     | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                             | AMSR TRUST AMSR 2020 SFR2 A 144A                                                                                      | CUSIP: 00178UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662349 | PA      | $658333.39    | 0.05%             | 2037-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 Trust                                                             | AMSR TRUST AMSR 2021 SFR2 C 144A                                                                                      | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1619370.60   | 0.13%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON GLOBAL LTD COMPANY GUAR 12/25 3.875                                                                               | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $134501.45    | 0.01%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRASTRUCTURE LTD COMPANY GUAR 144A 07/27 4.25                                                                   | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10030.30     | 0.00%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT+T INC SR UNSECURED 06/41 3.5                                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $496457.65    | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT+T INC SR UNSECURED 02/32 2.25                                                                                      | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    345000 | PA      | $292731.47    | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT+T INC SR UNSECURED 02/34 5.4                                                                                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1323104.90   | 0.10%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABORATORIES SR UNSECURED 11/37 6.15                                                                           | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220043.40    | 0.02%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABORATORIES SR UNSECURED 11/26 3.75                                                                           | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219677.26    | 0.02%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABORATORIES SR UNSECURED 11/36 4.75                                                                           | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403429.75    | 0.03%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABORATORIES SR UNSECURED 06/30 1.4                                                                            | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122831.52    | 0.01%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 05/35 4.5                                                                                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    715000 | PA      | $684520.98    | 0.05%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 05/46 4.45                                                                                    | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33935.36     | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 05/26 3.2                                                                                     | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14822.96     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 11/26 2.95                                                                                    | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    990000 | PA      | $973727.37    | 0.08%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 11/29 3.2                                                                                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14301.32     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 11/39 4.05                                                                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $483256.48    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 03/35 4.55                                                                                    | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230901.84    | 0.02%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 03/29 4.8                                                                                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147709.47    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC SR UNSECURED 03/34 5.05                                                                                    | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    960000 | PA      | $965698.56    | 0.08%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITAL INC COMPANY GUAR 10/29 4.05                                                                         | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535891.14    | 0.04%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITAL INC COMPANY GUAR 10/34 4.5                                                                          | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    990000 | PA      | $954102.60    | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45                                                                      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145272.90    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/41 3.85                                                                      | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1750000 | PA      | $1345912.75   | 0.10%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC SR UNSECURED 06/36 6.625                                                                                    | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    745000 | PA      | $787403.17    | 0.06%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC SR UNSECURED 12/37 6.75                                                                                     | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    240000 | PA      | $257980.80    | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC SR UNSECURED 08/47 3.875                                                                                    | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79952.18     | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PRODUCTS + CHEMICALS SR UNSECURED 05/50 2.8                                                                       | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75173.40     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PRODUCTS + CHEMICALS SR UNSECURED 02/29 4.6                                                                       | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446110.28    | 0.03%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PRODUCTS + CHEMICALS SR UNSECURED 02/31 4.75                                                                      | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182159.28    | 0.01%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC COMPANY GUAR 11/31 7.375                                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64284.90     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | PROVINCE OF ALBERTA SR UNSECURED 01/34 4.5                                                                            | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    205000 | PA      | $204252.98    | 0.02%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE INC SR UNSECURED 02/27 5.9                                                                           | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    740000 | PA      | $758518.50    | 0.06%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95                                                                          | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    580000 | PA      | $602973.80    | 0.05%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL ESTATE E COMPANY GUAR 01/27 3.95                                                                      | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39729.56     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL ESTATE E COMPANY GUAR 02/50 4                                                                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29037.36     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -995000 | PA      | $-863363.69   | -0.07%            | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F032450<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1156017.04   | 0.09%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6685000 | PA      | $6229376.81   | 0.48%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1745000 | PA      | $1668656.79   | 0.13%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1780000 | PA      | $1789479.92   | 0.14%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1663987.57   | 0.13%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2125000 | PA      | $2120412.59   | 0.16%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    755000 | PA      | $765880.44    | 0.06%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5090000 | PA      | $5241527.06   | 0.41%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL INC SR UNSECURED 11/28 2.2                                                                             | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31668.04     | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL INC SR UNSECURED 01/30 VAR                                                                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $701565.52    | 0.05%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC SR UNSECURED 08/37 3.875                                                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103283.57    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP SR UNSECURED 03/33 7.125                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56091.85     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP SR UNSECURED 01/31 3.5                                                                                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    360000 | PA      | $336302.64    | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP SR UNSECURED 12/26 5.7                                                                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    615000 | PA      | $625620.44    | 0.05%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP SR UNSECURED 01/29 5                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813130.40    | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SAB DE CV COMPANY GUAR 03/35 6.375                                                                      | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $91868.09     | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR                                                                        | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60600.00     | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR                                                                        | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170105.91    | 0.01%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 07/34 5.5                                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $474873.60    | 0.04%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTL GROUP SR UNSECURED 01/35 3.875                                                                          | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35830.28     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/43 FIXED 6.053                                                                | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1542160.20   | 0.12%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER CORP SR UNSECURED 11/28 5.8                                                                            | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1507167.70   | 0.12%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC SR UNSECURED 03/31 2.7                                                                                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    280000 | PA      | $249797.24    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC SR UNSECURED 12/29 4.85                                                                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    970000 | PA      | $979007.42    | 0.08%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC SR UNSECURED 11/41 5.15                                                                                     | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221256.72    | 0.02%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC SR UNSECURED 02/40 3.15                                                                                     | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $90199.32     | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC SR UNSECURED 08/28 1.65                                                                                     | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734585.60    | 0.06%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC SR UNSECURED 02/62 4.4                                                                                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $90871.20     | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC SR UNSECURED 03/63 5.75                                                                                     | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1277922.64   | 0.10%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP SR UNSECURED 04/29 5.05                                                                                 | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61615.80     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES INC SR UNSECURED 12/26 3.5                                                                             | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    530000 | PA      | $524563.26    | 0.04%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES INC SR UNSECURED 10/28 1.7                                                                             | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $938816.16    | 0.07%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2019 5 A1 144A                                                                          | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12011 | PA      | $11819.57     | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2021 6 A3 144A                                                                          | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59042 | PA      | $49686.44     | 0.00%             | 2066-09-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-6                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2022 6 A1 144A                                                                          | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272567 | PA      | $268632.16    | 0.02%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-3                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2025 3 A1 144A                                                                          | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |    648439 | PA      | $648863.44    | 0.05%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-4                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2025 4 A1 144A                                                                          | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |     53643 | PA      | $53947.81     | 0.00%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375                                                                       | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    880000 | PA      | $834379.92    | 0.06%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 8.2                                                                       | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1671873.72   | 0.13%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 5.45                                                                      | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15185.81     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/49 5.55                                                                      | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59379.24     | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95                                                                      | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    930000 | PA      | $863985.81    | 0.07%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/46 4.9                                                                       | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13626.09     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC SR UNSECURED 03/28 4.101                                                                          | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14934.56     | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC SR UNSECURED 03/48 4.55                                                                           | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24759.99     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC SR UNSECURED 05/30 2.25                                                                           | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53816.76     | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1                                                                            | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    560000 | PA      | $563435.04    | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN POWER CO SR UNSECURED 04/38 7                                                                             | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    760000 | PA      | $849693.68    | 0.07%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN POWER CO SR UNSECURED 05/44 4.4                                                                           | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405707.00    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN POWER CO SR UNSECURED 08/32 4.5                                                                           | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1040759.25   | 0.08%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP SR UNSECURED 12/34 5.5                                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1083999.24   | 0.08%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SR UNSECURED 10/39 7                                                                                    | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $129333.00    | 0.01%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SR UNSECURED 03/26 4.55                                                                                 | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $79840.00     | 0.01%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA SR UNSECURED 11/27 6.55                                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $166893.12    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA SR UNSECURED 11/32 6.8                                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1030000 | PA      | $1107600.20   | 0.09%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA SR UNSECURED 06/34 6                                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $122756.28    | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                                     | ARI FLEET LEASE TRUST ARIFL 2025 A A3 144A                                                                            | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | PA      | $1254996.24   | 0.10%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGHER + CO SR UNSECURED 02/54 6.75                                                                       | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54556.00     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGHER + CO SR UNSECURED 07/34 5.45                                                                       | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    920000 | PA      | $933950.88    | 0.07%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGHER + CO SR UNSECURED 12/29 4.85                                                                       | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25232.35     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC SR UNSECURED 09/42 4                                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $41593.80     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC SR UNSECURED 01/29 4                                                                                  | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $517453.56    | 0.04%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC SR UNSECURED 08/30 1.375                                                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $116247.83    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FINANCE LLC COMPANY GUAR 05/28 1.75                                                                       | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373290.40    | 0.03%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/28 4.875                                                                      | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224974.42    | 0.02%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/33 4.875                                                                      | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101143.70    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/29 4.85                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1041111.96   | 0.08%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5                                                                          | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201738.40    | 0.02%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FUNDING SR SECURED 144A 08/26 4.86                                                                      | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200769.20    | 0.02%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORPORATION SR UNSECURED 05/29 5.25                                                                         | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45672.21     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC SR UNSECURED 06/27 3.75                                                                                  | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29564.97     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC SR UNSECURED 01/31 1.65                                                                                  | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25273.71     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC SR UNSECURED 07/26 5.05                                                                                  | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251426.25    | 0.02%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUNITIES SR UNSECURED 05/26 2.95                                                                         | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118225.80    | 0.01%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                      | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $154489.80    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP COMPANY GUAR 08/43 7.079                                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96481.17     | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP COMPANY GUAR 08/53 7.081                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1189045.00   | 0.09%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP COMPANY GUAR 08/27 3.557                                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    538000 | PA      | $528289.64    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP COMPANY GUAR 08/37 4.39                                                                              | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219081.00    | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP COMPANY GUAR 04/27 4.7                                                                               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180462.06    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP BILLITON FIN USA LTD COMPANY GUAR 02/33 4.9                                                                       | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $118940.64    | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP BILLITON FIN USA LTD COMPANY GUAR 09/28 5.1                                                                       | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1530000 | PA      | $1571677.20   | 0.12%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                                           | BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A                                                                     | CUSIP: 05551UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91272 | PA      | $90726.92     | 0.01%             | 2039-02-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                   | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2024 5C27 A3                                                                     | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $26237.49     | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 Mortgage Trust                                                      | BMO MORTGAGE TRUST BMO 2024 5C5 AS                                                                                    | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $513068.07    | 0.04%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                               | BX TRUST BX 2025 ROIC A 144A                                                                                          | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $720655.59    | 0.06%             | 2030-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Trust 2023-LIFE                                                               | BX TRUST BX 2023 LIFE B 144A                                                                                          | CUSIP: 05609DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97986.15     | 0.01%             | 2028-02-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZCAYA ARG 09/28 VAR                                                                                    | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $826453.60    | 0.06%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381                                                                     | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $410178.80    | 0.03%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA 11/27 VAR                                                                                          | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $617466.60    | 0.05%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA 03/28 VAR                                                                                          | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1218076.80   | 0.09%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA 07/31 5.439                                                                                        | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $412337.60    | 0.03%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 02/42 5.875                                                                         | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15424.04     | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 01/28 VAR                                                                           | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341199.48    | 0.03%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                                                                           | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118351.44    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 04/38 VAR                                                                           | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13417.97     | 0.00%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 07/29 VAR                                                                           | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2210842.07   | 0.17%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR                                                                           | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128706.50    | 0.01%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 04/40 VAR                                                                           | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $891361.12    | 0.07%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                                                                           | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279707.73    | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 06/41 VAR                                                                           | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $162687.28    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 07/31 VAR                                                                           | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $242968.60    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 10/31 VAR                                                                           | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206607.84    | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 10/51 VAR                                                                           | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $67419.66     | 0.01%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 03/27 VAR                                                                           | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126767.68    | 0.01%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR                                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144960.90    | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 10/32 VAR                                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56274.60     | 0.00%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 02/28 VAR                                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125779.68    | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SUBORDINATED 03/37 VAR                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248763.48    | 0.02%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                                                                           | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129859.21    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                                                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2258093.87   | 0.18%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 09/29 VAR                                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468643.05    | 0.04%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR                                                                           | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367234.92    | 0.03%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLON CORP SR UNSECURED 02/28 VAR                                                                         | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    810000 | PA      | $798469.65    | 0.06%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLON CORP SR UNSECURED 06/28 VAR                                                                         | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238750.80    | 0.02%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLON CORP SR UNSECURED 10/33 VAR                                                                         | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231659.56    | 0.02%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLON CORP SR UNSECURED 10/29 VAR                                                                         | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1180184.19   | 0.09%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLON CORP SR SUBORDINA 07/39 VAR                                                                         | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120046.08    | 0.01%             | 2039-07-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK BANK 2019 BN17 A4                                                                                                | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $373103.81    | 0.03%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK BANK 2024 BNK47 A5                                                                                               | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $1021636.59   | 0.08%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                  | BANK5 BANK5 2024 5YR8 A3                                                                                              | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10444.99     | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                  | BANK5 BANK5 2024 5YR8 AS                                                                                              | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215000 | PA      | $1271592.27   | 0.10%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                 | BANK5 BANK5 2024 5YR10 A3                                                                                             | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511870.80    | 0.04%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 BANK5 2024 5YR12 A3                                                                                             | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10479.36     | 0.00%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC SR UNSECURED 05/26 VAR                                                                                   | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199825.00    | 0.02%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC SR UNSECURED 11/27 VAR                                                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192511.00    | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC SR UNSECURED 11/33 VAR                                                                                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $2287929.15   | 0.18%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                           | BARCLAYS MORTGAGE LOAN TRUST BARC 2021 NQM1 A3 144A                                                                   | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46709 | PA      | $42140.10     | 0.00%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/40 FIXED 6.918                                                               | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1117544.20   | 0.09%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/41 FIXED 3.176                                                               | CUSIP: 072024YC0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $38744.81     | 0.00%             | 2041-04-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV5                              | BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A20 144A                                                                  | CUSIP: 07336JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101776 | PA      | $82343.54     | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON + CO SR UNSECURED 02/29 4.874                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181762.74    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4                                                                            | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2735000 | PA      | $2548984.99   | 0.20%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B12 Mortgage Trust                                                | BENCHMARK MORTGAGE TRUST BMARK 2019 B12 A5                                                                            | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $517492.55    | 0.04%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BENCHMARK MORTGAGE TRUST BMARK 2022 B36 A5                                                                            | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2255000 | PA      | $2181316.07   | 0.17%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BENCHMARK MORTGAGE TRUST BMARK 2024 V5 AM                                                                             | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $726856.58    | 0.06%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V13 Mortgage Trust                                                | BENCHMARK MORTGAGE TRUST BMARK 2025 V13 A4                                                                            | CUSIP: 08164AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3721000 | PA      | $3888919.06   | 0.30%             | 2058-02-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | BENEFIT STREET PARTNERS CLO LT BSP 2015 6BR A1R 144A                                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1260000 | PA      | $1246374.10   | 0.10%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                 | BENCHMARK 2024 V8 MORTGAGE TRU BMARK 2024 V8 A3                                                                       | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $406916.10    | 0.03%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                 | BENCHMARK 2024 V8 MORTGAGE TRU BMARK 2024 V8 AM                                                                       | CUSIP: 08190AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $58310.72     | 0.00%             | 2057-07-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/40 5.75                                                                        | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $257121.60    | 0.02%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATHAWAY FIN COMPANY GUAR 05/42 4.4                                                                         | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    610000 | PA      | $561734.36    | 0.04%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC SR UNSECURED 10/28 4.45                                                                               | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239594.16    | 0.02%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC SR UNSECURED 10/30 1.95                                                                               | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    920000 | PA      | $788967.16    | 0.06%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Biogen Inc                                                                       | BIOGEN INC SR UNSECURED 05/50 3.15                                                                                    | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9092.85      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4                                                                         | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22806.03     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO SR UNSECURED 03/39 6.875                                                                                    | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $226779.21    | 0.02%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO SR UNSECURED 03/27 2.8                                                                                      | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $404347.44    | 0.03%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO SR UNSECURED 02/27 2.7                                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144681.75    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO SR UNSECURED 05/27 5.04                                                                                     | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231129.99    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE SR UNSECURED 05/27 6.259                                                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1606934.16   | 0.12%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE SR UNSECURED 05/54 6.858                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    710000 | PA      | $765157.06    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROPERTIES LP SR UNSECURED 10/26 2.75                                                                          | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    680000 | PA      | $658879.88    | 0.05%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROPERTIES LP SR UNSECURED 12/28 4.5                                                                           | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    580000 | PA      | $570128.40    | 0.04%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROPERTIES LP SR UNSECURED 01/31 3.25                                                                          | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53887.26     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets America Inc                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 09/28 3.937                                                                       | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752188.72    | 0.06%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 02/26 3.41                                                                        | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44617.46     | 0.00%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 04/27 3.543                                                                       | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1067737.68   | 0.08%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 02/33 4.812                                                                       | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    430000 | PA      | $420429.49    | 0.03%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 04/34 4.989                                                                       | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373293.38    | 0.03%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 11/34 5.227                                                                       | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358705.08    | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2021-NQM3                                        | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM3 A1 144A                                                                | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33573 | PA      | $31572.22     | 0.00%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL MYERS SQUIBB CO SR UNSECURED 07/29 3.4                                                                        | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6761.45      | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL MYERS SQUIBB CO SR UNSECURED 10/49 4.25                                                                       | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11945.64     | 0.00%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRITISH COLUMBIA PROV OF SR UNSECURED 07/33 4.2                                                                       | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     98000 | PA      | $96026.18     | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATING PART SR UNSECURED 03/27 3.9                                                                         | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14792.84     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125                                                                       | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467982.24    | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATING PART SR UNSECURED 07/30 4.05                                                                        | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81594.82     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/28 3.5                                                                       | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    210000 | PA      | $205511.46    | 0.02%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC COMPANY GUAR 144A 02/31 2.45                                                                             | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    540000 | PA      | $475306.38    | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC COMPANY GUAR 144A 02/41 3.5                                                                              | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $163252.11    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC SR UNSECURED 144A 04/29 4                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235226.40    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC SR UNSECURED 07/29 5.05                                                                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406901.20    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC SR UNSECURED 11/31 5.15                                                                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142563.54    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTN NORTH SANTA FE SR UNSECURED 03/41 5.05                                                                      | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $131745.60    | 0.01%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTN NORTH SANTA FE SR UNSECURED 09/43 5.15                                                                      | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $132560.96    | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTN NORTH SANTA FE SR UNSECURED 03/55 5.5                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $205587.06    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTN NORTH SANTA FE SR UNSECURED 05/37 6.15                                                                      | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1170608.76   | 0.09%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                           | BX TRUST BX 2024 GPA3 A 144A                                                                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98460 | PA      | $98090.76     | 0.01%             | 2039-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                                           | BX TRUST BX 2024 SLCT A 144A                                                                                          | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $188623.26    | 0.01%             | 2042-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES INC COMPANY GUAR 04/31 2.5                                                                              | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52382.64     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                                                                             | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257959.50    | 0.02%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 04/28 4.25                                                                           | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44160.93     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 02/29 3.25                                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $242944.78    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67                                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1074104.82   | 0.08%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 08/34 5.55                                                                           | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $155836.96    | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                     | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                                                                              | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $380198.70    | 0.03%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2013-IV Ltd                                                         | CIFC FUNDING LTD CIFC 2013 4A BR2 144A                                                                                | CUSIP: 12549FBW8<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |    810000 | PA      | $805744.07    | 0.06%             | 2031-04-27      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE COMPANY GUAR 12/48 4.9                                                                                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1292133.00   | 0.10%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY CORP JR SUBORDINA 12/50 VAR                                                                                | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111405.45    | 0.01%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FINANCE INC COMPANY GUAR 01/35 5.5                                                                        | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609507.00    | 0.05%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT 2022-3 Mortgage Loan Trust                                                  | COLT FUNDING LLC COLT 2022 3 A1 144A                                                                                  | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71568 | PA      | $69037.47     | 0.01%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 06/27 6.25                                                                               | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247971.36    | 0.02%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 09/39 6.125                                                                              | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80308.72     | 0.01%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 07/35 4.875                                                                              | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    710000 | PA      | $665498.62    | 0.05%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 07/45 5.125                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125272.61    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 06/26 2.875                                                                              | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127647.78    | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 08/26 3                                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196155.00    | 0.02%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 08/29 3.25                                                                               | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47005.85     | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 04/40 4.125                                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $532758.60    | 0.04%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 08/27 1.3                                                                                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222995.76    | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 02/31 1.875                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12626.57     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 01/29 5                                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60741.90     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 06/53 5.875                                                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355360.80    | 0.03%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 06/63 6                                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69603.15     | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP SR UNSECURED 06/34 5.7                                                                                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60752.76     | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 Mortgage Loan Trust                                               | COLT FUNDING LLC COLT 2025 INV2 A1 144A                                                                               | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    227226 | PA      | $228324.38    | 0.02%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 Mortgage Loan Trust                                                  | COLT FUNDING LLC COLT 2025 4 A1 144A                                                                                  | CUSIP: 12674HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $232084.66    | 0.02%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE DAC COMPANY GUAR 01/30 5.125                                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $356608.70    | 0.03%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY INC SR UNSECURED 05/27 3.9                                                                             | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1330087.50   | 0.10%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY INC SR UNSECURED 03/29 4.375                                                                           | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58954.20     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN SYS INC SR UNSECURED 09/29 4.3                                                                         | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64906.79     | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST CAS 04/34 FIXED 7.5                                                                                     | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1742799.90   | 0.14%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST CAS 11/40 FIXED 7.6                                                                                     | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1456043.52   | 0.11%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST CAS 03/43 FIXED OID 5.2                                                                                 | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $192818.08    | 0.01%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE CASHGR 11/41 FIXED 6.484                                                                   | CUSIP: 13077CTL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $266739.85    | 0.02%             | 2041-11-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROPERTY TRUST SR UNSECURED 10/28 4.1                                                                          | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237004.32    | 0.02%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROPERTY TRUST SR UNSECURED 11/26 5.85                                                                         | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919539.90    | 0.07%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/39 3.701                                                                           | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33482.92     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RESOURCES SR UNSECURED 07/30 2.95                                                                       | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18157.52     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/99 6.125                                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $286808.26    | 0.02%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/26 1.75                                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $91275.53     | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY COMPANY GUAR 11/29 2.875                                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $112318.32    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/48 4.7                                                                       | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8618.25      | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/50 3.5                                                                       | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $10426.58     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CO SUBORDINATED 10/25 4.2                                                                       | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24937.73     | 0.00%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/26 3.75                                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108678.79    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/27 3.65                                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152495.05    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/32 VAR                                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41095.85     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/28 VAR                                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220605.88    | 0.02%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/33 VAR                                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107884.15    | 0.01%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CO SR UNSECURED 10/27 VAR                                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227453.60    | 0.02%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CO SR UNSECURED 07/35 VAR                                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1275469.02   | 0.10%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3                                                                       | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40224.68     | 0.00%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A4                                                                       | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65712.43     | 0.01%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMAX AUTO OWNER TRUST CARMX 2023 3 B                                                                                | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66389.49     | 0.01%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P4                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P4 C                                                                        | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $42917.00     | 0.00%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A                                                                   | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $672302.76    | 0.05%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-N1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A                                                                  | CUSIP: 14688XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $513845.45    | 0.04%             | 2029-08-10      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 B                                                                        | CUSIP: 14689MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1564153.36   | 0.12%             | 2031-05-12      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HOLDINGS LLC COMPANY GUAR 08/26 1.4                                                                       | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143062.50    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HOLDINGS LLC COMPANY GUAR 07/27 6.415                                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96720.00     | 0.01%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP SR UNSECURED 12/27 4.25                                                                                  | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234000.00    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP SR UNSECURED 10/30 3                                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525000.00    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP SR UNSECURED 03/31 2.5                                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50801.22     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP SR UNSECURED 07/28 2.45                                                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1418250.00   | 0.11%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL MOBILITY AUTH R CTXGEN 01/41 FIXED 3.167                                                               | CUSIP: 155498MQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $59082.59     | 0.00%             | 2041-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT LLC/CAP SR SECURED 07/25 4.908                                                                       | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $50930.13     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT LLC/CAP SR SECURED 10/35 6.384                                                                       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $363463.20    | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8                                                                         | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $211908.59    | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7                                                                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $156638.34    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT LLC/CAP SR SECURED 11/26 6.15                                                                        | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $876871.48    | 0.07%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGY PARTNERS COMPANY GUAR 10/29 4.5                                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234738.00    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGY PARTNERS COMPANY GUAR 06/33 5.95                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021000.00   | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY INC SR UNSECURED 10/28 4.625                                                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326671.29    | 0.03%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125                                                                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    580000 | PA      | $586474.54    | 0.05%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago O Hare International Airport                                             | CHICAGO IL O HARE INTERNATIONA CHITRN 01/40 FIXED 6.395                                                               | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $269499.98    | 0.02%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HOLDINGS LLC COMPANY GUAR 03/34 5                                                                           | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700872.20    | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 01/42 5.875                                                                                | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1427389.74   | 0.11%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 07/45 4.65                                                                                 | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12917.64     | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 01/28 VAR                                                                                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $553820.40    | 0.04%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 01/39 VAR                                                                                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1341681.60   | 0.10%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 03/30 VAR                                                                                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58437.30     | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 01/31 VAR                                                                                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126870.10    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 02/28 VAR                                                                                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185255.70    | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 03/33 VAR                                                                                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $238645.68    | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 05/33 VAR                                                                                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510701.36    | 0.04%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 11/33 VAR                                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $275626.78    | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SR UNSECURED 06/35 VAR                                                                                  | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259897.04    | 0.02%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC SUBORDINATED 09/39 VAR                                                                                  | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190009.20    | 0.01%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                                | CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A A2 144A                                                                     | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91617 | PA      | $91706.46     | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 03/33 7.05                                                                                  | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1129162.00   | 0.09%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 06/35 5.65                                                                                  | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1017902.48   | 0.08%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 01/27 2.35                                                                                  | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252622.76    | 0.02%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 02/27 3.3                                                                                   | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    780000 | PA      | $769392.00    | 0.06%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 10/25 3.95                                                                                  | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224328.83    | 0.02%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 02/30 2.65                                                                                  | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37073.92     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 01/51 2.8                                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $130443.28    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 11/51 2.887                                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36096.90     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP COMPANY GUAR 06/34 5.3                                                                                   | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223400.98    | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                                              | COMMONSPIRIT HEALTH SR SECURED 10/30 2.782                                                                            | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18083.50     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONWEALTH BK AUSTR NY SR UNSECURED 11/26 4.577                                                                     | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    320000 | PA      | $322597.44    | 0.03%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/48 4                                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46126.08     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDISON CO 1ST MORTGAGE 08/28 3.7                                                                         | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1617246.64   | 0.13%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8                                                                       | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332251.20    | 0.03%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 10/53 6.5                                                                       | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51721.05     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 03/54 5.75                                                                      | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56416.50     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESOURCES COMPANY GUAR 06/44 4.9                                                                          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $138979.80    | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESOURCES COMPANY GUAR 01/28 4.375                                                                        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302412.13    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | COOK CNTY IL COO 11/33 FIXED 6.36                                                                                     | CUSIP: 213185BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26609.30     | 0.00%             | 2033-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RABOBANK UA COMPANY GUAR 05/41 5.25                                                                      | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $115685.16    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65                                                                      | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236463.84    | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 04/29 3.85                                                                      | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116265.60    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9                                                                       | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    680000 | PA      | $626921.24    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR                                                                       | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212116.17    | 0.02%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | CORNELL UNIVERSITY SR UNSECURED 06/34 4.835                                                                           | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357703.92    | 0.03%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC SR UNSECURED 144A 01/31 3.75                                                                              | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $1102538.40   | 0.09%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                              | GNMA II TBA 30 YR 2.5 JUMBOS                                                                                          | CUSIP: 21H022655<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1275000 | PA      | $-1086438.04  | -0.08%            | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II TBA 30 YR 3.5 JUMBOS                                                                                          | CUSIP: 21H032654<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1990000 | PA      | $1807567.09   | 0.14%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II TBA 30 YR 4 JUMBOS                                                                                            | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3810000 | PA      | $3545757.41   | 0.28%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II TBA 30 YR 4.5 JUMBOS                                                                                          | CUSIP: 21H042653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4300000 | PA      | $4115565.78   | 0.32%             | 2037-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II TBA 30 YR 5 JUMBOS                                                                                            | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3415000 | PA      | $3349596.57   | 0.26%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II TBA 30 YR 5.5 JUMBOS                                                                                          | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7645000 | PA      | $7640908.47   | 0.59%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II TBA 30 YR 6 JUMBOS                                                                                            | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1215000 | PA      | $1228811.14   | 0.10%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS PROPERTIES LP COMPANY GUAR 10/34 5.875                                                                        | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459481.12    | 0.04%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS PROPERTIES LP COMPANY GUAR 02/32 5.375                                                                        | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535245.84    | 0.04%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG SR UNSECURED 144A 06/26 VAR                                                                              | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $250051.75    | 0.02%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUISSE USA LLC COMPANY GUAR 07/32 7.125                                                                        | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    220000 | PA      | $246550.70    | 0.02%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC SR UNSECURED 02/26 4.45                                                                              | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59826.72     | 0.00%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC SR UNSECURED 06/26 3.7                                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79025.76     | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC SR UNSECURED 01/31 2.25                                                                              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    265000 | PA      | $229287.28    | 0.02%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC SR UNSECURED 03/27 2.9                                                                               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    850000 | PA      | $824346.15    | 0.06%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC SR UNSECURED 09/28 4.8                                                                               | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    490000 | PA      | $491058.89    | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC SR UNSECURED 02/54 5.45                                                                                   | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199378.62    | 0.02%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                               | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                                                                  | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $164370.65    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                 | DLLAA LLC DLLAA 2023 1A A3 144A                                                                                       | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60733.17     | 0.00%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                 | DLLAA LLC DLLAA 2023 1A A4 144A                                                                                       | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $72169.15     | 0.01%             | 2031-10-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO SR UNSECURED 10/26 2.85                                                                                 | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782622.40    | 0.06%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO SR UNSECURED 03/29 5.1                                                                                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456558.75    | 0.04%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS FORT WORTH TX INTERNATI DALAPT 11/46 FIXED 2.843                                                               | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $45976.59     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS FORT WORTH TX INTERNATI DALAPT 11/51 FIXED 4.507                                                               | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $642491.10    | 0.05%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS FORT WORTH TX INTERNATI DALAPT 11/47 FIXED 5.045                                                               | CUSIP: 23503CCH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $233776.60    | 0.02%             | 2047-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT S DALTRN 12/41 FIXED 4.922                                                               | CUSIP: 235241LX2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1955000 | PA      | $1840115.40   | 0.14%             | 2041-12-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S 144A 04/28 VAR                                                                                        | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $198826.00    | 0.02%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURANTS INC SR UNSECURED 05/27 3.85                                                                        | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236748.48    | 0.02%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP SR UNSECURED 06/26 2.65                                                                       | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14766.69     | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP SR UNSECURED 03/27 1.75                                                                       | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230147.04    | 0.02%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP SR UNSECURED 03/27 2.35                                                                       | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1474778.48   | 0.11%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP SR UNSECURED 07/28 4.95                                                                       | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82105.20     | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP SR UNSECURED 01/29 4.5                                                                        | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60559.38     | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP SR UNSECURED 04/34 5.1                                                                        | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202321.40    | 0.02%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP SR UNSECURED 09/31 4.4                                                                        | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214206.22    | 0.02%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                                              | DELL EQUIPMENT FINANCE TRUST DEFT 2023 2 B 144A                                                                       | CUSIP: 24703GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100789.13    | 0.01%             | 2029-01-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT LLC / EMC CORP COMPANY GUAR 07/36 8.1                                                                        | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    810000 | PA      | $953578.98    | 0.07%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT LLC / EMC CORP SR UNSECURED 07/46 8.35                                                                       | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $121449.40    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY CORPORATION SR UNSECURED 04/32 7.95                                                                      | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66336.96     | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY CORPORATION SR UNSECURED 07/41 5.6                                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    740000 | PA      | $655344.74    | 0.05%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY CORPORATION SR UNSECURED 05/42 4.75                                                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197306.50    | 0.02%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY CORPORATION SR UNSECURED 09/34 5.2                                                                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84262.59     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Dext ABS 2025-1 LLC                                                              | DEXT ABS DEXT 2025 1 A3 144A                                                                                          | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1552786.59   | 0.12%             | 2035-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45                                                                       | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239709.12    | 0.02%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY COMPANY/THE COMPANY GUAR 10/25 3.7                                                                        | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39830.80     | 0.00%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY COMPANY/THE COMPANY GUAR 11/26 3.375                                                                      | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217593.42    | 0.02%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY COMPANY/THE COMPANY GUAR 12/34 6.2                                                                        | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    280000 | PA      | $308175.56    | 0.02%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY COMPANY/THE COMPANY GUAR 09/29 2                                                                          | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118559.35    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY COMPANY/THE COMPANY GUAR 01/31 2.65                                                                       | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $947006.32    | 0.07%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC ENTERPRISES 18 CORP COMPANY GUAR 03/32 7                                                                         | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    440000 | PA      | $497363.24    | 0.04%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC ENTERPRISES 18 CORP COMPANY GUAR 07/26 1.85                                                                      | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116687.76    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL CORP SR UNSECURED 11/52 5.5                                                                            | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $552645.06    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL CORP SR UNSECURED 07/28 5.2                                                                            | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243503.28    | 0.02%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 04/53 5.4                                                                        | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37258.68     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 11/52 5.95                                                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2077367.50   | 0.16%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV1 A1 144A                                                                 | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148468 | PA      | $148876.80    | 0.01%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.5                                                                      | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8422.73      | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE LLC COMPANY GUAR 144A 05/33 4.9                                                                      | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181746.41    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC SR UNSECURED 07/42 4                                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    580000 | PA      | $459915.64    | 0.04%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC SR UNSECURED 05/26 1.4                                                                                       | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77491.60     | 0.01%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC SR UNSECURED 05/31 2.6                                                                                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79453.53     | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                            | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A A 144A                                                                        | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59664 | PA      | $61572.02     | 0.00%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                            | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A B 144A                                                                        | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59664 | PA      | $61277.59     | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                                             | ELMWOOD CLO VIII LTD ELMW8 2021 1A AR 144A                                                                            | CUSIP: 29003EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250583.19    | 0.02%             | 2037-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                               | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                                                                            | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1351450.32   | 0.11%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC COMPANY GUAR 08/34 6.5                                                                                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79795.04     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC COMPANY GUAR 10/26 1.6                                                                                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $991698.06    | 0.08%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC COMPANY GUAR 11/26 5.9                                                                                   | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91737.09     | 0.01%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC COMPANY GUAR 11/53 6.7                                                                                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36922.83     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC COMPANY GUAR 04/34 5.625                                                                                 | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55685.74     | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC JR SUBORDINA 03/55 VAR                                                                                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $212625.00    | 0.02%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY PARTNERS COMPANY GUAR 09/40 5.5                                                                       | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9462.68      | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP SR UNSECURED 02/42 6.5                                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24703.00     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP SR UNSECURED 05/34 5.55                                                                            | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98360.00     | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                                                                             | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59033.28     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP SR UNSECURED 06/28 4.95                                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60578.46     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC COMPANY GUAR 06/29 5.375                                                                                    | CUSIP: 29336TAA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1305184.00   | 0.10%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC COMPANY GUAR 04/44 5.6                                                                                      | CUSIP: 29336UAC1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214535.04    | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC COMPANY GUAR 07/26 4.85                                                                                     | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120004.92    | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/34 5.45                                                                          | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246584.16    | 0.02%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                            | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A                                                                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50123.89     | 0.00%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                            | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A4 144A                                                                     | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50455.86     | 0.00%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2021-2 LLC                                            | ENTERPRISE FLEET FINANCING LLC EFF 2021 2 A3 144A                                                                     | CUSIP: 29374YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92061 | PA      | $91160.16     | 0.01%             | 2027-05-20      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                                            | ENTERPRISE FLEET FINANCING LLC EFF 2023 2 A2 144A                                                                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55377 | PA      | $55720.86     | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/34 6.65                                                                      | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $132118.56    | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/41 5.95                                                                      | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224316.84    | 0.02%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR                                                                       | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230898.00    | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/78 VAR                                                                       | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106150.00    | 0.01%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/28 4.15                                                                      | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109558.90    | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/33 5.35                                                                      | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101850.70    | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/27 4.6                                                                       | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584050.72    | 0.05%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/34 4.85                                                                      | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1001842.98   | 0.08%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FINANCING C COMPANY GUAR 06/34 5.5                                                                       | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    920000 | PA      | $938990.64    | 0.07%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC SR UNSECURED 11/26 2.9                                                                                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    520000 | PA      | $507210.08    | 0.04%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 03/48 4.5                                                                             | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16850.94     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 03/32 2.65                                                                            | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30012.89     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO INC SR UNSECURED 02/34 5                                                                              | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    640000 | PA      | $626396.16    | 0.05%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERGY SR UNSECURED 03/32 3.375                                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107102.64    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERGY SR UNSECURED 03/27 2.9                                                                              | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116639.40    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERGY SR UNSECURED 07/34 5.95                                                                             | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165737.92    | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 10/39 6.25                                                                      | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123972.24    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 06/42 5.6                                                                       | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    640000 | PA      | $615964.80    | 0.05%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-2                                       | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A3                                                                         | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $922851.72    | 0.07%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                                | EXETER SELECT AUTOMOBILE RECEI ESART 2025 1 B                                                                         | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $996425.10    | 0.08%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STORAGE LP COMPANY GUAR 06/29 4                                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14550.12     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP SR UNSECURED 05/53 6.375                                                                                     | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319434.50    | 0.02%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS INC SR UNSECURED 05/53 5.6                                                                             | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217070.48    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL G08747 FG 02/47 FIXED 3                                                                             | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28916 | PA      | $25690.30     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL ZA5029 FR 10/47 FIXED 3.5                                                                           | CUSIP: 31329NSS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    433320 | PA      | $397621.18    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL ZS4714 FR 04/47 FIXED 4                                                                             | CUSIP: 3132A5GX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48841 | PA      | $46231.37     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL ZS7860 FR 09/32 FIXED 3                                                                             | CUSIP: 3132A8WV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96840 | PA      | $94505.86     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL ZS9164 FR 09/33 FIXED 3                                                                             | CUSIP: 3132AAFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36592 | PA      | $35282.58     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SB0869 FR 02/36 FIXED 1.5                                                                           | CUSIP: 3132CW6E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85066 | PA      | $75466.78     | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SB0217 FR 01/33 FIXED 3                                                                             | CUSIP: 3132CWG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15291 | PA      | $14895.76     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SB0912 FR 03/37 FIXED 2                                                                             | CUSIP: 3132CXAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51002 | PA      | $46404.22     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SB8189 FR 11/37 FIXED 4                                                                             | CUSIP: 3132D6C24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    253446 | PA      | $247871.82    | 0.02%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD0847 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3132DM5G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127114 | PA      | $105715.44    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD0686 FR 08/51 FIXED 3.5                                                                           | CUSIP: 3132DMXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41154 | PA      | $37555.80     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD0731 FR 05/51 FIXED 2                                                                             | CUSIP: 3132DMY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28927 | PA      | $23295.54     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD0767 FR 11/51 FIXED 3                                                                             | CUSIP: 3132DMZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256248 | PA      | $225762.74    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD0922 FR 03/52 FIXED 2.5                                                                           | CUSIP: 3132DNAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9809968 | PA      | $8244421.20   | 0.64%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD1035 FR 05/52 FIXED 4                                                                             | CUSIP: 3132DNEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33075 | PA      | $30831.10     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD1116 FR 06/52 FIXED 3.5                                                                           | CUSIP: 3132DNGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3793585 | PA      | $3447015.60   | 0.27%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD1183 FR 01/52 FIXED 3                                                                             | CUSIP: 3132DNJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122547 | PA      | $107460.06    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD1218 FR 07/49 FIXED 4                                                                             | CUSIP: 3132DNK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518630 | PA      | $490063.18    | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD1266 FR 06/52 FIXED 3                                                                             | CUSIP: 3132DNMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78517 | PA      | $68857.72     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD1577 FR 09/52 FIXED 4                                                                             | CUSIP: 3132DNXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31417 | PA      | $29382.93     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD2669 FR 04/50 FIXED 3.5                                                                           | CUSIP: 3132DP6E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    315719 | PA      | $290517.00    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD3580 FR 04/52 FIXED 2                                                                             | CUSIP: 3132DQ6R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61509 | PA      | $49161.43     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD2873 FR 01/52 FIXED 3                                                                             | CUSIP: 3132DQFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1151453 | PA      | $1009726.57   | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD3041 FR 05/53 FIXED 5                                                                             | CUSIP: 3132DQLW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21029 | PA      | $20643.85     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD4694 FR 01/54 FIXED 6.5                                                                           | CUSIP: 3132DSGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18755 | PA      | $19406.31     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD4967 FR 02/54 FIXED 5.5                                                                           | CUSIP: 3132DSQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50417 | PA      | $50585.94     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD4999 FR 08/53 FIXED 5                                                                             | CUSIP: 3132DSRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2085755 | PA      | $2045293.43   | 0.16%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD5421 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3132DTAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1316613 | PA      | $1104034.40   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD5620 FR 06/54 FIXED 7                                                                             | CUSIP: 3132DTG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190593 | PA      | $199117.70    | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD5865 FR 08/54 FIXED 5.5                                                                           | CUSIP: 3132DTQS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1311528 | PA      | $1311034.84   | 0.10%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD5958 FR 08/54 FIXED 6.5                                                                           | CUSIP: 3132DTTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15400 | PA      | $15883.16     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6048 FR 07/54 FIXED 6                                                                             | CUSIP: 3132DTWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    417249 | PA      | $428388.33    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6155 FR 08/54 FIXED 5.5                                                                           | CUSIP: 3132DTZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225863 | PA      | $226582.08    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6382 FR 07/54 FIXED 5                                                                             | CUSIP: 3132DUCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44156 | PA      | $43311.88     | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6569 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3132DUJN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208587 | PA      | $209146.49    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6628 FR 08/54 FIXED 6.5                                                                           | CUSIP: 3132DULH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20673 | PA      | $21389.67     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6638 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3132DULT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173019 | PA      | $173666.57    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6767 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DUQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5197856 | PA      | $5281037.02   | 0.41%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6907 FR 12/54 FIXED 5                                                                             | CUSIP: 3132DUU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1093555 | PA      | $1072388.32   | 0.08%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6891 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DUUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    908949 | PA      | $927490.24    | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD6963 FR 10/52 FIXED 4                                                                             | CUSIP: 3132DUWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329198 | PA      | $308188.74    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5                                                                           | CUSIP: 3132DV3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364195 | PA      | $332593.62    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8099 FR 10/50 FIXED 2.5                                                                           | CUSIP: 3132DV7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101889 | PA      | $85632.76     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD7265 FR 10/54 FIXED 6.5                                                                           | CUSIP: 3132DVCA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5847057 | PA      | $6044051.63   | 0.47%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD7360 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DVE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47603 | PA      | $48458.58     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD7362 FR 09/54 FIXED 5.5                                                                           | CUSIP: 3132DVFB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1858558 | PA      | $1871886.92   | 0.15%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD7512 FR 02/50 FIXED 3                                                                             | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374727 | PA      | $331310.32    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD7553 FR 03/52 FIXED 3                                                                             | CUSIP: 3132DVMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8815611 | PA      | $7763783.88   | 0.60%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8128 FR 02/51 FIXED 2                                                                             | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135215 | PA      | $107346.67    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8161 FR 08/51 FIXED 2.5                                                                           | CUSIP: 3132DWB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    348102 | PA      | $290440.21    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8140 FR 04/51 FIXED 2                                                                             | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35570 | PA      | $28373.66     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8146 FR 05/51 FIXED 2                                                                             | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29892 | PA      | $23866.37     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8194 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1534786 | PA      | $1278367.79   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8199 FR 03/52 FIXED 2                                                                             | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5657964 | PA      | $4492842.60   | 0.35%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8204 FR 04/52 FIXED 2                                                                             | CUSIP: 3132DWDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32033 | PA      | $25439.79     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    907399 | PA      | $755769.85    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8220 FR 06/52 FIXED 3                                                                             | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    459391 | PA      | $399101.77    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8266 FR 11/52 FIXED 4.5                                                                           | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    950965 | PA      | $911186.15    | 0.07%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8323 FR 05/53 FIXED 5                                                                             | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52005 | PA      | $51021.13     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8299 FR 02/53 FIXED 5                                                                             | CUSIP: 3132DWGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7256958 | PA      | $7121513.98   | 0.55%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5                                                                           | CUSIP: 3132DWJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    633954 | PA      | $606443.21    | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8433 FR 05/54 FIXED 6.5                                                                           | CUSIP: 3132DWLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54276 | PA      | $56014.36     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8454 FR 08/54 FIXED 6                                                                             | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1935778 | PA      | $1964304.04   | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD8507 FR 02/55 FIXED 6                                                                             | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    293368 | PA      | $297698.63    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5                                                                           | CUSIP: 3132E0A77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121445 | PA      | $122268.62    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QC8491 FR 10/51 FIXED 2.5                                                                           | CUSIP: 3133ATNG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109434 | PA      | $92602.62     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QD8674 FR 03/52 FIXED 3                                                                             | CUSIP: 3133B6T75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4997893 | PA      | $4381565.29   | 0.34%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QJ3040 FR 09/54 FIXED 5.5                                                                           | CUSIP: 3133CTLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56366 | PA      | $56345.14     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QJ5643 FR 09/54 FIXED 6.5                                                                           | CUSIP: 3133CWHU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27379 | PA      | $28283.85     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QJ5819 FR 09/54 FIXED 6.5                                                                           | CUSIP: 3133CWPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8489 | PA      | $8783.50      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QN7552 FR 08/36 FIXED 2                                                                             | CUSIP: 3133GEL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71861 | PA      | $65468.05     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA5258 FR 05/51 FIXED 2                                                                             | CUSIP: 3133KLZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84852 | PA      | $67757.40     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA5714 FR 03/52 FIXED 2                                                                             | CUSIP: 3133KMK38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    433867 | PA      | $349466.41    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA5833 FR 09/51 FIXED 2                                                                             | CUSIP: 3133KMPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1376477 | PA      | $1106699.95   | 0.09%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA5917 FR 09/51 FIXED 3                                                                             | CUSIP: 3133KMSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128032 | PA      | $112273.01    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA6019 FR 10/51 FIXED 2.5                                                                           | CUSIP: 3133KMVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72927 | PA      | $61222.24     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA7096 FR 04/52 FIXED 3.5                                                                           | CUSIP: 3133KN3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183144 | PA      | $165554.67    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA7135 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3133KN4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74191 | PA      | $62027.54     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA6505 FR 12/51 FIXED 2                                                                             | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    609217 | PA      | $488408.73    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA6586 FR 01/52 FIXED 3.5                                                                           | CUSIP: 3133KNJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69761 | PA      | $63128.10     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA6766 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3133KNQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468633 | PA      | $393383.87    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA6815 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3133KNSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3847064 | PA      | $3236455.73   | 0.25%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA6962 FR 03/52 FIXED 2.5                                                                           | CUSIP: 3133KNWX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    908986 | PA      | $763309.70    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RA8551 FR 02/53 FIXED 6                                                                             | CUSIP: 3133KQQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1530875 | PA      | $1566283.03   | 0.12%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RB5107 FR 04/41 FIXED 1.5                                                                           | CUSIP: 3133KYU80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105815 | PA      | $87769.37     | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RB5148 FR 03/42 FIXED 2                                                                             | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    355820 | PA      | $303438.73    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RB5149 FR 03/42 FIXED 2.5                                                                           | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    788573 | PA      | $696130.79    | 0.05%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RB5161 FR 06/42 FIXED 2.5                                                                           | CUSIP: 3133KYWW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118338 | PA      | $104318.46    | 0.01%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RB5162 FR 06/42 FIXED 3                                                                             | CUSIP: 3133KYWX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    306565 | PA      | $276839.07    | 0.02%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RB5163 FR 05/42 FIXED 3                                                                             | CUSIP: 3133KYWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1698777 | PA      | $1534054.17   | 0.12%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RC1756 FR 02/36 FIXED 1.5                                                                           | CUSIP: 3133L75R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258755 | PA      | $229092.05    | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHLMC MULTIFAMILY STRUCTURED P FHMS K137 A2                                                                           | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390000 | PA      | $345930.55    | 0.03%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHLMC MULTIFAMILY STRUCTURED P FHMS K 150 A2                                                                          | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165000 | PA      | $157596.32    | 0.01%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHLMC MULTIFAMILY STRUCTURED P FHMS K 156 A2                                                                          | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $124815.30    | 0.01%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHLMC MULTIFAMILY STRUCTURED P FHMS K753 A2                                                                           | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730000 | PA      | $735935.12    | 0.06%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL AI1193 FN 04/41 FIXED 4.5                                                                                   | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26345 | PA      | $26101.74     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL AS6520 FN 01/46 FIXED 3.5                                                                                   | CUSIP: 3138WGG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38813 | PA      | $35827.00     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL AS8496 FN 01/47 FIXED 3.5                                                                                   | CUSIP: 3138WJNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88578 | PA      | $81579.37     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL AS9668 FN 05/47 FIXED 4                                                                                     | CUSIP: 3138WKW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74816 | PA      | $70788.08     | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL AS9760 FN 06/47 FIXED 4.5                                                                                   | CUSIP: 3138WKZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41778 | PA      | $40693.31     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL DC1965 FN 09/54 FIXED 6.5                                                                                   | CUSIP: 3140APFF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16054 | PA      | $16535.41     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL DC8257 FN 01/55 FIXED 5.5                                                                                   | CUSIP: 3140AWE70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    385553 | PA      | $387126.63    | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL DC8291 FN 01/55 FIXED 5                                                                                     | CUSIP: 3140AWF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1575746 | PA      | $1548732.43   | 0.12%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL DC9630 FN 01/55 FIXED 6.5                                                                                   | CUSIP: 3140AXVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17473 | PA      | $17996.65     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL BM3799 FN 08/47 FIXED VAR                                                                                   | CUSIP: 3140J8GH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    198086 | PA      | $176339.49    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL BM4897 FN 12/46 FIXED VAR                                                                                   | CUSIP: 3140J9NP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69675 | PA      | $65250.94     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL BO7256 FN 01/35 FIXED 3                                                                                     | CUSIP: 3140K3B27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29370 | PA      | $28217.41     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL BQ9374 FN 01/51 FIXED 2.5                                                                                   | CUSIP: 3140KVMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101384 | PA      | $84970.44     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL BU5836 FN 11/51 FIXED 2                                                                                     | CUSIP: 3140M7PW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    376933 | PA      | $303611.71    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL BV4119 FN 03/52 FIXED 2.5                                                                                   | CUSIP: 3140MHSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72495 | PA      | $60491.69     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL BY0545 FN 05/53 FIXED 5                                                                                     | CUSIP: 3140NGTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60793 | PA      | $59553.95     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL BY4131 FN 07/53 FIXED 5                                                                                     | CUSIP: 3140NLSV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79154 | PA      | $77609.82     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA1706 FN 05/48 FIXED 4.5                                                                                   | CUSIP: 3140Q83Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1187767 | PA      | $1156941.71   | 0.09%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA1354 FN 03/48 FIXED 3.5                                                                                   | CUSIP: 3140Q8QG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29374 | PA      | $26942.60     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA2639 FN 11/48 FIXED 4.5                                                                                   | CUSIP: 3140Q94Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1047241 | PA      | $1018979.06   | 0.08%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA1951 FN 07/48 FIXED 4                                                                                     | CUSIP: 3140Q9EZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56931 | PA      | $53661.63     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA5368 FN 03/50 FIXED 4                                                                                     | CUSIP: 3140QC6E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17635 | PA      | $16587.11     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA4794 FN 12/49 FIXED 3                                                                                     | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112188 | PA      | $98670.43     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA5065 FN 01/35 FIXED 3                                                                                     | CUSIP: 3140QCTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37284 | PA      | $35820.59     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA5466 FN 04/35 FIXED 3                                                                                     | CUSIP: 3140QDCC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23031 | PA      | $22126.68     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA5540 FN 04/50 FIXED 3                                                                                     | CUSIP: 3140QDEN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27005 | PA      | $23791.29     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CA7026 FN 09/50 FIXED 2.5                                                                                   | CUSIP: 3140QEYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    237571 | PA      | $201147.99    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB0414 FN 05/51 FIXED 2.5                                                                                   | CUSIP: 3140QKN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6154243 | PA      | $5170199.21   | 0.40%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB0511 FN 05/51 FIXED 2.5                                                                                   | CUSIP: 3140QKR91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    484720 | PA      | $407650.15    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB1783 FN 10/51 FIXED 2.5                                                                                   | CUSIP: 3140QL6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42544 | PA      | $35662.72     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB1109 FN 07/51 FIXED 2                                                                                     | CUSIP: 3140QLGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1003912 | PA      | $805747.34    | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB1280 FN 08/51 FIXED 2.5                                                                                   | CUSIP: 3140QLM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41703 | PA      | $35046.63     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB1371 FN 08/51 FIXED 2.5                                                                                   | CUSIP: 3140QLQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82610 | PA      | $69274.01     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB1624 FN 09/51 FIXED 2.5                                                                                   | CUSIP: 3140QLYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234150 | PA      | $196919.60    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB2635 FN 01/52 FIXED 2.5                                                                                   | CUSIP: 3140QM4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81456 | PA      | $68365.31     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB1866 FN 10/51 FIXED 2.5                                                                                   | CUSIP: 3140QMCC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38918 | PA      | $32623.25     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB2766 FN 02/52 FIXED 2                                                                                     | CUSIP: 3140QNCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53094 | PA      | $42572.95     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB2804 FN 02/52 FIXED 2.5                                                                                   | CUSIP: 3140QNDJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51885 | PA      | $43635.18     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB2848 FN 02/52 FIXED 2                                                                                     | CUSIP: 3140QNEW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61732 | PA      | $49642.68     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB3102 FN 03/52 FIXED 2                                                                                     | CUSIP: 3140QNNU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1938075 | PA      | $1559913.47   | 0.12%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB3236 FN 03/52 FIXED 3                                                                                     | CUSIP: 3140QNS29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55131 | PA      | $48348.54     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB3254 FN 03/52 FIXED 3.5                                                                                   | CUSIP: 3140QNTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3404747 | PA      | $3107111.78   | 0.24%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB3361 FN 04/52 FIXED 3                                                                                     | CUSIP: 3140QNWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384149 | PA      | $335504.13    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB3777 FN 05/52 FIXED 3.5                                                                                   | CUSIP: 3140QPFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287401 | PA      | $261495.63    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB3944 FN 06/37 FIXED 2.5                                                                                   | CUSIP: 3140QPL21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31235 | PA      | $29176.42     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB4115 FN 07/52 FIXED 3.5                                                                                   | CUSIP: 3140QPSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173683 | PA      | $156848.80    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB5294 FN 11/52 FIXED 5.5                                                                                   | CUSIP: 3140QQ3C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127110 | PA      | $127711.22    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB5306 FN 12/52 FIXED 6                                                                                     | CUSIP: 3140QQ3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193361 | PA      | $198344.40    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB5702 FN 02/53 FIXED 6                                                                                     | CUSIP: 3140QRKQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77524 | PA      | $79549.55     | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB7120 FN 09/53 FIXED 6                                                                                     | CUSIP: 3140QS4E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56043 | PA      | $57246.70     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB7982 FN 02/54 FIXED 5.5                                                                                   | CUSIP: 3140QT2Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37731 | PA      | $37909.67     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB7866 FN 01/54 FIXED 6.5                                                                                   | CUSIP: 3140QTW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32857 | PA      | $34000.60     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB8226 FN 03/54 FIXED 6.5                                                                                   | CUSIP: 3140QUD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       814 | PA      | $843.71       | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB8485 FN 05/54 FIXED 5.5                                                                                   | CUSIP: 3140QUNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43224 | PA      | $43187.62     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB8505 FN 05/54 FIXED 6.5                                                                                   | CUSIP: 3140QUNX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108885 | PA      | $112882.78    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB8772 FN 06/54 FIXED 6                                                                                     | CUSIP: 3140QUXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75763 | PA      | $77126.22     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB8851 FN 07/54 FIXED 6                                                                                     | CUSIP: 3140QUZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    382225 | PA      | $392458.72    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB9011 FN 08/54 FIXED 6                                                                                     | CUSIP: 3140QVAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113047 | PA      | $115589.76    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB9328 FN 10/54 FIXED 5.5                                                                                   | CUSIP: 3140QVLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68082 | PA      | $68526.63     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL CB9649 FN 12/54 FIXED 5                                                                                     | CUSIP: 3140QVWK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1046139 | PA      | $1028624.67   | 0.08%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FA0116 FN 08/53 FIXED VAR                                                                                   | CUSIP: 3140W0DW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    890559 | PA      | $811967.56    | 0.06%             | 2053-08-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FA0261 FN 01/37 FIXED VAR                                                                                   | CUSIP: 3140W0JF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120588 | PA      | $117006.41    | 0.01%             | 2037-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FA0436 FN 06/52 FIXED VAR                                                                                   | CUSIP: 3140W0PW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    556727 | PA      | $488663.87    | 0.04%             | 2052-06-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FA0522 FN 08/52 FIXED VAR                                                                                   | CUSIP: 3140W0SL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1381050 | PA      | $1216178.21   | 0.09%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM1455 FN 07/30 FIXED VAR                                                                                   | CUSIP: 3140X4TM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64539 | PA      | $62995.96     | 0.00%             | 2030-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM2333 FN 02/50 FIXED VAR                                                                                   | CUSIP: 3140X5SX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37865 | PA      | $34787.07     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM3162 FN 11/46 FIXED VAR                                                                                   | CUSIP: 3140X6QQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131032 | PA      | $118924.55    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM3229 FN 02/47 FIXED VAR                                                                                   | CUSIP: 3140X6ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43360 | PA      | $40605.74     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM3462 FN 12/33 FIXED VAR                                                                                   | CUSIP: 3140X6Z46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29117 | PA      | $28762.85     | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM4386 FN 07/47 FIXED VAR                                                                                   | CUSIP: 3140X72U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57366 | PA      | $57893.22     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM3978 FN 07/50 FIXED VAR                                                                                   | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33787 | PA      | $31762.32     | 0.00%             | 2050-07-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM4969 FN 12/50 FIXED VAR                                                                                   | CUSIP: 3140X8QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6891621 | PA      | $5550718.21   | 0.43%             | 2050-12-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM6264 FN 02/36 FIXED VAR                                                                                   | CUSIP: 3140X96A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2422849 | PA      | $2322713.77   | 0.18%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM6300 FN 05/44 FIXED VAR                                                                                   | CUSIP: 3140XAAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58497 | PA      | $59798.86     | 0.00%             | 2044-05-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM6627 FN 09/49 FIXED VAR                                                                                   | CUSIP: 3140XALH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31746 | PA      | $30880.92     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM8422 FN 08/51 FIXED VAR                                                                                   | CUSIP: 3140XCLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54303 | PA      | $45216.58     | 0.00%             | 2051-08-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM8543 FN 11/44 FIXED VAR                                                                                   | CUSIP: 3140XCP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42703 | PA      | $43082.10     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM8732 FN 09/36 FIXED VAR                                                                                   | CUSIP: 3140XCV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51261 | PA      | $46797.95     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM9806 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XD3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    289555 | PA      | $243957.34    | 0.02%             | 2051-12-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM9037 FN 05/32 FIXED VAR                                                                                   | CUSIP: 3140XDBF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20898 | PA      | $20183.23     | 0.00%             | 2032-05-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM9140 FN 04/48 FIXED VAR                                                                                   | CUSIP: 3140XDEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78756 | PA      | $77572.23     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM9221 FN 10/51 FIXED VAR                                                                                   | CUSIP: 3140XDG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48254 | PA      | $45372.18     | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM9501 FN 11/51 FIXED VAR                                                                                   | CUSIP: 3140XDRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2034520 | PA      | $1712564.18   | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FM9704 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XDYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96106 | PA      | $77286.22     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS0838 FN 01/52 FIXED VAR                                                                                   | CUSIP: 3140XF4Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14924 | PA      | $13617.19     | 0.00%             | 2052-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS0733 FN 02/52 FIXED VAR                                                                                   | CUSIP: 3140XFY70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47884 | PA      | $38569.36     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS1153 FN 04/37 FIXED VAR                                                                                   | CUSIP: 3140XGH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144292 | PA      | $134070.19    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS1448 FN 04/52 FIXED VAR                                                                                   | CUSIP: 3140XGTE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108904 | PA      | $101684.28    | 0.01%             | 2052-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS1456 FN 12/48 FIXED VAR                                                                                   | CUSIP: 3140XGTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318110 | PA      | $282105.52    | 0.02%             | 2048-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS1618 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XGYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25104 | PA      | $20220.55     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS2599 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XH3H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    174723 | PA      | $153305.13    | 0.01%             | 2051-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS2037 FN 05/37 FIXED VAR                                                                                   | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    504762 | PA      | $445661.59    | 0.03%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS2041 FN 08/51 FIXED VAR                                                                                   | CUSIP: 3140XHHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139836 | PA      | $111395.73    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS2477 FN 05/52 FIXED VAR                                                                                   | CUSIP: 3140XHXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185168 | PA      | $156241.42    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS4477 FN 05/37 FIXED VAR                                                                                   | CUSIP: 3140XK6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431973 | PA      | $403726.04    | 0.03%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS3820 FN 01/53 FIXED VAR                                                                                   | CUSIP: 3140XKG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61935 | PA      | $63578.05     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS3871 FN 03/50 FIXED VAR                                                                                   | CUSIP: 3140XKJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99077 | PA      | $96500.68     | 0.01%             | 2050-03-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS4283 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XKXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38650 | PA      | $32490.57     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS4331 FN 07/40 FIXED VAR                                                                                   | CUSIP: 3140XKY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205235 | PA      | $191598.74    | 0.01%             | 2040-07-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS5342 FN 07/53 FIXED VAR                                                                                   | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204409 | PA      | $205794.62    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS4639 FN 05/53 FIXED VAR                                                                                   | CUSIP: 3140XLEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1518719 | PA      | $1559329.14   | 0.12%             | 2053-05-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS5191 FN 08/42 FIXED VAR                                                                                   | CUSIP: 3140XLXV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229135 | PA      | $194080.30    | 0.02%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS6257 FN 06/53 FIXED VAR                                                                                   | CUSIP: 3140XM5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2176095 | PA      | $2035197.97   | 0.16%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS5555 FN 07/52 FIXED VAR                                                                                   | CUSIP: 3140XME51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    583582 | PA      | $526989.80    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS6347 FN 11/53 FIXED VAR                                                                                   | CUSIP: 3140XNBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141206 | PA      | $146122.14    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS6599 FN 09/52 FIXED VAR                                                                                   | CUSIP: 3140XNKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1946159 | PA      | $1756849.50   | 0.14%             | 2052-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS6997 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XNX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209608 | PA      | $183687.97    | 0.01%             | 2052-03-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS8081 FN 10/53 FIXED VAR                                                                                   | CUSIP: 3140XP6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1194082 | PA      | $1196755.70   | 0.09%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS7303 FN 07/53 FIXED VAR                                                                                   | CUSIP: 3140XPDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53862 | PA      | $52844.13     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS7886 FN 04/54 FIXED VAR                                                                                   | CUSIP: 3140XPXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1991457 | PA      | $1959423.60   | 0.15%             | 2054-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS9627 FN 09/54 FIXED VAR                                                                                   | CUSIP: 3140XRVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    662241 | PA      | $684739.14    | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS9707 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XRYD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3898596 | PA      | $3264146.08   | 0.25%             | 2052-03-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL FS9713 FN 06/42 FIXED VAR                                                                                   | CUSIP: 3140XRYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155377 | PA      | $149639.21    | 0.01%             | 2042-06-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA3027 FN 06/47 FIXED 4                                                                                     | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94900 | PA      | $90119.89     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA3210 FN 12/47 FIXED 3.5                                                                                   | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85424 | PA      | $78320.37     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA3238 FN 01/48 FIXED 3.5                                                                                   | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84899 | PA      | $77795.10     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA3248 FN 01/33 FIXED 3.5                                                                                   | CUSIP: 31418CTE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29937 | PA      | $29560.25     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA3385 FN 06/48 FIXED 4.5                                                                                   | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41156 | PA      | $40001.55     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4379 FN 07/51 FIXED 2.5                                                                                   | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71728 | PA      | $59948.70     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4413 FN 09/51 FIXED 2                                                                                     | CUSIP: 31418D3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2722061 | PA      | $2165204.60   | 0.17%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4437 FN 10/51 FIXED 2                                                                                     | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18159855 | PA      | $14428130.57  | 1.12%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4441 FN 10/36 FIXED 1.5                                                                                   | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2322266 | PA      | $2055002.23   | 0.16%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4492 FN 12/51 FIXED 2                                                                                     | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14055777 | PA      | $11176905.85  | 0.87%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4158 FN 10/50 FIXED 2                                                                                     | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32638 | PA      | $26142.62     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4237 FN 01/51 FIXED 2                                                                                     | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205627 | PA      | $164438.40    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4208 FN 12/50 FIXED 2                                                                                     | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    498179 | PA      | $398689.80    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4255 FN 02/51 FIXED 2                                                                                     | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144720 | PA      | $115590.42    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4281 FN 03/51 FIXED 2                                                                                     | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137996 | PA      | $109640.51    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4305 FN 04/51 FIXED 2                                                                                     | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26013 | PA      | $20673.48     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4325 FN 05/51 FIXED 2                                                                                     | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    742692 | PA      | $590309.75    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4512 FN 01/52 FIXED 2.5                                                                                   | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20339 | PA      | $16976.80     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4514 FN 01/52 FIXED 3.5                                                                                   | CUSIP: 31418EAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50570 | PA      | $45940.56     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4519 FN 01/42 FIXED 1.5                                                                                   | CUSIP: 31418EAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56259 | PA      | $46331.48     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4562 FN 03/52 FIXED 2                                                                                     | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126812 | PA      | $100736.10    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4547 FN 02/52 FIXED 2                                                                                     | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5490053 | PA      | $4364630.85   | 0.34%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4548 FN 02/52 FIXED 2.5                                                                                   | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86678 | PA      | $72307.35     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4567 FN 03/37 FIXED 2                                                                                     | CUSIP: 31418ECD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10792923 | PA      | $9804482.23   | 0.76%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4578 FN 04/52 FIXED 2.5                                                                                   | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11446993 | PA      | $9543253.00   | 0.74%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4582 FN 04/37 FIXED 2                                                                                     | CUSIP: 31418ECU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42383 | PA      | $38501.73     | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4583 FN 04/37 FIXED 2.5                                                                                   | CUSIP: 31418ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    694607 | PA      | $645938.04    | 0.05%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4586 FN 04/42 FIXED 2                                                                                     | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3600896 | PA      | $3074151.44   | 0.24%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4624 FN 06/52 FIXED 3                                                                                     | CUSIP: 31418ED64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304679 | PA      | $264604.74    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4625 FN 06/52 FIXED 3.5                                                                                   | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3658106 | PA      | $3307000.82   | 0.26%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4601 FN 05/37 FIXED 1.5                                                                                   | CUSIP: 31418EDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45552 | PA      | $40218.24     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4602 FN 05/37 FIXED 2                                                                                     | CUSIP: 31418EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80808 | PA      | $73407.43     | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4628 FN 06/37 FIXED 2.5                                                                                   | CUSIP: 31418EEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1954900 | PA      | $1816751.99   | 0.14%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4632 FN 06/42 FIXED 3                                                                                     | CUSIP: 31418EEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64149 | PA      | $57559.91     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4660 FN 07/42 FIXED 3                                                                                     | CUSIP: 31418EFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65211 | PA      | $58887.51     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4732 FN 09/52 FIXED 4                                                                                     | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4311187 | PA      | $4025132.47   | 0.31%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4782 FN 10/52 FIXED 3.5                                                                                   | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1804914 | PA      | $1631389.41   | 0.13%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4783 FN 10/52 FIXED 4                                                                                     | CUSIP: 31418EJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    890500 | PA      | $831368.39    | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4761 FN 09/52 FIXED 5                                                                                     | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5444 | PA      | $5348.40      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4868 FN 01/53 FIXED 5                                                                                     | CUSIP: 31418EMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    191620 | PA      | $188144.76    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA4941 FN 03/53 FIXED 5.5                                                                                   | CUSIP: 31418EP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1050564 | PA      | $1050747.69   | 0.08%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA5070 FN 07/53 FIXED 4.5                                                                                   | CUSIP: 31418ET42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1344944 | PA      | $1287863.10   | 0.10%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA5071 FN 07/53 FIXED 5                                                                                     | CUSIP: 31418ET59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26651 | PA      | $26146.98     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FNMA POOL MA5191 FN 11/53 FIXED 6                                                                                     | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439722 | PA      | $446713.79    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA5247 FN 01/54 FIXED 6                                                                                     | CUSIP: 31418EZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55219 | PA      | $56067.21     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA5420 FN 07/54 FIXED 5.5                                                                                   | CUSIP: 31418FAW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133478 | PA      | $133243.77    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA5529 FN 11/54 FIXED 4.5                                                                                   | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4667524 | PA      | $4464951.66   | 0.35%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA5533 FN 11/39 FIXED 4                                                                                     | CUSIP: 31418FEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    921046 | PA      | $899620.38    | 0.07%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA5584 FN 01/55 FIXED 4.5                                                                                   | CUSIP: 31418FF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1210051 | PA      | $1157533.19   | 0.09%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FNMA POOL MA5602 FN 01/55 FIXED 6.5                                                                                   | CUSIP: 31418FGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    222056 | PA      | $228681.27    | 0.02%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QX0557 FR 12/54 FIXED 6.5                                                                           | CUSIP: 31425UTP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19348 | PA      | $19927.92     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QX1253 FR 12/54 FIXED 6                                                                             | CUSIP: 31425VMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4185288 | PA      | $4265918.45   | 0.33%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QX2526 FR 01/55 FIXED 6.5                                                                           | CUSIP: 31425WYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28509 | PA      | $29377.13     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL QX3636 FR 01/55 FIXED 6.5                                                                           | CUSIP: 31425YBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9290 | PA      | $9568.96      | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SL0810 FR 04/55 FIXED 5.5                                                                           | CUSIP: 31427M3U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10283627 | PA      | $10298011.73  | 0.80%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SL0401 FR 02/52 FIXED 2.5                                                                           | CUSIP: 31427MNT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1264320 | PA      | $1058833.94   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL SL0616 FR 03/55 FIXED 6                                                                             | CUSIP: 31427MVJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2536765 | PA      | $2591199.66   | 0.20%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP COMPANY GUAR 04/43 4.1                                                                                     | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75419.60     | 0.01%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP COMPANY GUAR 11/45 4.75                                                                                    | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    740000 | PA      | $600362.00    | 0.05%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP COMPANY GUAR 144A 01/44 5.1                                                                                | CUSIP: 31428XCR5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    230000 | PA      | $198597.18    | 0.02%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP COMPANY GUAR 144A 02/45 4.1                                                                                | CUSIP: 31428XCS3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51809.52     | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP COMPANY GUAR 144A 11/45 4.75                                                                               | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56791.00     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RJ0713 FR 01/54 FIXED 6.5                                                                           | CUSIP: 3142GQYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140789 | PA      | $145678.56    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FED HM LN PC POOL RJ2623 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3142GS4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32448 | PA      | $32631.95     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPRISES INC COMPANY GUAR 10/34 5                                                                         | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1205515.00   | 0.09%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                                        | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 3 M1 144A                                                                    | CUSIP: 31573JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $68462.13     | 0.01%             | 2066-09-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-2                                        | ELLINGTON FINANCIAL MORTGAGE T EFMT 2020 2 A1 144A                                                                    | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22651 | PA      | $21201.37     | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FINANCIAL SR UNSECURED 08/28 4.5                                                                        | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69103.86     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR                                                                            | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47258.91     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANCORP SR UNSECURED 09/30 VAR                                                                            | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29908.05     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN FINANCIAL SR UNSECURED 09/34 5.45                                                                      | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $466699.68    | 0.04%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRANSMISSION SR UNSECURED 01/35 5                                                                         | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73809.83     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                   | FIRSTKEY HOMES TRUST FKH 2020 SFR2 B 144A                                                                             | CUSIP: 33767JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $304079.09    | 0.02%             | 2037-10-19      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC SR UNSECURED 10/28 4.2                                                                                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    910000 | PA      | $901957.42    | 0.07%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC SR UNSECURED 07/26 3.2                                                                                     | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39461.68     | 0.00%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC SR UNSECURED 08/28 5.375                                                                                   | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819857.60    | 0.06%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC SR UNSECURED 08/34 5.15                                                                                    | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352590.12    | 0.03%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                                      | FIVE 2023 V1 F1VE 2023 V1 A3                                                                                          | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51278.83     | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORD CREDIT AUTO LEASE TRUST FORDL 2023 B C                                                                           | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2605000 | PA      | $2633079.30   | 0.20%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                                           | FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A                                                                    | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101488.43    | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR COMPANY SR UNSECURED 11/46 7.4                                                                             | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    830000 | PA      | $825100.51    | 0.06%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR COMPANY SR UNSECURED 10/28 6.625                                                                           | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226066.72    | 0.02%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR COMPANY SR UNSECURED 07/31 7.45                                                                            | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73827.60     | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR COMPANY SR UNSECURED 01/43 4.75                                                                            | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120402.40    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR COMPANY SR UNSECURED 12/26 4.346                                                                           | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470231.52    | 0.04%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1282212.36   | 0.10%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/33 7.122                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201124.20    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC SR UNSECURED 03/31 2.2                                                                                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $924305.16    | 0.07%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/32 6.15                                                                      | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207416.40    | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE SA SR UNSECURED 01/42 5.375                                                                                    | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $228517.92    | 0.02%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                                          | FREDDIE MAC   STACR STACR 2021 DNA7 M1 144A                                                                           | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     18888 | PA      | $18829.63     | 0.00%             | 2041-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA4                                          | FREDDIE MAC   STACR STACR 2021 HQA4 M1 144A                                                                           | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    208154 | PA      | $206546.73    | 0.02%             | 2041-12-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | FREDDIE MAC   STACR STACR 2025 HQA1 A1 144A                                                                           | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    177500 | PA      | $176559.15    | 0.01%             | 2045-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT MCMORAN INC COMPANY GUAR 03/43 5.45                                                                          | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    850000 | PA      | $787473.15    | 0.06%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT MCMORAN INC COMPANY GUAR 03/28 4.125                                                                         | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236901.84    | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT MCMORAN INC COMPANY GUAR 08/30 4.625                                                                         | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364061.87    | 0.03%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                              | FRONTIER ISSUER LLC FYBR 2024 1 A2 144A                                                                               | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $509450.68    | 0.04%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| County of Fulton GA                                                              | FULTON CNTY GA FUL 07/39 FIXED 5.148                                                                                  | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $204377.62    | 0.02%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER P/L COMPANY GUAR 144A 09/26 3.4                                                                      | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $14789.61     | 0.00%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM5 Trust                                                             | GCAT GCAT 2021 NQM5 A1 144A                                                                                           | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59940 | PA      | $50084.18     | 0.00%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA2891 G2 06/45 FIXED 3                                                                                  | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63902 | PA      | $57484.65     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA3033 G2 08/45 FIXED 3                                                                                  | CUSIP: 36179RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21216 | PA      | $19039.50     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA3736 G2 06/46 FIXED 3.5                                                                                | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142194 | PA      | $130731.38    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA3803 G2 07/46 FIXED 3.5                                                                                | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1313308 | PA      | $1211556.87   | 0.09%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA3937 G2 09/46 FIXED 3.5                                                                                | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    293254 | PA      | $269566.61    | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA4003 G2 10/46 FIXED 3                                                                                  | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    534779 | PA      | $480043.07    | 0.04%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA4126 G2 12/46 FIXED 3                                                                                  | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36720 | PA      | $32952.18     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA5399 G2 08/48 FIXED 4.5                                                                                | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7631 | PA      | $7405.41      | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA4655 G2 08/47 FIXED 5                                                                                  | CUSIP: 36179TE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52876 | PA      | $52725.54     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA4780 G2 10/47 FIXED 4.5                                                                                | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8048 | PA      | $7825.56      | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA4839 G2 11/47 FIXED 4.5                                                                                | CUSIP: 36179TLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38177 | PA      | $37117.06     | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA4900 G2 12/47 FIXED 3.5                                                                                | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3744317 | PA      | $3437181.12   | 0.27%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA5019 G2 02/48 FIXED 3.5                                                                                | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67272 | PA      | $61750.81     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA5020 G2 02/48 FIXED 4                                                                                  | CUSIP: 36179TSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29095 | PA      | $27368.40     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA5079 G2 03/48 FIXED 4.5                                                                                | CUSIP: 36179TUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8905 | PA      | $8656.63      | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA5265 G2 06/48 FIXED 4.5                                                                                | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        77 | PA      | $75.08        | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA6209 G2 10/49 FIXED 3                                                                                  | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18183 | PA      | $15853.00     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA5711 G2 01/49 FIXED 4.5                                                                                | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12371 | PA      | $11970.60     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA5988 G2 06/49 FIXED 5                                                                                  | CUSIP: 36179UUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    474977 | PA      | $472018.26    | 0.04%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7135 G2 01/51 FIXED 2                                                                                  | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    357862 | PA      | $292011.56    | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA6464 G2 02/50 FIXED 3                                                                                  | CUSIP: 36179VFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5553 | PA      | $4841.06      | 0.00%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA6531 G2 03/50 FIXED 3                                                                                  | CUSIP: 36179VHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23267 | PA      | $20284.81     | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA6543 G2 03/50 FIXED 4                                                                                  | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22518 | PA      | $21146.24     | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA6770 G2 07/50 FIXED 5                                                                                  | CUSIP: 36179VQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37518 | PA      | $37409.73     | 0.00%             | 2050-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA6819 G2 08/50 FIXED 2.5                                                                                | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25220 | PA      | $21539.84     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7988 G2 04/52 FIXED 3                                                                                  | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9619207 | PA      | $8517149.17   | 0.66%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8015 G2 05/37 FIXED 1.5                                                                                | CUSIP: 36179W3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39469 | PA      | $35139.65     | 0.00%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8098 G2 06/52 FIXED 3                                                                                  | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106124 | PA      | $93965.53     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7312 G2 04/51 FIXED 2.5                                                                                | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68235 | PA      | $58210.44     | 0.00%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7472 G2 07/51 FIXED 2.5                                                                                | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6148523 | PA      | $5240906.02   | 0.41%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7473 G2 07/51 FIXED 3                                                                                  | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146878 | PA      | $130134.07    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7533 G2 08/51 FIXED 2                                                                                  | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4240126 | PA      | $3459807.64   | 0.27%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7589 G2 09/51 FIXED 2.5                                                                                | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62227 | PA      | $53041.21     | 0.00%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7649 G2 10/51 FIXED 2.5                                                                                | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7690700 | PA      | $6555392.26   | 0.51%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7766 G2 12/51 FIXED 2                                                                                  | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131368 | PA      | $107210.46    | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7767 G2 12/51 FIXED 2.5                                                                                | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50528 | PA      | $43068.67     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7826 G2 01/52 FIXED 2                                                                                  | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9881476 | PA      | $8062945.90   | 0.63%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7936 G2 03/52 FIXED 2.5                                                                                | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2315436 | PA      | $1973605.58   | 0.15%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA7937 G2 03/52 FIXED 3                                                                                  | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    954269 | PA      | $845164.45    | 0.07%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8149 G2 07/52 FIXED 3.5                                                                                | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    134781 | PA      | $122686.80    | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8200 G2 08/52 FIXED 4                                                                                  | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    516235 | PA      | $482541.66    | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8202 G2 08/52 FIXED 5                                                                                  | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39867 | PA      | $39299.45     | 0.00%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8267 G2 09/52 FIXED 4                                                                                  | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1090662 | PA      | $1019475.75   | 0.08%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8271 G2 09/52 FIXED 6                                                                                  | CUSIP: 36179XFL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40720 | PA      | $41507.58     | 0.00%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8350 G2 10/52 FIXED 6                                                                                  | CUSIP: 36179XH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24602 | PA      | $25077.62     | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8346 G2 10/52 FIXED 4                                                                                  | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1129358 | PA      | $1055646.00   | 0.08%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8347 G2 10/52 FIXED 4.5                                                                                | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    422585 | PA      | $406996.63    | 0.03%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8426 G2 11/52 FIXED 4                                                                                  | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1369816 | PA      | $1278925.85   | 0.10%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8430 G2 11/52 FIXED 6                                                                                  | CUSIP: 36179XLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44810 | PA      | $45665.67     | 0.00%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8492 G2 12/52 FIXED 6                                                                                  | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    388961 | PA      | $393741.65    | 0.03%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8646 G2 02/53 FIXED 4.5                                                                                | CUSIP: 36179XTB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    422843 | PA      | $406591.52    | 0.03%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA8800 G2 04/53 FIXED 5                                                                                  | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    614822 | PA      | $605749.54    | 0.05%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL BD0384 G2 10/47 FIXED 3.5                                                                                | CUSIP: 3617BFM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96423 | PA      | $88415.20     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MA9906 G2 09/54 FIXED 5.5                                                                                | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49050 | PA      | $49060.99     | 0.00%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 04/26 5.375                                                                      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119859.96    | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625                                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $861948.56    | 0.07%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust Series 2025-1                                | GENERAL MOTORS GFORT 2025 1A B 144A                                                                                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1406397.44   | 0.11%             | 2029-03-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GENERAL MOTORS GFORT 2025 2A B 144A                                                                                   | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1381027.82   | 0.11%             | 2030-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL MB0091 G2 12/54 FIXED 5                                                                                  | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    834549 | PA      | $820079.26    | 0.06%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL 004833 G2 10/40 FIXED 4                                                                                  | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42722 | PA      | $40899.28     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GNMA II POOL 786366 G2 08/52 FIXED 4.5                                                                                | CUSIP: 3622AB6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1380769 | PA      | $1324053.11   | 0.10%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375                                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    620000 | PA      | $611495.46    | 0.05%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-1                                     | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A4                                                                        | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252006.63    | 0.02%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GM FINANCIAL SECURITIZED TERM GMCAR 2025 1 A3                                                                         | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40412.80     | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GM FINANCIAL SECURITIZED TERM GMCAR 2025 1 A4                                                                         | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45698.07     | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS CORP COMPANY GUAR 05/28 3.75                                                                         | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207813.48    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS CORP COMPANY GUAR 04/40 4.25                                                                         | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $924985.95    | 0.07%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC CO SR UNSECURED 03/32 6.75                                                                           | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $513786.42    | 0.04%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS CO SR UNSECURED 10/43 6.25                                                                             | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    940000 | PA      | $886003.58    | 0.07%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS CO SR UNSECURED 10/28 5                                                                                | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79915.04     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO COMPANY GUAR 10/26 4                                                                           | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    770000 | PA      | $759327.80    | 0.06%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO COMPANY GUAR 01/27 4.35                                                                        | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138738.32    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO SR UNSECURED 04/28 2.4                                                                         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120488.94    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO SR UNSECURED 06/26 1.5                                                                         | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125127.08    | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO SR UNSECURED 02/27 2.35                                                                        | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228885.60    | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO SR UNSECURED 04/27 5                                                                           | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239852.64    | 0.02%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO SR UNSECURED 04/26 5.4                                                                         | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120188.88    | 0.01%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO SR UNSECURED 06/28 5.8                                                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122143.32    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINL CO SR UNSECURED 01/29 5.8                                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510961.00    | 0.04%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER CO SR UNSECURED 05/33 4.95                                                                              | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99443.50     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC SR UNSECURED 09/34 5.85                                                                                | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    680000 | PA      | $693598.64    | 0.05%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR                                                                        | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1452045.19   | 0.11%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR                                                                        | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62092.50     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 04/35 VAR                                                                        | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61699.32     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SUBORDINATED 10/37 6.75                                                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16113.15     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 02/41 6.25                                                                       | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2017555.38   | 0.16%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SUBORDINATED 10/25 4.25                                                                       | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24937.45     | 0.00%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR                                                                        | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383693.31    | 0.03%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 03/30 3.8                                                                        | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134980.58    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR                                                                        | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126469.07    | 0.01%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR                                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131644.35    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR                                                                        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134309.14    | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR                                                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $447633.18    | 0.03%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR                                                                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    520000 | PA      | $502947.64    | 0.04%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR                                                                        | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256103.38    | 0.02%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR                                                                        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119870.52    | 0.01%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5                                                                        | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    790000 | PA      | $779559.36    | 0.06%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                               | GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR                                                                         | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100538.20    | 0.01%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                               | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR                                                                         | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120967.92    | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 LM                                                                         | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $20669.01     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP T GPTTRN 10/52 FIXED 3.236                                                               | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1710493.25   | 0.13%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                                                                              | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    560000 | PA      | $538339.76    | 0.04%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS EQUIPMENT TRUST HPEFS 2024 1A D 144A                                                                            | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1763222.13   | 0.14%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC COMPANY GUAR 02/29 5.875                                                                                      | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2224933.95   | 0.17%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC COMPANY GUAR 06/29 4.125                                                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194707.60    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC COMPANY GUAR 03/42 4.375                                                                                      | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16379.16     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR                                                                              | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1187793.60   | 0.09%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR                                                                              | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $810782.28    | 0.06%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 09/28 VAR                                                                              | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $248718.67    | 0.02%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR                                                                              | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $787309.38    | 0.06%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 03/44 VAR                                                                              | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $399634.22    | 0.03%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERIDIAN HLTH SR SECURED 07/48 4.211                                                                       | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69537.91     | 0.01%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO SR UNSECURED 03/30 2.92                                                                                | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460533.00    | 0.04%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Halseypoint Clo 6 Ltd                                                            | HALSEYPOINT CLO LTD. HLSY 2022 6A A1R 144A                                                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1277290.00   | 0.10%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                               | HEALTH CARE SERVICE CORP SR UNSECURED 144A 06/30 2.2                                                                  | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13316.79     | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/31 2                                                                         | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101208.00    | 0.01%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP LLC COMPANY GUAR 01/31 2.875                                                                            | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13438.89     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP LLC COMPANY GUAR 12/28 2.125                                                                            | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13784.34     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP SR UNSECURED 02/41 5.6                                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    620000 | PA      | $614821.14    | 0.05%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC SR UNSECURED 12/36 5.875                                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95947.65     | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC SR UNSECURED 04/41 5.95                                                                                | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187403.40    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC SR UNSECURED 02/44 4.875                                                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2063029.70   | 0.16%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC SR UNSECURED 06/34 4.95                                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    540000 | PA      | $542161.08    | 0.04%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC SR UNSECURED 06/64 5.4                                                                                 | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56803.20     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE INC SR UNSECURED 01/29 3                                                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56972.76     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC SR UNSECURED 10/44 4.95                                                                                    | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1068608.48   | 0.08%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC SR UNSECURED 03/53 5.5                                                                                     | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52744.50     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC SR UNSECURED 03/34 5.95                                                                                    | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51113.30     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC SR UNSECURED 12/28 5.75                                                                                    | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165560.64    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC SR UNSECURED 04/31 5.375                                                                                   | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220155.98    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCSHARES SR UNSECURED 08/29 VAR                                                                          | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51951.55     | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCSHARES SUBORDINATED 11/39 VAR                                                                          | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207305.28    | 0.02%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                           | THE HUNTINGTON NATIONAL BANK HACLN 2025 1 B 144A                                                                      | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404245 | PA      | $403415.62    | 0.03%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                            | HUDSON YARDS HY 2025 SPRL A 144A                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $113040.42    | 0.01%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                            | HUDSON YARDS HY 2025 SPRL B 144A                                                                                      | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1377301.31   | 0.11%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5                                                                   | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80470.48     | 0.01%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/29 5.35                                                                  | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20135.38     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | ICON INVESTMENTS SIX DAC SR SECURED 05/29 5.849                                                                       | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    510000 | PA      | $521901.36    | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV SR UNSECURED 10/28 4.55                                                                                  | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1290000 | PA      | $1288103.70   | 0.10%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV SR UNSECURED 09/34 VAR                                                                                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210396.40    | 0.02%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP SR UNSECURED 05/27 3.15                                                                                    | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233345.76    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP SR UNSECURED 03/40 4.6                                                                                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $161869.74    | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP SR UNSECURED 03/27 3.75                                                                                    | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    910000 | PA      | $896504.70    | 0.07%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP SR UNSECURED 08/28 1.6                                                                                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235295.84    | 0.02%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP SR UNSECURED 02/28 4.875                                                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120969.36    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP SR UNSECURED 02/53 5.7                                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1087470.18   | 0.08%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP SR UNSECURED 02/31 5                                                                                       | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159721.60    | 0.01%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENTALEXCHANGE SR UNSECURED 09/32 1.85                                                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12287.42     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENTALEXCHANGE SR UNSECURED 06/62 5.2                                                                       | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $718974.40    | 0.06%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENTALEXCHANGE SR UNSECURED 06/31 5.25                                                                      | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113846.70    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP SR UNSECURED 08/27 6.22                                                                                      | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1210405.48   | 0.09%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP SR UNSECURED 05/39 4.15                                                                                      | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207260.40    | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP SR UNSECURED 05/27 1.7                                                                                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228526.08    | 0.02%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC SR UNSECURED 09/28 5.125                                                                                   | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361735.15    | 0.03%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES OP COMPANY GUAR 04/32 4.15                                                                           | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111425.28    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC SR SECURED 02/29 6.25                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1127850.00   | 0.09%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                   | CHASE AUTO CREDIT LINKED NOTES CACLN 2021 3 B 144A                                                                    | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2417 | PA      | $2409.89      | 0.00%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 10/40 5.5                                                                            | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758406.75    | 0.06%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SUBORDINATED 06/45 4.95                                                                           | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542835.00    | 0.04%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR                                                                            | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479352.66    | 0.04%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                              | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 A3                                                                      | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108853 | PA      | $108084.62    | 0.01%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR                                                                            | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142273.57    | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                                                                            | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2158457.24   | 0.17%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR                                                                            | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9828.48      | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SUBORDINATED 05/31 VAR                                                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250919.08    | 0.02%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR                                                                            | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229740.24    | 0.02%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR                                                                            | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126633.39    | 0.01%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR                                                                            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248007.65    | 0.02%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR                                                                            | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $499224.44    | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR                                                                            | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $370413.36    | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 04/33 VAR                                                                            | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204745.80    | 0.02%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                                                                            | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1380639.60   | 0.11%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR                                                                            | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1878694.50   | 0.15%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR                                                                            | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393965.13    | 0.03%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR                                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301288.80    | 0.02%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR                                                                            | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90923.76     | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO B 144A                                                                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88529.90     | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-DSC2                                             | JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A                                                                      | CUSIP: 46657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199563 | PA      | $198860.75    | 0.02%             | 2063-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FINANCIAL INC SR UNSECURED 11/31 3.125                                                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    560000 | PA      | $481581.52    | 0.04%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9                                                                       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226428.30    | 0.02%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS/TYCO FI SR UNSECURED 04/29 5.5                                                                       | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    320000 | PA      | $330805.76    | 0.03%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS/TYCO FI SR UNSECURED 09/30 1.75                                                                      | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $163674.74    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KKR Clo 33 Ltd                                                                   | KKR FINANCIAL CLO LTD KKR 33A A 144A                                                                                  | CUSIP: 48254QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2245000 | PA      | $2245591.13   | 0.17%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUNDATION HOSPIT UNSECURED 06/41 2.81                                                                         | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $879562.50    | 0.07%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUNDATION HOSPIT UNSECURED 06/51 3.002                                                                        | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    840000 | PA      | $536322.36    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC COMPANY GUAR 03/30 5                                                                                       | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721044.10    | 0.06%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC COMPANY GUAR 03/33 4.9                                                                                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555198.05    | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC COMPANY GUAR 03/43 5.1                                                                                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57131.10     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC COMPANY GUAR 03/63 5.2                                                                                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83000.61     | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOLOGIES SR UNSECURED 04/27 4.6                                                                          | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120185.16    | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOLOGIES SR UNSECURED 10/29 3                                                                            | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46485.30     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOLOGIES SR UNSECURED 10/34 4.95                                                                         | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232784.16    | 0.02%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP COMPANY GUAR 08/29 4.25                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141594.15    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP COMPANY GUAR 10/25 4.375                                                                             | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64875.27     | 0.01%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP COMPANY GUAR 12/28 4.75                                                                              | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233240.40    | 0.02%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP COMPANY GUAR 01/36 6.25                                                                              | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231572.40    | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO SR UNSECURED 10/26 2.65                                                                                     | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1511025.25   | 0.12%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO SR UNSECURED 09/34 5                                                                                        | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117515.16    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO SR UNSECURED 09/54 5.5                                                                                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79113.41     | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH INC SR UNSECURED 01/27 5.4                                                                              | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416688.33    | 0.03%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH INC SR UNSECURED 06/31 5.25                                                                             | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737910.00    | 0.06%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FINANCE BV COMPANY GUAR 07/43 5.25                                                                           | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $105203.28    | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5                                                                           | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127241.27    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9                                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202227.40    | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/29 6                                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60351.78     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY + CO SR UNSECURED 02/34 4.7                                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237781.44    | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY + CO SR UNSECURED 02/64 5.1                                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155619.87    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY + CO SR UNSECURED 08/64 5.2                                                                                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167791.50    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN CORP SR UNSECURED 02/34 4.75                                                                          | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493226.50    | 0.04%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 08/39 FIXED 4.475                                                               | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     60000 | PA      | $57211.81     | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                   | LOWE S COS INC SR UNSECURED 04/33 5                                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249133.25    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                             | MGIC INVESTMENT CORP SR UNSECURED 08/28 5.25                                                                          | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    850000 | PA      | $848555.85    | 0.07%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                           | MHC COMMERCIAL MORTGAGE TRUST MHC 2021 MHC B 144A                                                                     | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $79800.01     | 0.01%             | 2038-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2022-A                                                | MMAF EQUIPMENT FINANCE LLC MMAF 2022 A A4 144A                                                                        | CUSIP: 55317RAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98597.60     | 0.01%             | 2044-06-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/53 5.65                                                                                       | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310949.80    | 0.02%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 06/34 5.5                                                                                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275303.84    | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                            | MSWF COMMERCIAL MORTGAGE TRUST MSWF 2023 2 A5                                                                         | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1152909.18   | 0.09%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROVINCE OF) SR UNSECURED 07/33 4.3                                                                         | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $245963.25    | 0.02%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC SR UNSECURED 144A 04/33 4.75                                                                                 | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98742.80     | 0.01%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH + MCLENNAN COS INC SR UNSECURED 11/32 5.75                                                                      | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    340000 | PA      | $360242.58    | 0.03%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH + MCLENNAN COS INC SR UNSECURED 03/35 5                                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237090.24    | 0.02%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45                                                                        | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75164.72     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95                                                                        | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $215160.24    | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 06/28 4.875                                                                       | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120549.84    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75                                                                        | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72206.05     | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH   HGR EDUCTNL MDSMED 07/43 FIXED 4.815                                                               | CUSIP: 574218NE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36434.92     | 0.00%             | 2043-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLOBAL FUNDIN SECURED 144A 04/27 5.1                                                                       | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223964.84    | 0.02%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | MATTEL INC SR UNSECURED 11/41 5.45                                                                                    | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432407.00    | 0.03%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McDonald s Corp                                                                  | MCDONALD S CORP SR UNSECURED 07/25 3.3                                                                                | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49888.60     | 0.00%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| McDonald s Corp                                                                  | MCDONALD S CORP SR UNSECURED 08/53 5.45                                                                               | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142663.05    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP SR UNSECURED 08/26 1.3                                                                                  | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231179.52    | 0.02%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP SR UNSECURED 07/28 4.9                                                                                  | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245587.20    | 0.02%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH INC SECURED 08/49 3.626                                                                                | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20959.80     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN KETTERING SR UNSECURED 07/55 4.2                                                                       | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7992.81      | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK + CO INC SR UNSECURED 05/63 5.15                                                                                | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207375.13    | 0.02%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP SUBORDINATED 05/38 7.75                                                                          | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $933167.20    | 0.07%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC SR UNSECURED 06/34 6.375                                                                                  | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $238540.72    | 0.02%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC JR SUBORDINA 08/69 10.75                                                                                  | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $104376.00    | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC SR UNSECURED 02/41 5.875                                                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225039.54    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC SR UNSECURED 12/34 5.3                                                                                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142394.14    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 01/29 4.3                                                                  | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73905.83     | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE   DAVIDSONC METHGR 07/52 FIXED 3.235                                                               | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $47965.55     | 0.00%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH D METAPT 10/46 FIXED 7.462                                                               | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $261132.05    | 0.02%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP SR UNSECURED 02/41 5.3                                                                                 | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    620000 | PA      | $656164.60    | 0.05%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID AMERICA APARTMENTS SR UNSECURED 03/29 3.95                                                                        | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    660000 | PA      | $648285.00    | 0.05%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID AMERICA APARTMENTS SR UNSECURED 09/26 1.1                                                                         | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115031.88    | 0.01%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID AMERICA APARTMENTS SR UNSECURED 02/32 5.3                                                                         | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184171.68    | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID ATLANTIC INTERSTATE SR UNSECURED 144A 05/28 4.1                                                                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14846.85     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125                                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68314.68     | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO VI                                                           | MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A                                                                            | CUSIP: 59802XBN2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-CBDO         | CORP              | KY        |   2294299 | PA      | $2287271.78   | 0.18%             | 2033-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2022-B                                                | MMAF EQUIPMENT FINANCE LLC MMAF 2022 B A3 144A                                                                        | CUSIP: 606940AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49481 | PA      | $49557.49     | 0.00%             | 2028-07-10      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 01/30 VAR                                                                                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228265.34    | 0.02%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 04/31 VAR                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9474.16      | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 04/32 7.25                                                                                | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $137038.80    | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 01/45 4.3                                                                                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12431.33     | 0.00%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 07/27 VAR                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125622.25    | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 01/28 VAR                                                                                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1778071.12   | 0.14%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 04/28 VAR                                                                                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258386.70    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SUBORDINATED 04/37 VAR                                                                                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253891.30    | 0.02%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 07/33 VAR                                                                                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127836.28    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 10/33 VAR                                                                                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1230167.65   | 0.10%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 07/29 VAR                                                                                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123014.88    | 0.01%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 11/29 VAR                                                                                 | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63475.80     | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 01/30 VAR                                                                                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1383343.04   | 0.11%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 04/28 VAR                                                                                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244812.96    | 0.02%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 04/30 VAR                                                                                 | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160057.96    | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 04/35 VAR                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124085.52    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 07/35 VAR                                                                                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258127.48    | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 07/26 3.125                                                                               | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132982.70    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY SR UNSECURED 05/27 VAR                                                                                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126101.82    | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                                                                         | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61462.52     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 04/29 5                                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1106143.99   | 0.09%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 04/34 5.4                                                                         | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162276.80    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637                                                                    | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1771000 | PA      | $1926150.05   | 0.15%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2025-A LLC                                                          | NMEF FUNDING LLC NMEF 2025 A A2 144A                                                                                  | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $355229.44    | 0.03%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDING LLC COMPANY GUAR 12/28 5.55                                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1361378.69   | 0.11%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSPITALS SECURED 07/47 4.368                                                                             | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12695.67     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15                                                                        | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    305000 | PA      | $296604.27    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/30 3.4                                                                         | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15000 | PA      | $13925.82     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5                                                                         | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    135000 | PA      | $116551.04    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC SR UNSECURED 08/53 5.95                                                                                    | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15032.43     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATIONAL GRID PLC SR UNSECURED 06/28 5.602                                                                            | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $329724.16    | 0.03%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                                | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 A 144A                                                                    | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2445111.01   | 0.19%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                                 | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A                                                                      | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45307 | PA      | $44529.54     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                      | NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A                                                                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81425 | PA      | $78522.12     | 0.01%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                 | NELNET STUDENT LOAN TRUST NSLT 2021 DA AFX 144A                                                                       | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55336 | PA      | $52149.40     | 0.00%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                 | NELNET STUDENT LOAN TRUST NSLT 2021 CA AFX 144A                                                                       | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38191 | PA      | $35632.01     | 0.00%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC SR UNSECURED 11/26 4.375                                                                                  | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90277.38     | 0.01%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC SR UNSECURED 11/28 5.875                                                                                  | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252074.40    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC SR UNSECURED 08/34 4.9                                                                                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241775.76    | 0.02%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                                        | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A                                                                        | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1243764.40   | 0.10%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO GENL REF MOR 05/29 3.7                                                                                | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    940000 | PA      | $920226.16    | 0.07%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A4 144A                                                                  | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81266 | PA      | $68568.43     | 0.01%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE INSURANCE SUBORDINATED 144A 05/50 3.75                                                                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14439.10     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| New York State Electric & Gas Corp                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/34 5.3                                                                   | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74877.30     | 0.01%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV CORP SAL NYSFAC 03/35 FIXED 2.59                                                                | CUSIP: 64985TDM0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     70000 | PA      | $58002.48     | 0.00%             | 2035-03-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 05/79 VAR                                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231600.00    | 0.02%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 09/25 5.749                                                                       | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130448.11    | 0.01%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC SR UNSECURED 02/31 1.7                                                                                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135020.32    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC JR SUBORDINA 11/54 VAR                                                                                   | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60932.76     | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC JR SUBORDINA 03/55 VAR                                                                                   | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215050.00    | 0.02%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                                                     | NISOURCE INC SR UNSECURED 02/45 5.65                                                                                  | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14554.14     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC SR UNSECURED 05/27 3.49                                                                                  | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54027.11     | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC SR UNSECURED 03/48 3.95                                                                                  | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34169.94     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN CORP SR UNSECURED 03/64 5.95                                                                         | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1238938.06   | 0.10%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85                                                                         | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11708.21     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN CORP SR UNSECURED 05/50 5.25                                                                         | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $424128.28    | 0.03%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTHCARE INC SECURED 11/46 3.979                                                                          | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14965.28     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 Trust                                                             | AMSR TRUST AMSR 2021 SFR4 A 144A                                                                                      | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1558609.53   | 0.12%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD SR UNSECURED 12/26 4                                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $179227.62    | 0.01%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD SR UNSECURED 04/29 4.2                                                                                    | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $670422.88    | 0.05%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD SR UNSECURED 06/34 5.4                                                                                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $751917.75    | 0.06%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                          | O REILLY AUTOMOTIVE INC SR UNSECURED 09/27 3.6                                                                        | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29521.74     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                          | O REILLY AUTOMOTIVE INC SR UNSECURED 06/29 3.9                                                                        | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277361.72    | 0.02%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2025-INV1                                                        | NEW YORK MORTGAGE TRUST NYMT 2025 INV1 A1 144A                                                                        | CUSIP: 67120YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428218 | PA      | $429774.52    | 0.03%             | 2060-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 Trust                                                              | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM6 A1 144A                                                                        | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2638621.39   | 0.21%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/31 7.875                                                                     | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    320000 | PA      | $347600.00    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45                                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68425.00     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM COR SR UNSECURED 06/39 7.95                                                                      | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75600.00     | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/27 8.5                                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1329300.00   | 0.10%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM COR SR UNSECURED 01/31 6.125                                                                     | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504375.00    | 0.04%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM COR SR UNSECURED 01/32 5.375                                                                     | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85727.61     | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                  | OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A                                                                          | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18081 | PA      | $18132.32     | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-1                                                  | OCTANE RECEIVABLES TRUST OCTL 2024 1A A2 144A                                                                         | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64447 | PA      | $65017.91     | 0.01%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-RVM1                                               | OCTANE RECEIVABLES TRUST OCTL 2024 RVM1 A 144A                                                                        | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1176595 | PA      | $1187624.38   | 0.09%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC COMPANY GUAR 11/26 5.55                                                                                     | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    710000 | PA      | $718385.10    | 0.06%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC COMPANY GUAR 09/53 6.625                                                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198300.00    | 0.02%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP SR UNSECURED 04/40 3.6                                                                                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11670.08     | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP SR UNSECURED 03/31 2.875                                                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $233415.26    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING SR UNSECURED 08/29 3.95                                                                                 | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349729.20    | 0.03%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING SR UNSECURED 06/34 5.7                                                                                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164782.56    | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SERVICES SUBORDINATED 06/33 VAR                                                                         | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103867.72    | 0.01%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SERVICES SR UNSECURED 01/27 VAR                                                                         | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180020.34    | 0.01%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINANCIAL CORP SR UNSECURED 11/26 5.2                                                                          | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208444.00    | 0.02%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                                            | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A                                                                   | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $295435.51    | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP 1ST MORTGAGE 04/37 5.75                                                                                    | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242860.80    | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP 1ST MORTGAGE 06/52 2.9                                                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $52821.99     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP 1ST MORTGAGE 02/29 5.1                                                                                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224555.98    | 0.02%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP 1ST MORTGAGE 01/55 5.8                                                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141827.85    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | REPUBLIC OF PANAMA SR UNSECURED 01/33 3.298                                                                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $157250.00    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER HANNIFIN CORP SR UNSECURED 09/29 4.5                                                                           | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25199.63     | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON UTI ENERGY INC SR UNSECURED 02/28 3.95                                                                      | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115170.12    | 0.01%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON UTI ENERGY INC SR UNSECURED 11/29 5.15                                                                      | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    560000 | PA      | $542018.96    | 0.04%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Patterson-UTI Energy Inc                                                         | PATTERSON UTI ENERGY INC SR UNSECURED 10/33 7.15                                                                      | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    590000 | PA      | $580640.24    | 0.05%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| Revvity Inc                                                                      | REVVITY INC SR UNSECURED 09/29 3.3                                                                                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470592.50    | 0.04%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co                                                     | PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.9                                                                       | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $190732.20    | 0.01%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU SR UNSECURED 02/35 5.375                                                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $988011.00    | 0.08%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVESTMENT ENTER COMPANY GUAR 05/28 4.45                                                                       | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $181488.60    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC COMPANY GUAR 11/31 2.625                                                                                   | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12885.33     | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2025-1 LLC                                           | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A                                                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130522.09    | 0.01%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES + FELLOWS OF HARVAR UNSECURED 02/35 4.609                                                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    810000 | PA      | $799474.86    | 0.06%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| Principal Financial Group Inc                                                    | PRINCIPAL FINANCIAL GRP COMPANY GUAR 05/25 3.4                                                                        | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9984.05      | 0.00%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINANCIAL GRP COMPANY GUAR 05/29 3.7                                                                        | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188566.95    | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINANCIAL GRP COMPANY GUAR 06/30 2.125                                                                      | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189946.05    | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP SR UNSECURED 12/32 6.25                                                                              | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65404.08     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP SR UNSECURED 01/27 2.45                                                                              | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155631.20    | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                             | PROGRESS RESIDENTIAL TRUST PROG 2024 SFR5 A 144A                                                                      | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93541.37     | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR2 Trust                                             | PROGRESS RESIDENTIAL TRUST PROG 2022 SFR2 A 144A                                                                      | CUSIP: 74332VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658547 | PA      | $640640.12    | 0.05%             | 2027-04-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP SR UNSECURED 09/28 4                                                                                      | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    735000 | PA      | $728578.31    | 0.06%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | PROV ST JOSEPH HLTH OBL UNSECURED 10/29 2.532                                                                         | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $109913.40    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/52 VAR                                                                       | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227410.08    | 0.02%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/52 VAR                                                                       | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119950.68    | 0.01%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE PUBGEN 07/51 FIXED 3.405                                                                   | CUSIP: 74442PVD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     70000 | PA      | $48697.67     | 0.00%             | 2051-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE OP CO COMPANY GUAR 11/28 1.95                                                                          | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    555000 | PA      | $514808.57    | 0.04%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE OP CO COMPANY GUAR 05/28 1.85                                                                          | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355532.94    | 0.03%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE OP CO COMPANY GUAR 01/29 5.125                                                                         | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722154.30    | 0.06%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE OP CO COMPANY GUAR 08/53 5.35                                                                          | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38403.04     | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC COMPANY GUAR 10/29 4.375                                                                                    | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    540000 | PA      | $517050.00    | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC SR UNSECURED 05/28 1.3                                                                                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    380000 | PA      | $349768.72    | 0.03%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC SR UNSECURED 05/53 6                                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1432262.95   | 0.11%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC COMPANY GUAR 03/29 4                                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552975.92    | 0.04%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC COMPANY GUAR 05/30 3                                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23358.35     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP SR UNSECURED 10/26 4.125                                                                           | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139679.96    | 0.01%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP SR UNSECURED 01/27 3                                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    900000 | PA      | $880452.00    | 0.07%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP SR UNSECURED 01/31 3.25                                                                            | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111472.20    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP SR UNSECURED 11/25 4.625                                                                           | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239576.40    | 0.02%             | 2025-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP SR UNSECURED 08/27 3.95                                                                            | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24790.25     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP SR UNSECURED 10/32 5.625                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443768.17    | 0.03%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP SR UNSECURED 02/34 5.125                                                                           | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199705.80    | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD CORP COMPANY GUAR 02/30 6.3                                                                             | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51684.60     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD CORP COMPANY GUAR 04/33 6.4                                                                             | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1305399.04   | 0.10%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS LP COMPANY GUAR 02/27 3.6                                                                             | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39503.80     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP OF AMER SR UNSECURED 09/34 5.75                                                                       | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1074314.24   | 0.08%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC SR UNSECURED 08/30 2.15                                                                                  | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349984.80    | 0.03%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SERVICES INC SR UNSECURED 03/33 2.375                                                                        | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $411388.81    | 0.03%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Republic Services Inc                                                            | REPUBLIC SERVICES INC SR UNSECURED 04/34 5                                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495907.83    | 0.04%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                            | T. Rowe Price Government Reserve Fund \u2013 Collateral                                                               | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   6156282 | NS      | $6156282.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUSTRIAL REALT COMPANY GUAR 09/31 2.15                                                                      | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100415.16    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICAN INC COMPANY GUAR 06/37 7.25                                                                         | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    240000 | PA      | $261618.00    | 0.02%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICAN INC COMPANY GUAR 08/35 5.7                                                                          | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632226.42    | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45                                                                         | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12988.92     | 0.00%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625                                                                     | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39741.00     | 0.00%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/42 4.5                                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $171946.01    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 02/29 5                                                                         | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1440000 | PA      | $1449397.44   | 0.11%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC SR UNSECURED 04/31 1.875                                                                              | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    290000 | PA      | $245650.30    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BANK OF CANADA SR UNSECURED 11/31 2.3                                                                           | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $43244.30     | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BANK OF CANADA SR UNSECURED 08/28 5.2                                                                           | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $615853.80    | 0.05%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2022-1 LLC                                                 | SCF EQUIPMENT TRUST LLC SCFET 2022 1A B 144A                                                                          | CUSIP: 784033AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1642591.93   | 0.13%             | 2030-10-21      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                   | SCF EQUIPMENT TRUST LLC SCFET 2025 1A A2 144A                                                                         | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100156.63    | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                   | SCF EQUIPMENT TRUST LLC SCFET 2025 1A A3 144A                                                                         | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101749.46    | 0.01%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2025-A                                                     | SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A                                                                            | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $512341.67    | 0.04%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2025-A                                                     | SBNA AUTO LEASE TRUST SBALT 2025 A A4 144A                                                                            | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $515053.90    | 0.04%             | 2029-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 03/27 5                                                                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1289492.48   | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 03/28 4.2                                                                         | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69560.26     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 06/26 5.875                                                                       | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121037.52    | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5                                                                         | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83898.15     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC SR UNSECURED 07/28 1.5                                                                                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1249300.80   | 0.10%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC SR UNSECURED 07/31 1.95                                                                                | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60954.39     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC SR UNSECURED 07/41 2.7                                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56453.20     | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244                                                                       | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    540000 | PA      | $528055.74    | 0.04%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR                                                                         | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364391.50    | 0.03%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR                                                                         | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83015.60     | 0.01%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA SR UNSECURED 06/29 VAR                                                                         | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124360.08    | 0.01%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA SR UNSECURED 01/30 VAR                                                                         | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    720000 | PA      | $740748.96    | 0.06%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-3                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 3 C                                                                         | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39958.62     | 0.00%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 1 A3                                                                        | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90344.66     | 0.01%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3                                                                        | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55090.42     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 B                                                                         | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60213.55     | 0.00%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                       | SCHLUMBERGER INVESTMENT COMPANY GUAR 05/28 4.5                                                                        | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $240822.00    | 0.02%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB CORP SR UNSECURED 11/29 VAR                                                                            | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $488275.74    | 0.04%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC SR UNSECURED 09/30 1.4                                                                                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    590000 | PA      | $506073.09    | 0.04%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-1                                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A4 144A                                                                  | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $409115.65    | 0.03%             | 2030-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-1                                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A B 144A                                                                   | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $409505.22    | 0.03%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTERNATIONAL FIN COMPANY GUAR 12/38 6.375                                                                      | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $263028.00    | 0.02%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTERNATIONAL FIN COMPANY GUAR 11/28 3.875                                                                      | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $79541.36     | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US INC COMPANY GUAR 04/30 2.75                                                                          | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $956957.55    | 0.07%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US INC COMPANY GUAR 11/29 2.375                                                                         | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $546442.07    | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP SR UNSECURED 11/26 3.25                                                                       | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354248.28    | 0.03%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP SR UNSECURED 07/50 3.8                                                                        | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25731.76     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP SR UNSECURED 01/27 1.375                                                                      | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228401.04    | 0.02%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP SR UNSECURED 02/32 2.65                                                                       | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60949.70     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP SR UNSECURED 09/34 4.75                                                                       | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57088.80     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 09/27 4.911                                                                | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1084872.96   | 0.08%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 10/29 5.026                                                                | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89108.64     | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 10/34 5.584                                                                | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288893.10    | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 5.125                                                                  | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    230000 | PA      | $233250.36    | 0.02%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                             | SMITHFIELD FOODS INC COMPANY GUAR 144A 04/29 5.2                                                                      | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14964.62     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP COMPANY GUAR 03/29 5.4                                                                                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764734.50    | 0.06%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15                                                                           | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151825.35    | 0.01%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95                                                                         | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214332.80    | 0.02%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/53 5.75                                                                         | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203914.83    | 0.02%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/33 5.2                                                                          | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200412.60    | 0.02%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO SR UNSECURED 07/46 4.4                                                                                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242078.70    | 0.02%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO JR SUBORDINA 09/51 VAR                                                                                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232500.00    | 0.02%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER CORP SR UNSECURED 07/35 7.5                                                                           | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $124907.53    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER CORP SR UNSECURED 11/42 5.25                                                                          | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227477.25    | 0.02%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER CORP SR UNSECURED 04/45 5.875                                                                         | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173028.78    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS CAPITAL COMPANY GUAR 01/31 1.75                                                                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101848.44    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS CAPITAL COMPANY GUAR 09/32 5.15                                                                       | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99774.30     | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS CAPITAL COMPANY GUAR 09/34 4.95                                                                       | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    730000 | PA      | $712739.88    | 0.06%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIRLINES CO SR UNSECURED 11/26 3                                                                            | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233367.60    | 0.02%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIRLINES CO SR UNSECURED 06/27 5.125                                                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581619.36    | 0.05%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENERGY CORP COMPANY GUAR 02/29 5.375                                                                           | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1058915.62   | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENERGY CORP COMPANY GUAR 03/30 5.375                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69553.54     | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                                                                            | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206832.56    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375                                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510782.48    | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875                                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1066250.00   | 0.08%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75                                                                           | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    270000 | PA      | $323662.50    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH CARE UNSECURED 11/48 3.795                                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7523.65      | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK + DECKER I COMPANY GUAR 09/40 5.2                                                                       | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145981.92    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK + DECKER I SR UNSECURED 11/28 4.25                                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459980.68    | 0.04%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP SR UNSECURED 11/28 4                                                                                   | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216994.36    | 0.02%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP SR UNSECURED 11/30 2.55                                                                                | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    320000 | PA      | $286623.36    | 0.02%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP SR UNSECURED 02/31 4.9                                                                                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171989.68    | 0.01%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CORP SR UNSECURED 02/28 VAR                                                                              | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154116.00    | 0.01%             | 2028-02-07      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CORP SR UNSECURED 05/33 VAR                                                                              | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416517.35    | 0.03%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CORP SR UNSECURED 08/26 5.272                                                                            | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192477.60    | 0.01%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CORP SR UNSECURED 11/29 VAR                                                                              | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1457075.20   | 0.11%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS INC SR UNSECURED 01/31 3.25                                                                            | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110282.40    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS INC SR UNSECURED 08/34 5.375                                                                           | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240668.64    | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP SR UNSECURED 10/47 5.4                                                                             | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12910.74     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH UNSECURED 08/28 3.695                                                                                   | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235189.20    | 0.02%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA GMBH COMPANY GUAR 01/31 3.75                                                                           | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    140000 | PA      | $126833.56    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA GMBH COMPANY GUAR 01/32 3.125                                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    120000 | PA      | $102015.72    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA GMBH COMPANY GUAR 09/28 2.5                                                                            | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    130000 | PA      | $119711.41    | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC SR UNSECURED 09/26 2.25                                                                                   | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234100.32    | 0.02%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC SR UNSECURED 05/31 1.6                                                                                    | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25618.80     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 04/40 4.375                                                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    980000 | PA      | $849474.78    | 0.07%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 04/27 3.75                                                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390163.62    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 02/26 2.25                                                                              | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127450.31    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 02/31 2.875                                                                             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216510.48    | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 04/29 3.375                                                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $857748.60    | 0.07%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 04/31 3.5                                                                               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129907.96    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 11/31 2.25                                                                              | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12841.44     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 02/31 2.55                                                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230101.30    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 10/52 3.4                                                                               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    860000 | PA      | $566764.94    | 0.04%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 07/28 4.8                                                                               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232475.26    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T MOBILE USA INC COMPANY GUAR 04/34 5.15                                                                              | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239281.68    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE TWO INTERACTIVE SOF SR UNSECURED 03/28 4.95                                                                      | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    580000 | PA      | $591242.72    | 0.05%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE TWO INTERACTIVE SOF SR UNSECURED 06/34 5.6                                                                       | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487940.16    | 0.04%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEUTICAL SR UNSECURED 11/28 5                                                                            | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1160000 | PA      | $1181479.72   | 0.09%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5                                                                         | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $202852.42    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RESOURCES PARTNERS COMPANY GUAR 03/30 5.5                                                                       | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $460408.48    | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                                                                           | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165894.67    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES CORP COMPANY GUAR 07/27 5.2                                                                           | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1275751.26   | 0.10%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27                                                                 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16009.50     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECHNOLOGIES IN SR UNSECURED 04/26 1.6                                                                       | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68062.40     | 0.01%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECHNOLOGIES IN COMPANY GUAR 04/28 2.25                                                                      | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122595.07    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECHNOLOGIES IN COMPANY GUAR 04/31 2.75                                                                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    870000 | PA      | $775932.99    | 0.06%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMISIONES SAU COMPANY GUAR 06/36 7.045                                                                     | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1060000 | PA      | $1174759.84   | 0.09%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENTS INC SR UNSECURED 03/39 3.875                                                                        | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165219.25    | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169                                                                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30272.53     | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SU TXSTRN 12/49 FIXED 3.922                                                               | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $23512.79     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENTS INC SR UNSECURED 05/63 5.05                                                                         | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1204077.15   | 0.09%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Williams Cos Inc/The                                                             | WILLIAMS COMPANIES INC SR UNSECURED 03/34 5.15                                                                        | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    585000 | PA      | $571473.63    | 0.04%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABLE LLC SR SECURED 05/37 6.55                                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $520296.23    | 0.04%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249273.60    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABLE LLC SR SECURED 06/39 6.75                                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109692.44    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABLE LLC SR SECURED 09/41 5.5                                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    660000 | PA      | $562496.88    | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC SR UNSECURED 09/28 4.55                                                                                | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360878.40    | 0.03%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOMINION BANK SR UNSECURED 06/25 1.15                                                                         | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $184225.59    | 0.01%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOMINION BANK SR UNSECURED 06/32 4.456                                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $92334.02     | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOMINION BANK SR UNSECURED 07/26 5.532                                                                        | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101265.40    | 0.01%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOMINION BANK SR UNSECURED 07/28 5.523                                                                        | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $352747.62    | 0.03%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOMINION BANK SR UNSECURED 12/26 5.264                                                                        | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1591604.77   | 0.12%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank/The                                                        | TORONTO DOMINION BANK SUBORDINATED 09/31 VAR                                                                          | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $235113.12    | 0.02%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES CAPITAL SA COMPANY GUAR 10/28 3.883                                                                     | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $238456.08    | 0.02%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES CAP INTL COMPANY GUAR 05/50 3.127                                                                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1450000 | PA      | $943229.35    | 0.07%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES CAP INTL COMPANY GUAR 06/41 2.986                                                                       | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $42439.98     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/34 5.15                                                                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $242072.16    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES CAPITAL SA COMPANY GUAR 09/54 5.275                                                                     | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $139083.75    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY CO SR UNSECURED 11/30 1.75                                                                             | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    240000 | PA      | $204383.76    | 0.02%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/27 3.2                                                                       | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236045.52    | 0.02%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/29 3.65                                                                      | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1111122.66   | 0.09%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/28 1.9                                                                       | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112390.20    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/28 5.25                                                                      | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    970000 | PA      | $997919.51    | 0.08%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/29 4.65                                                                      | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60520.98     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/34 4.8                                                                       | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118810.44    | 0.01%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/29 5.05                                                                      | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61441.38     | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MOTOR CREDIT CORP SR UNSECURED 10/31 4.6                                                                       | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79413.36     | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-A                                                  | TOYOTA LEASE OWNER TRUST TLOT 2025 A A4 144A                                                                          | CUSIP: 89239NAE5<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $555366.41    | 0.04%             | 2029-06-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PIPELINES SR UNSECURED 01/39 7.625                                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $137325.96    | 0.01%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PIPELINES SR UNSECURED 03/36 5.85                                                                         | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202313.80    | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PIPELINES SR UNSECURED 03/34 4.625                                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1060000 | PA      | $996529.32    | 0.08%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6                                                                        | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8296.62      | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FINANCE CO SR SECURED 144A 02/26 4.125                                                                     | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $14970.87     | 0.00%             | 2026-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FINANCE CO SR SECURED 144A 03/31 2.45                                                                      | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $26319.57     | 0.00%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS INC SR UNSECURED 11/40 5.35                                                                             | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238892.64    | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2019-SFR1 Trust                                            | TRICON AMERICAN HOMES TAH 2019 SFR1 D 144A                                                                            | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $226613.85    | 0.02%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2021-SFR1 Trust                                               | TRICON RESIDENTIAL TCN 2021 SFR1 A 144A                                                                               | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1364918 | PA      | $1324120.13   | 0.10%             | 2038-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2022-SFR1 Trust                                               | TRICON RESIDENTIAL TCN 2022 SFR1 A 144A                                                                               | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759130 | PA      | $1732079.23   | 0.13%             | 2039-04-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo VII Ltd                                                             | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                                                                              | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    905000 | PA      | $903132.20    | 0.07%             | 2035-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                                | TX TRUST 24 HOU TX 2024 HOU A 144A                                                                                    | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98906.25     | 0.01%             | 2039-06-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC SR UNSECURED 06/27 3.55                                                                               | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177158.70    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC SR UNSECURED 03/29 4.35                                                                               | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118824.00    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC SR UNSECURED 03/29 5.4                                                                                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    660000 | PA      | $678190.26    | 0.05%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG SR UNSECURED 144A 01/27 VAR                                                                              | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $195258.60    | 0.02%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC COMPANY GUAR 01/29 4.4                                                                                        | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239185.44    | 0.02%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON SR UNSECURED 09/28 5.65                                                                                 | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $831920.00    | 0.06%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIES INC SR UNSECURED 09/54 5.35                                                                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36360.48     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                       | U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A                                                                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103211 | PA      | $104555.97    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC CO 1ST MORTGAGE 04/34 5.2                                                                              | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223192.86    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                               | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15                                                                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39455 | PA      | $37465.75     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875                                                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222598 | PA      | $225149.75    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN STATES SR UNSECURED 03/44 4.75                                                                         | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $227982.90    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN STATES SR UNSECURED 05/31 2.659                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $2379921.60   | 0.19%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN STATES SR UNSECURED 02/34 3.5                                                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $573264.30    | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP SUBORDINATED 07/33 VAR                                                                                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231601.44    | 0.02%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP SR UNSECURED 10/33 VAR                                                                                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1756239.40   | 0.14%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP SR UNSECURED 10/27 VAR                                                                                     | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227257.36    | 0.02%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 08/51 2                                                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1665000 | PA      | $970838.09    | 0.08%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 08/41 1.75                                                                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710000 | PA      | $1143495.71   | 0.09%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/52 2.25                                                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $216343.75    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 08/42 3.375                                                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $97408.59     | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/53 3.625                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $169637.50    | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/43 3.875                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $126612.50    | 0.01%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 05/53 3.625                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3180000 | PA      | $2632567.96   | 0.20%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 05/43 3.875                                                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355000 | PA      | $2125755.47   | 0.17%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 11/53 4.75                                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $266480.27    | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/54 4.25                                                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $323968.75    | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 05/44 4.625                                                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $208318.36    | 0.02%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 08/54 4.25                                                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $176150.78    | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 08/44 4.125                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $681023.44    | 0.05%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 11/54 4.5                                                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58425000 | PA      | $56539880.57  | 4.40%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 11/44 4.625                                                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62980000 | PA      | $62372341.25  | 4.85%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/45 4.75                                                                                            | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12585449.25  | 0.98%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 08/31 1.25                                                                                            | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $503758.59    | 0.04%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/27 1.875                                                                                           | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9540000 | PA      | $9243738.26   | 0.72%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 10/27 4.125                                                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $141766.41    | 0.01%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 01/28 3.5                                                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385000 | PA      | $384052.54    | 0.03%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/33 3.5                                                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $193234.37    | 0.02%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/28 4                                                                                               | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1130000 | PA      | $1142094.53   | 0.09%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/30 4                                                                                               | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64300000 | PA      | $65138913.74  | 5.06%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 05/33 3.375                                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $539530.86    | 0.04%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 05/28 3.625                                                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $800500.00    | 0.06%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 06/28 4                                                                                               | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4120000 | PA      | $4170212.50   | 0.32%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 12/28 3.75                                                                                            | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $195716.01    | 0.02%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/29 4.25                                                                                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1373476.17   | 0.11%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 08/34 3.875                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $225328.13    | 0.02%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 08/29 3.625                                                                                           | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $568753.13    | 0.04%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 09/29 3.5                                                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1290148.43   | 0.10%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 11/34 4.25                                                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39570000 | PA      | $39872957.81  | 3.10%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 11/29 4.125                                                                                           | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1985496.08   | 0.15%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 12/29 4.375                                                                                           | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $257128.91    | 0.02%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 01/28 4.25                                                                                            | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16800000 | PA      | $17082187.42  | 1.33%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 01/30 4.25                                                                                            | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54605000 | PA      | $55880538.40  | 4.34%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 01/27 4.125                                                                                           | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6210000 | PA      | $6258515.63   | 0.49%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/35 4.625                                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1037343.75   | 0.08%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 02/28 4.25                                                                                            | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56655000 | PA      | $57646462.50  | 4.48%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 03/28 3.875                                                                                           | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68100000 | PA      | $68663953.13  | 5.34%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 03/30 4                                                                                               | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34500000 | PA      | $34933945.14  | 2.72%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B 03/27 3.875                                                                                           | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6831875.00   | 0.53%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP SR UNSECURED 11/28 4.125                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645425.95    | 0.05%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8                                                                         | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228990.96    | 0.02%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 07/25 3.75                                                                        | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39932.60     | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 01/47 4.2                                                                         | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27638.94     | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 06/28 3.85                                                                        | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59506.80     | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 12/28 3.875                                                                       | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118751.88    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 08/39 3.5                                                                         | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $590451.18    | 0.05%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 05/30 2                                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8887.63      | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 05/32 4.2                                                                         | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $826805.72    | 0.06%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 05/62 4.95                                                                        | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $279609.00    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35                                                                        | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153594.45    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 01/29 4.25                                                                        | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1934496.22   | 0.15%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 04/34 5                                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99152.30     | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 01/32 4.95                                                                        | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121130.52    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC SR UNSECURED 07/64 5.75                                                                        | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115012.08    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/49 FIXED 6.583                                                               | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $542818.60    | 0.04%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/48 FIXED 6.548                                                               | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $650834.94    | 0.05%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 11/51 FIXED 2.584                                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $45447.07     | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE SA SR UNSECURED 09/42 5.625                                                                                      | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    120000 | PA      | $113510.88    | 0.01%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP COMPANY GUAR 01/29 4.4                                                                               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743838.75    | 0.06%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP COMPANY GUAR 01/30 3                                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55564.92     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP COMPANY GUAR 07/34 5.625                                                                             | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233751.53    | 0.02%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP COMPANY GUAR 01/35 5                                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76961.68     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                                   | VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A                                                                          | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84362 | PA      | $85767.50     | 0.01%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC SR UNSECURED 07/27 4.75                                                                                  | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    880000 | PA      | $880423.28    | 0.07%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS SR UNSECURED 09/28 4.329                                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304429.10   | 0.10%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/50 4                                                                           | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7510.66      | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/40 2.65                                                                        | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $489454.00    | 0.04%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS SR UNSECURED 10/56 2.987                                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8892.74      | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355                                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127817.10    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                                | VERUS SECURITIZATION TRUST VERUS 2025 3 A1 144A                                                                       | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $437382.20    | 0.03%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                             | VERUS SECURITIZATION TRUST VERUS 2019 INV3 A1 144A                                                                    | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29056 | PA      | $28714.23     | 0.00%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                             | VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A                                                                    | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67853 | PA      | $67881.96     | 0.01%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-2                                                | VERUS SECURITIZATION TRUST VERUS 2025 2 A1 144A                                                                       | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    623406 | PA      | $623534.61    | 0.05%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC SR UNSECURED 12/45 4.3                                                                                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59922.94     | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC SR UNSECURED 04/40 2.7                                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    915000 | PA      | $687545.64    | 0.05%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC SR UNSECURED 04/27 1.9                                                                                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434049.30    | 0.03%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC SR UNSECURED 08/27 3.9                                                                                     | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157595.36    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC SR UNSECURED 08/26 1.4                                                                                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215867.25    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC SR UNSECURED 08/28 1.8                                                                                     | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109800.60    | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/29 4.95                                                                 | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198018.80    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC SR UNSECURED 10/26 4.25                                                                                  | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119576.52    | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC COMPANY GUAR 03/29 4.9                                                                                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904581.90    | 0.07%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                             | WB COMMERCIAL MORTGAGE TRUST WB 2024 HQ A 144A                                                                        | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200897.54    | 0.02%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVERSITY SR UNSECURED 04/54 3.524                                                                        | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    120000 | PA      | $86681.40     | 0.01%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTIONS INC SR UNSECURED 06/32 3.2                                                                          | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $58536.14     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTIONS INC SR UNSECURED 03/34 5                                                                            | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1226973.52   | 0.10%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC SR UNSECURED 01/43 4.65                                                                           | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73304.51     | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO + COMPANY SR UNSECURED 05/45 3.9                                                                          | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $388110.50    | 0.03%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK NA SR UNSECURED 12/26 5.254                                                                          | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    760000 | PA      | $771998.12    | 0.06%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1571513.60   | 0.12%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR                                                                          | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $680814.03    | 0.05%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1493436.48   | 0.12%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR                                                                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261875.12    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR                                                                          | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    690000 | PA      | $727184.10    | 0.06%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    860000 | PA      | $878246.62    | 0.07%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC COMPANY GUAR 04/28 4.25                                                                              | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369409.48    | 0.03%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC COMPANY GUAR 03/29 4.125                                                                             | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236715.12    | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC COMPANY GUAR 06/31 2.8                                                                               | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    920000 | PA      | $828727.72    | 0.06%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL CORP SR SECURED 02/29 2.85                                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1211962.50   | 0.09%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL CORP SR SECURED 02/32 3.1                                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59675.00     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 01/29 6.35                                                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    640000 | PA      | $665939.84    | 0.05%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 11/34 5.45                                                                      | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427941.90    | 0.03%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO/THE SR UNSECURED 11/36 6.2                                                                           | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1665262.20   | 0.13%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7                                                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331026.63    | 0.03%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CORP SR UNSECURED 06/30 3.375                                                                                | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140703.45    | 0.01%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING CORP SUBORDINATED 11/31 VAR                                                                           | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $237613.92    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING CORP SR UNSECURED 03/27 3.35                                                                          | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $573778.92    | 0.04%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING CORP SUBORDINATED 08/33 VAR                                                                           | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $198133.80    | 0.02%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A A1 144A                                                                   | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1410000 | PA      | $1413542.91   | 0.11%             | 2040-01-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COMPANIES INC SR UNSECURED 03/32 8.75                                                                        | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $143219.40    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COMPANIES INC SR UNSECURED 03/26 5.4                                                                         | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120638.76    | 0.01%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COMPANIES INC SR UNSECURED 08/28 5.3                                                                         | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    920000 | PA      | $942084.60    | 0.07%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5                                                                      | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $19721.00     | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH LLC COMPANY GUAR 02/36 6                                                                                        | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233999.70    | 0.02%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH LLC COMPANY GUAR 04/37 5.95                                                                                     | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251803.20    | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC SR UNSECURED 06/32 4.6                                                                                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1359636.21   | 0.11%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC SR UNSECURED 06/28 4                                                                                  | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89052.21     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC SR UNSECURED 08/33 5.45                                                                               | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121229.40    | 0.01%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | YARA INTERNATIONAL ASA SR UNSECURED 144A 11/32 7.378                                                                  | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $109608.70    | 0.01%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                            | T. Rowe Price Government Reserve Fund                                                                                 | CUSIP: 000000000<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  53902332 | NS      | $53902331.70  | 4.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)JUN25 XCBT 20250618                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         6 | NC      | $10486.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT JUN25 XCBT 20250618                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -7 | NC      | $-13791.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT JUN25 XCBT 20250618                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -6 | NC      | $-22321.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) JUN25 XCBT 20250630                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       136 | NC      | $244625.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) JUN25 XCBT 20250630                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        37 | NC      | $50689.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano International Finance BV                                                  | SUZANO INTL FINANCE BV COMPANY GUAR 01/27 5.5                                                                         | CUSIP: 000000000<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |    520000 | PA      | $525169.32    | 0.04%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Long: S68705195 CDS USD R F  1.00000 5168705197FEE CCPCDX/ Short: S68705195 CDS USD P V 03MEVENT 5168705197PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $328770.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Long: S71677778 CDS USD R F  1.00000 5371677778FEE CCPCDX/ Short: S71677778 CDS USD P V 03MEVENT 5371677778PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $155920.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-02

**Name of Applicant:** T. Rowe Price Exchange-Traded Funds, Inc.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President