# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-184467
**Filing Date:** 2026-4
**Character Count:** 441292
**Document Hash:** c8b3922bd1f73e88a233514f5d8c051d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184467.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184467

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 26903837

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

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

## Series and Classes Contracts Data

### Core Bond Fund (Series ID: S000003313)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008885 | Class NAV    | JHCDX           |
| C000008886 | Class 1      | JICDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

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

- **b. EDGAR series identifier (if any):** S000003313

- **c. LEI of Series:** 549300VMAI85L27JDC26

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1814684451.36

**Total Liabilities:** $113932435.48

**Net Assets:** $1700752015.88

**Delayed Delivery Securities:** $76231876.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3554.305662000000 | **1-Year:** -72560.861664000000 | **5-Year:** -231261.575303000000 | **10-Year:** -300640.237193000000 | **30-Year:** -93309.665221000100

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

- **3-Month:** -9.167573000000 | **1-Year:** -803.682373000000 | **5-Year:** -1376.538803000000 | **10-Year:** -2090.387031000000 | **30-Year:** -1698.933241000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008885 | -0.35%               | 0.27%                | 1.63%                |
| Class ID C000008886 | -0.27%               | 0.18%                | 1.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $803919.24               | $-12473404.33                              |
| Month 2  | $934619.44               | $-2410396.16                               |
| Month 3  | $1257829.40              | $20697178.40                               |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bunge Limited Finance Corp.                                                     | BUNGE LTD FINANCE CORP COMPANY GUAR 08/35 5.15                 | CUSIP: 120568BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1467324.07   | 0.09%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A                              | BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A             | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195910 | PA      | $193364.87    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4587 AF                                                  | FREDDIE MAC REMICS FHR 4587 AF                                 | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    645615 | PA      | $642391.92    | 0.04%             | 2046-06-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 6                               | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231534 | PA      | $1292597.55   | 0.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1399209 | PA      | $1297604.31   | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/48 FIXED VAR                             | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1160718 | PA      | $1087547.69   | 0.06%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                             | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782571 | PA      | $688680.97    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735720 | PA      | $681374.82    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2401398 | PA      | $2119289.62   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT7 BX 2025 VLT7 A 144A                                          | BX TRUST 2025-VLT7 BX 2025 VLT7 A 144A                         | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1012000 | PA      | $1012316.25   | 0.06%             | 2044-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/54 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/54 FLOATING VAR                | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    558706 | PA      | $570721.61    | 0.03%             | 2054-02-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 01/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 01/55 FLOATING VAR                | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1496988 | PA      | $1522909.70   | 0.09%             | 2055-01-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721520 | PA      | $738171.21    | 0.04%             | 2055-08-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/56 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/56 FLOATING VAR                | CUSIP: 31288RKH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2578505 | PA      | $2627055.05   | 0.15%             | 2056-02-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 264 30                                  | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1207132 | PA      | $1127489.17   | 0.07%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/40 FIXED VAR                             | CUSIP: 3140W4R33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432193 | PA      | $422682.95    | 0.02%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/35 FIXED VAR                             | CUSIP: 3140W4YR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    968273 | PA      | $954184.74    | 0.06%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 09/46 FIXED 3                         | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1484388 | PA      | $1376336.81   | 0.08%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5                       | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31158 | PA      | $31292.46     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5                       | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35415 | PA      | $35563.46     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/43 FIXED 3                                               | FREDDIE MAC POOL FR 03/43 FIXED 3                              | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636662 | PA      | $597608.85    | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/45 FIXED 3                                               | FREDDIE MAC POOL FR 02/45 FIXED 3                              | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2137341 | PA      | $1989126.39   | 0.12%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/45 FIXED 3                                               | FREDDIE MAC POOL FR 05/45 FIXED 3                              | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1217494 | PA      | $1131409.19   | 0.07%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/46 FIXED 3                                               | FREDDIE MAC POOL FR 01/46 FIXED 3                              | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1065145 | PA      | $1002764.23   | 0.06%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/45 FIXED 3                                               | FREDDIE MAC POOL FR 04/45 FIXED 3                              | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2370541 | PA      | $2222530.05   | 0.13%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/43 FIXED 3                                               | FREDDIE MAC POOL FR 08/43 FIXED 3                              | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1023345 | PA      | $960504.36    | 0.06%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/46 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/46 FIXED 2.5                            | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1303296 | PA      | $1159149.09   | 0.07%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/37 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/37 FIXED 2.5                            | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    968927 | PA      | $929196.82    | 0.05%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/33 FIXED 2.5                                             | FREDDIE MAC POOL FR 07/33 FIXED 2.5                            | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1422582 | PA      | $1403681.46   | 0.08%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/53 5.25           | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    672000 | PA      | $542014.62    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/63 5.5            | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $228233.67    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 12/35 5.85           | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $437780.16    | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 12/55 6.7            | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    476000 | PA      | $464262.40    | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE REMICS FNR 2017 13 PA                                                | FANNIE MAE REMICS FNR 2017 13 PA                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554859 | PA      | $530916.43    | 0.03%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/53 5.9                                 | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    414000 | PA      | $407673.78    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/52 3.625                    | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    532000 | PA      | $395607.87    | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2026-1 HAROT 2026 1 A4                                   | HONDA AUTO RECEIVABLES 2026-1 HAROT 2026 1 A4                  | CUSIP: 43815CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1707457.73   | 0.10%             | 2032-05-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 2.5                            | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57714 | PA      | $50789.89     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6                                               | FREDDIE MAC POOL FR 09/54 FIXED 6                              | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6539405 | PA      | $6863649.88   | 0.40%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/43 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/43 FIXED 2.5                            | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1595168 | PA      | $1451403.12   | 0.09%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/46 FIXED 2.5                                             | FREDDIE MAC POOL FR 06/46 FIXED 2.5                            | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1851416 | PA      | $1683840.88   | 0.10%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A                             | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A            | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617884 | PA      | $617910.60    | 0.04%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                             | CHEVRON USA INC COMPANY GUAR 10/30 4.3                         | CUSIP: 166756BJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    994000 | PA      | $1011555.04   | 0.06%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Company                                                        | CONSUMERS ENERGY CO 1ST MORTGAGE 01/31 4.5                     | CUSIP: 210518DY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1457173.65   | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                        | CONSUMERS ENERGY CO 1ST MORTGAGE 05/35 5.05                    | CUSIP: 210518DZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1086781.97   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA 30 YR 5 JUMBOS                                                      | GNMA II TBA 30 YR 5 JUMBOS                                     | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5400000 | PA      | $5403586.14   | 0.32%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 45 TM                                                | FANNIE MAE REMICS FNR 2018 45 TM                               | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832671 | PA      | $769054.64    | 0.05%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 55 GA                                                | FANNIE MAE REMICS FNR 2018 55 GA                               | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786259 | PA      | $767889.76    | 0.05%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 85 EA                                                | FANNIE MAE REMICS FNR 2018 85 EA                               | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540208 | PA      | $532971.57    | 0.03%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 8 GA                                                 | FANNIE MAE REMICS FNR 2019 8 GA                                | CUSIP: 3136B3W30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2276065 | PA      | $2072701.54   | 0.12%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 25 PA                                                | FANNIE MAE REMICS FNR 2019 25 PA                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1518247 | PA      | $1445822.03   | 0.09%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 13 PE                                                | FANNIE MAE REMICS FNR 2019 13 PE                               | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505597 | PA      | $472374.45    | 0.03%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 43 FC                                                | FANNIE MAE REMICS FNR 2019 43 FC                               | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    781989 | PA      | $773056.00    | 0.05%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 81 LH                                                | FANNIE MAE REMICS FNR 2019 81 LH                               | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173801 | PA      | $161246.67    | 0.01%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 34 AG                                                | FANNIE MAE REMICS FNR 2020 34 AG                               | CUSIP: 3136BAHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1443130 | PA      | $1388533.95   | 0.08%             | 2035-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 48 AB                                                | FANNIE MAE REMICS FNR 2020 48 AB                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875961 | PA      | $750080.97    | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/47 FIXED 4                               | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100632 | PA      | $99754.46     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED 4                               | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122831 | PA      | $121721.59    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                             | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675551 | PA      | $668604.15    | 0.04%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED VAR                             | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5308790 | PA      | $4851357.68   | 0.29%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FLOATING VAR                          | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3371567 | PA      | $3422102.86   | 0.20%             | 2052-10-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FLOATING VAR                          | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5646590 | PA      | $5755901.02   | 0.34%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FLOATING VAR                          | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669410 | PA      | $656770.86    | 0.04%             | 2050-06-01      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FLOATING VAR                          | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1359364 | PA      | $1378448.57   | 0.08%             | 2055-01-01      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FLOATING VAR                          | CUSIP: 3140JCRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1875553 | PA      | $1920954.01   | 0.11%             | 2055-02-01      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/41 FIXED 2                               | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694690 | PA      | $622624.23    | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                             | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438766 | PA      | $386946.79    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                             | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686965 | PA      | $603900.72    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810354 | PA      | $825288.57    | 0.05%             | 2052-08-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FLOATING VAR                          | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1241541 | PA      | $1262890.21   | 0.07%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FLOATING VAR                          | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1412403 | PA      | $1431475.37   | 0.08%             | 2052-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 1998 61 PL                                                | FANNIE MAE REMICS FNR 1998 61 PL                               | CUSIP: 31359UT21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33297 | PA      | $33915.19     | 0.00%             | 2028-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 117 FA                                               | FANNIE MAE REMICS FNR 2011 117 FA                              | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750598 | PA      | $746909.70    | 0.04%             | 2041-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 19 FD                                                | FANNIE MAE REMICS FNR 2016 19 FD                               | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2139605 | PA      | $2129262.49   | 0.13%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/43 FIXED VAR                             | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001977 | PA      | $938859.19    | 0.06%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FLOATING VAR                          | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    960446 | PA      | $977168.99    | 0.06%             | 2052-11-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567785 | PA      | $1595964.59   | 0.09%             | 2052-08-01      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/40 FIXED 2                               | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    919858 | PA      | $829591.19    | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                             | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3254541 | PA      | $2881360.66   | 0.17%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/53 FIXED 6                               | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772444 | PA      | $810986.20    | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/53 FLOATING VAR                          | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748061 | PA      | $771100.77    | 0.05%             | 2053-12-01      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/54 FIXED 6                               | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1194803 | PA      | $1255165.88   | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/54 FIXED 6                               | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327853 | PA      | $1394521.80   | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/54 FLOATING VAR                          | CUSIP: 3140QVCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763090 | PA      | $1812217.41   | 0.11%             | 2054-08-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6                               | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1743836 | PA      | $1831390.67   | 0.11%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED VAR                             | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1808738 | PA      | $1675595.21   | 0.10%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1286200 | PA      | $1201197.25   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6                               | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3088272 | PA      | $3241398.83   | 0.19%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6.5                             | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1329897 | PA      | $1415071.55   | 0.08%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6                               | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564289 | PA      | $592621.21    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6.5                             | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916360 | PA      | $975335.12    | 0.06%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6.5                             | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321493 | PA      | $342988.01    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/66 6.85                            | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    487000 | PA      | $466552.49    | 0.03%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Orange                                                                          | ORANGE SA SR UNSECURED 144A 01/31 4.25                         | CUSIP: 685218AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1580000 | PA      | $1582574.56   | 0.09%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orange                                                                          | ORANGE SA SR UNSECURED 144A 01/33 4.75                         | CUSIP: 685218AE9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1699000 | PA      | $1718812.43   | 0.10%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orange                                                                          | ORANGE SA SR UNSECURED 144A 01/36 5                            | CUSIP: 685218AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    992000 | PA      | $996362.00    | 0.06%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange                                                                          | ORANGE SA SR UNSECURED 144A 01/29 4                            | CUSIP: 685218AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1073000 | PA      | $1076337.26   | 0.06%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                             | PECO ENERGY CO 1ST MORTGAGE 09/51 2.85                         | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    878000 | PA      | $558545.83    | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR          | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1301583.15   | 0.08%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/43 FIXED VAR                             | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845923 | PA      | $796160.37    | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 GT                  | CUSIP: 38385GMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1052775 | PA      | $971031.83    | 0.06%             | 2055-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/49 5.25                                | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    709000 | PA      | $649995.11    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 08/31 2            | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $143657.12    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY OP LLC COMPANY GUAR 03/35 4.85                    | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    748000 | PA      | $756509.94    | 0.04%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                              | CITIZENS BANK NA/PROVIDENCE RI SR UNSECURED 01/29 VAR          | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2072746.52   | 0.12%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 12/32 2.85                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    680000 | PA      | $619565.78    | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 03/28 2.1                      | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    527000 | PA      | $508556.52    | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc.                                                   | UNITED AIRLINES HOLDINGS INC COMPANY GUAR 03/29 4.875          | CUSIP: 910047AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1993000 | PA      | $2007375.91   | 0.12%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/44 4.75         | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    756000 | PA      | $629748.00    | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/46 4.6          | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    813000 | PA      | $647148.00    | 0.04%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/48 4.6          | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    728000 | PA      | $572317.20    | 0.03%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 07/36 VAR          | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    716000 | PA      | $742334.19    | 0.04%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/34 3.5          | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1041000 | PA      | $909209.40    | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/52 4.4          | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    781000 | PA      | $579345.80    | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/33 5.375        | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   3160000 | PA      | $3156998.00   | 0.19%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/34 5.625        | CUSIP: 91087BBQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1300000 | PA      | $1311349.00   | 0.08%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/56 6.75         | CUSIP: 91087BBS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    323000 | PA      | $327441.25    | 0.02%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/48 3.125                     | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3968000 | PA      | $3125730.02   | 0.18%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/48 3                         | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14928000 | PA      | $11466570.00  | 0.67%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                         | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14500000 | PA      | $11084570.24  | 0.65%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/49 2.25                      | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13761000 | PA      | $8979590.00   | 0.53%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/50 1.375                     | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10662000 | PA      | $5488431.04   | 0.32%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/40 1.125                     | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2288000 | PA      | $1487110.63   | 0.09%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                     | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14697000 | PA      | $8064404.69   | 0.47%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/32 3.625              | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    939000 | PA      | $891287.37    | 0.05%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 07/34 5.5                | CUSIP: 02666TAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $587507.41    | 0.03%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 03/35 5.25               | CUSIP: 02666TAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $245114.64    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 06/30 4.95               | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    717000 | PA      | $731644.87    | 0.04%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. L.L.C.                                               | BLACKSTONE REG FINANCE CO LLC COMPANY GUAR 11/30 4.3           | CUSIP: 092914AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1002809.83   | 0.06%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. L.L.C.                                               | BLACKSTONE REG FINANCE CO LLC COMPANY GUAR 02/36 4.95          | CUSIP: 092914AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596000 | PA      | $590497.73    | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 01/34 VAR                                  | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    642000 | PA      | $645082.04    | 0.04%             | 2034-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    962000 | PA      | $965886.57    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/54 6.858                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    575000 | PA      | $659426.52    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                                | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5300000 | PA      | $5368242.27   | 0.32%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/42 FIXED 2.5                            | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472073 | PA      | $432650.56    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 05/42 FIXED 2.5                            | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1573697 | PA      | $1441776.11   | 0.08%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 06/42 FIXED 2.5                            | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609083 | PA      | $557884.50    | 0.03%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/31 FIXED 2                                               | FREDDIE MAC POOL FR 10/31 FIXED 2                              | CUSIP: 3133LPT49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1086749 | PA      | $1046401.22   | 0.06%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 48 FB                                                | FANNIE MAE REMICS FNR 2015 48 FB                               | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775388 | PA      | $762673.49    | 0.04%             | 2045-07-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 72 GL                                                | FANNIE MAE REMICS FNR 2015 72 GL                               | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562000 | PA      | $508359.12    | 0.03%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 84 PA                                                | FANNIE MAE REMICS FNR 2015 84 PA                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800228 | PA      | $762143.71    | 0.04%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3                               | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090356 | PA      | $1049835.97   | 0.06%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED 3                               | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478940 | PA      | $436749.51    | 0.03%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/50 FIXED 3                               | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2328760 | PA      | $2150920.10   | 0.13%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 3                               | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729730 | PA      | $670683.93    | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/51 FIXED VAR                             | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032021 | PA      | $910137.25    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/51 FIXED VAR                             | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1702159 | PA      | $1499534.85   | 0.09%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED VAR                             | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3741778 | PA      | $3508214.12   | 0.21%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/41 FIXED VAR                             | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871972 | PA      | $802716.94    | 0.05%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                             | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1934819 | PA      | $1738422.43   | 0.10%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200452 | PA      | $176402.43    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                             | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3127815 | PA      | $2872337.27   | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546946 | PA      | $482179.62    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/48 FIXED VAR                             | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678757 | PA      | $630528.58    | 0.04%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED VAR                             | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937687 | PA      | $867617.90    | 0.05%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                             | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12031695 | PA      | $11284699.64  | 0.66%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7950205 | PA      | $7360463.82   | 0.43%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                             | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2425474 | PA      | $2201309.73   | 0.13%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/42 FIXED VAR                             | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1012101 | PA      | $908810.49    | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/35 FIXED VAR                             | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258480 | PA      | $258467.26    | 0.02%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/27 FIXED VAR                             | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37807 | PA      | $37715.85     | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059704 | PA      | $981427.01    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/48 FIXED VAR                             | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947635 | PA      | $878936.16    | 0.05%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED VAR                             | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14965451 | PA      | $15276716.17  | 0.90%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/53 FIXED VAR                             | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800995 | PA      | $854047.63    | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 10/50 FIXED 2.5                            | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744933 | PA      | $659516.10    | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                              | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4962406 | PA      | $4595848.77   | 0.27%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803347 | PA      | $744006.34    | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                         | CUSIP: 3132FCH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5459062 | PA      | $5091906.85   | 0.30%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/45 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 04/45 FIXED 3                         | CUSIP: 3132FCHL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654349 | PA      | $613229.11    | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/44 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 06/44 FIXED 3                         | CUSIP: 3132FCKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1633019 | PA      | $1537484.29   | 0.09%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 326 F2                                  | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598209 | PA      | $599809.66    | 0.04%             | 2044-03-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 2.5                            | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263702 | PA      | $231981.61    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 2.5                            | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    971823 | PA      | $854315.67    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/31 FIXED 2                               | CUSIP: 31418D2A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1927169 | PA      | $1860109.69   | 0.11%             | 2031-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 07/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 07/55 FLOATING VAR                | CUSIP: 3142AWQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1357860 | PA      | $1392917.75   | 0.08%             | 2055-07-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 05/51 FIXED 2.5                            | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2782427 | PA      | $2455555.93   | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                            | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17646217 | PA      | $15562165.68  | 0.92%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    906143 | PA      | $925917.67    | 0.05%             | 2055-08-01      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1231142 | PA      | $1257083.66   | 0.07%             | 2055-06-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 05/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 05/55 FLOATING VAR                | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    513989 | PA      | $527707.41    | 0.03%             | 2055-05-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/55 FLOATING VAR                | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1155844 | PA      | $1183349.07   | 0.07%             | 2055-08-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6                                               | FREDDIE MAC POOL FR 10/54 FIXED 6                              | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633943 | PA      | $665772.17    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 31 GH                  | CUSIP: 38383GS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2158900 | PA      | $1985388.24   | 0.12%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 197 LF                 | CUSIP: 38383LFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3385946 | PA      | $3381536.75   | 0.20%             | 2052-11-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 34 DN                  | CUSIP: 38383MFU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1804423 | PA      | $1759270.09   | 0.10%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 50 CA                  | CUSIP: 38383PLD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3269884 | PA      | $3012692.76   | 0.18%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 46 LY                  | CUSIP: 38383PXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    459000 | PA      | $394322.36    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 66 CG                  | CUSIP: 38383RGE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2018272 | PA      | $1959778.61   | 0.12%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 78 HW                  | CUSIP: 38383RWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    783000 | PA      | $646724.49    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 153 KA                 | CUSIP: 38383YJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    896953 | PA      | $893733.63    | 0.05%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 45 BD                  | CUSIP: 38384KGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748139 | PA      | $703021.86    | 0.04%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 110 JC                 | CUSIP: 38384QH76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5329200 | PA      | $5153102.71   | 0.30%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 110 JL                 | CUSIP: 38384QXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1227000 | PA      | $1093999.83   | 0.06%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 184 GC                 | CUSIP: 38384XN25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3517133 | PA      | $3440287.84   | 0.20%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 7 EL                   | CUSIP: 38385BN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    529000 | PA      | $393575.52    | 0.02%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 08/31 2.5           | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    898000 | PA      | $816393.50    | 0.05%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 02/33 4.85          | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    393000 | PA      | $396463.58    | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 05/37 4.926                     | CUSIP: 11135FBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $779193.78    | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/29 5.05                           | CUSIP: 11135FBX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2059024.20   | 0.12%             | 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: N/A                  | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1943418.38   | 0.11%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                           | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1401678.27   | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 10/34 4.8                            | CUSIP: 11135FCD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1957525.94   | 0.12%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/30 4.6                            | CUSIP: 11135FCK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1838405.14   | 0.11%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                                     | CADENCE DESIGN SYSTEMS INC SR UNSECURED 09/29 4.3              | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2330474.53   | 0.14%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMM SR UNSECURED 01/30 VAR          | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1308000 | PA      | $1316787.95   | 0.08%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1                                 | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2025 1 A4                 | CUSIP: 14043YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    712000 | PA      | $717342.56    | 0.04%             | 2031-02-18      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                  | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025 3 A4                 | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058000 | PA      | $1078982.15   | 0.06%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-2                                                  | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025 2 A3                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2777000 | PA      | $2808841.36   | 0.17%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                      | CATERPILLAR FINANCIAL SERVICES SR UNSECURED 05/27 5            | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1685075.80   | 0.10%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                      | CATERPILLAR FINANCIAL SERVICES SR UNSECURED 08/29 4.375        | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    624000 | PA      | $636533.78    | 0.04%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE 1ST MORTGAGE 03/52 3.6          | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    537000 | PA      | $400540.27    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/32 4.9                            | CUSIP: 11135FCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $978472.84    | 0.06%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/35 5.2                            | CUSIP: 11135FCM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587000 | PA      | $606672.20    | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE GENL REF MOR 08/35 4.95         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1162206.99   | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio L.P.                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55                     | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    484000 | PA      | $443190.08    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems Incorporated                                      | AMERICAN TRANSMISSION SYSTEMS SR UNSECURED 144A 01/32 2.65     | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $310222.08    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-2                                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A3                 | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765680 | PA      | $770814.44    | 0.05%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 1 A3                 | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119268 | PA      | $119529.76    | 0.01%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/43 5.6                               | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    796000 | PA      | $813534.83    | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 02/31 4.2                               | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    858000 | PA      | $860535.85    | 0.05%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 02/36 4.85                              | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2043996.82   | 0.12%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 02/46 5.5                               | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    292000 | PA      | $290536.09    | 0.02%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 02/56 5.65                              | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1090898.79   | 0.06%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 09/54 FIXED 6.5                            | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3870371 | PA      | $4127928.55   | 0.24%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 6                               | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127985 | PA      | $1184971.82   | 0.07%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A             | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631338 | PA      | $542660.70    | 0.03%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7          | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2869000 | PA      | $2876408.39   | 0.17%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/36 4.95                            | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $2020130.60   | 0.12%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export Finance and Insurance Corporation                                        | EXPORT FINANCE and INSURANCE COR GOVT GUARANT 144A 10/27 4.625 | CUSIP: 30220L2B9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |   1910000 | PA      | $1943843.33   | 0.11%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/39 5.45                          | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/39 5.45         | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557000 | PA      | $584544.16    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                             | CUSIP: 3140X4HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567340 | PA      | $1457899.07   | 0.09%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/50 FIXED VAR                             | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723600 | PA      | $639046.09    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/31 FIXED VAR                             | CUSIP: 3140XAK27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2575346 | PA      | $2491688.98   | 0.15%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/47 FIXED VAR                             | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522885 | PA      | $484260.98    | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/55 FIXED 5.5                             | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10514741 | PA      | $10759723.07  | 0.63%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/55 FIXED 6                               | CUSIP: 3140Y7LR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228314 | PA      | $1291232.98   | 0.08%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/55 FIXED 6                               | CUSIP: 3140Y7RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1846869 | PA      | $1941472.54   | 0.11%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/55 FIXED 6                               | CUSIP: 3140Y7RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1473778 | PA      | $1550191.86   | 0.09%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/55 FIXED 6.5                             | CUSIP: 3140Y7TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028425 | PA      | $1096701.89   | 0.06%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED 2.5                             | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732019 | PA      | $666293.13    | 0.04%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3                               | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1736335 | PA      | $1608077.14   | 0.09%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/46 FIXED 3                               | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4088212 | PA      | $3784951.31   | 0.22%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/54 5.4                      | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    410000 | PA      | $387095.29    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/64 5.55                     | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    946000 | PA      | $891309.72    | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2026-A NALT 2026 A A3                                   | NISSAN AUTO LEASE TRUST 2026-A NALT 2026 A A3                  | CUSIP: 65481HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1828000 | PA      | $1830931.20   | 0.11%             | 2029-03-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                   | N TX TOLLWAY AUTH REVENUE NRTTRN 01/49 FIXED 6.718             | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    459000 | PA      | $515361.94    | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2026-A                                                 | TOYOTA LEASE OWNER TRUST 2026- TLOT 2026 A A3 144A             | CUSIP: 89240MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2485000 | PA      | $2490758.74   | 0.15%             | 2029-02-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                         | TRANS-ALLEGHENY INTERSTATE LIN SR UNSECURED 144A 01/31 5       | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1071831.91   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 01/32 VAR                   | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1925154.33   | 0.11%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/54 5.35                  | CUSIP: 90353TAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    659000 | PA      | $628424.71    | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/45 5.5                      | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    473000 | PA      | $467305.27    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/35 4.875                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1912859.03   | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/MN 1ST MORTGAGE 05/35 5.05            | CUSIP: 665772CZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1222370.12   | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/WI 1ST MORTGAGE 06/54 5.65            | CUSIP: 665789BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $485122.64    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 07/30 4.65                  | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    792000 | PA      | $810999.19    | 0.05%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 07/35 5.25                  | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    735000 | PA      | $769388.02    | 0.05%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                    | NOVARTIS CAPITAL CORP COMPANY GUAR 11/35 4.6                   | CUSIP: 66989HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2116585.45   | 0.12%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/30 2.2                      | CUSIP: 78081BAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $521523.79    | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3                      | CUSIP: 78081BAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $224317.60    | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/50 3.55                     | CUSIP: 78081BAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1297000 | PA      | $919041.00    | 0.05%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4303 FA                                                  | FREDDIE MAC REMICS FHR 4303 FA                                 | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384636 | PA      | $380948.27    | 0.02%             | 2044-02-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4427 CE                                                  | FREDDIE MAC REMICS FHR 4427 CE                                 | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84130 | PA      | $83517.95     | 0.00%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4446 CP                                                  | FREDDIE MAC REMICS FHR 4446 CP                                 | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626114 | PA      | $575197.63    | 0.03%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4582 HA                                                  | FREDDIE MAC REMICS FHR 4582 HA                                 | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2436598 | PA      | $2340071.48   | 0.14%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 07/28 VAR          | CUSIP: 61776NVE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1760420.99   | 0.10%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC SUBORDINATED 03/47 VAR                       | CUSIP: 639057AW8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    995000 | PA      | $987999.83    | 0.06%             | 2047-03-03      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                    | NORFOLK SOUTHERN CORP SR UNSECURED 05/35 5.1                   | CUSIP: 655844CV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    954000 | PA      | $986088.89    | 0.06%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/MN 1ST MORTGAGE 03/54 5.4             | CUSIP: 665772CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $433343.75    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A           | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080932 | PA      | $1093110.71   | 0.06%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C SBALT 2024 C A4 144A                               | SBNA AUTO LEASE TRUST 2024-C SBALT 2024 C A4 144A              | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872000 | PA      | $874591.93    | 0.05%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP/THE SR UNSECURED 11/36 VAR                 | CUSIP: 808513CL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    772000 | PA      | $772231.64    | 0.05%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/28 4.35                | CUSIP: 82622RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1757000 | PA      | $1780005.74   | 0.10%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/30 4.6                 | CUSIP: 82622RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1306000 | PA      | $1337925.44   | 0.08%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/40 FIXED 2                                               | FREDDIE MAC POOL FR 06/40 FIXED 2                              | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2910305 | PA      | $2623779.19   | 0.15%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/40 FIXED 2                                               | FREDDIE MAC POOL FR 07/40 FIXED 2                              | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4382178 | PA      | $3950481.38   | 0.23%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED VAR                             | CUSIP: 3140XMLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7478835 | PA      | $6926397.05   | 0.41%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/44 FIXED VAR                             | CUSIP: 3140XMUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1903756 | PA      | $1787620.55   | 0.11%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 2.5                            | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1430349 | PA      | $1260081.05   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/49 FIXED 3                                               | FREDDIE MAC POOL FR 04/49 FIXED 3                              | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1312242 | PA      | $1214900.86   | 0.07%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/55 FIXED 6                                               | FREDDIE MAC POOL FR 06/55 FIXED 6                              | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5644471 | PA      | $5812688.01   | 0.34%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3                                               | FREDDIE MAC POOL FR 01/50 FIXED 3                              | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1627076 | PA      | $1506380.25   | 0.09%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/31 VAR             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2813000 | PA      | $2912042.19   | 0.17%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/29 VAR             | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3543000 | PA      | $3544110.59   | 0.21%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/31 VAR             | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2384539.13   | 0.14%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/36 VAR             | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1622209.86   | 0.10%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/49 FIXED 3                                               | FREDDIE MAC POOL FR 05/49 FIXED 3                              | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    848153 | PA      | $785502.59    | 0.05%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/43 FIXED 3                                               | FREDDIE MAC POOL FR 04/43 FIXED 3                              | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2351152 | PA      | $2208369.49   | 0.13%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/47 FIXED 3                                               | FREDDIE MAC POOL FR 02/47 FIXED 3                              | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    489136 | PA      | $459702.31    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1405723 | PA      | $1300129.38   | 0.08%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6                                               | FREDDIE MAC POOL FR 09/54 FIXED 6                              | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3411725 | PA      | $3583021.88   | 0.21%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 95 CP                                                | FANNIE MAE REMICS FNR 2021 95 CP                               | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487898 | PA      | $427024.16    | 0.03%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 62 KA                                                | FANNIE MAE REMICS FNR 2022 62 KA                               | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623688 | PA      | $598305.53    | 0.04%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 14 EJ                                                | FANNIE MAE REMICS FNR 2023 14 EJ                               | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    997538 | PA      | $950195.87    | 0.06%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4611 BF                                                  | FREDDIE MAC REMICS FHR 4611 BF                                 | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4904944 | PA      | $4905348.16   | 0.29%             | 2041-06-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5091 AB                                                  | FREDDIE MAC REMICS FHR 5091 AB                                 | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1721833 | PA      | $1441359.04   | 0.08%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5114 AD                                                  | FREDDIE MAC REMICS FHR 5114 AD                                 | CUSIP: 3137H0NN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3690092 | PA      | $3266809.90   | 0.19%             | 2047-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5118 CA                                                  | FREDDIE MAC REMICS FHR 5118 CA                                 | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    966775 | PA      | $908033.33    | 0.05%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 KA                                                  | FREDDIE MAC REMICS FHR 5202 KA                                 | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910500 | PA      | $837055.98    | 0.05%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 TA                                                  | FREDDIE MAC REMICS FHR 5202 TA                                 | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1663544 | PA      | $1557472.74   | 0.09%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5207 PA                                                  | FREDDIE MAC REMICS FHR 5207 PA                                 | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1350984 | PA      | $1243664.65   | 0.07%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5220 QK                                                  | FREDDIE MAC REMICS FHR 5220 QK                                 | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1849743 | PA      | $1813867.06   | 0.11%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5228 TN                                                  | FREDDIE MAC REMICS FHR 5228 TN                                 | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634409 | PA      | $622534.20    | 0.04%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5335 FB                                                  | FREDDIE MAC REMICS FHR 5335 FB                                 | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1684858 | PA      | $1694811.64   | 0.10%             | 2039-10-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5396 HF                                                  | FREDDIE MAC REMICS FHR 5396 HF                                 | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2264201 | PA      | $2264397.63   | 0.13%             | 2054-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5399 FB                                                  | FREDDIE MAC REMICS FHR 5399 FB                                 | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380629 | PA      | $1386259.65   | 0.08%             | 2054-04-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/29 VAR             | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5691000 | PA      | $5693357.16   | 0.33%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/32 VAR             | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2323257.77   | 0.14%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/37 VAR             | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1963715.44   | 0.12%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/47 VAR             | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    583000 | PA      | $580267.11    | 0.03%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SUBORDINATED 02/41 VAR             | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    852000 | PA      | $845576.85    | 0.05%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 163 NC                 | CUSIP: 38377RKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    789349 | PA      | $791382.82    | 0.05%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 152 HA                 | CUSIP: 38378UWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    936680 | PA      | $882542.63    | 0.05%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 133 BP                 | CUSIP: 38379GQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    708454 | PA      | $650220.54    | 0.04%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 149 KP                 | CUSIP: 38379GSW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604788 | PA      | $566621.42    | 0.03%             | 2044-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 181 L                  | CUSIP: 38379HMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    670496 | PA      | $621997.69    | 0.04%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 144 CA                 | CUSIP: 38379QD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1021475 | PA      | $925146.36    | 0.05%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 99 TL                  | CUSIP: 38379XN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1636021 | PA      | $1413179.15   | 0.08%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 93 AB                  | CUSIP: 38379XX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1358858 | PA      | $1174579.07   | 0.07%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 136 A                  | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    621100 | PA      | $577563.64    | 0.03%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 139 GA                 | CUSIP: 38380HEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2316743 | PA      | $2148918.62   | 0.13%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5410 JY                                                  | FREDDIE MAC REMICS FHR 5410 JY                                 | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1107000 | PA      | $981724.80    | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5452 KY                                                  | FREDDIE MAC REMICS FHR 5452 KY                                 | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1168000 | PA      | $1048057.96   | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5451 FD                                                  | FREDDIE MAC REMICS FHR 5451 FD                                 | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    758250 | PA      | $752179.44    | 0.04%             | 2044-01-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5529 HA                                                  | FREDDIE MAC REMICS FHR 5529 HA                                 | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610806 | PA      | $588669.73    | 0.03%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                              | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1897674 | PA      | $1759553.67   | 0.10%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 07/51 FIXED 2.5                            | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1396393 | PA      | $1230167.04   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 2.5                            | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690488 | PA      | $607429.42    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/50 FIXED 4                                               | FREDDIE MAC POOL FR 03/50 FIXED 4                              | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3130944 | PA      | $3097766.83   | 0.18%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 59 NC                                                | FANNIE MAE REMICS FNR 2020 59 NC                               | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947391 | PA      | $904070.58    | 0.05%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5565 QA                                                  | FREDDIE MAC REMICS FHR 5565 QA                                 | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2714182 | PA      | $2747634.71   | 0.16%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/55 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/55 FIXED 6.5                            | CUSIP: 3142GVU33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1238788 | PA      | $1321030.96   | 0.08%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 27 EC                                                | FANNIE MAE REMICS FNR 2021 27 EC                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3251747 | PA      | $2716343.78   | 0.16%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 40 DW                                                | FANNIE MAE REMICS FNR 2021 40 DW                               | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207041 | PA      | $188506.58    | 0.01%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 78 ND                                                | FANNIE MAE REMICS FNR 2021 78 ND                               | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1262604 | PA      | $1056070.99   | 0.06%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4957 MY                                                  | FREDDIE MAC REMICS FHR 4957 MY                                 | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712000 | PA      | $615957.47    | 0.04%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4988 KF                                                  | FREDDIE MAC REMICS FHR 4988 KF                                 | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    718208 | PA      | $713045.40    | 0.04%             | 2050-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5020 ET                                                  | FREDDIE MAC REMICS FHR 5020 ET                                 | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    873495 | PA      | $821541.20    | 0.05%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 11 FA                                                | FANNIE MAE REMICS FNR 2017 11 FA                               | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212650 | PA      | $211508.50    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 12 FD                                                | FANNIE MAE REMICS FNR 2017 12 FD                               | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561235 | PA      | $558114.26    | 0.03%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 BF                                                 | FANNIE MAE REMICS FNR 2017 9 BF                                | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689336 | PA      | $685949.96    | 0.04%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 DF                                                 | FANNIE MAE REMICS FNR 2017 9 DF                                | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500864 | PA      | $498409.91    | 0.03%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 EF                                                 | FANNIE MAE REMICS FNR 2017 9 EF                                | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253016 | PA      | $251813.14    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 26 FA                                                | FANNIE MAE REMICS FNR 2017 26 FA                               | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1424676 | PA      | $1415743.06   | 0.08%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 35 MC                                                | FANNIE MAE REMICS FNR 2017 35 MC                               | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422176 | PA      | $413477.21    | 0.02%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 113 FB                                               | FANNIE MAE REMICS FNR 2017 113 FB                              | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225222 | PA      | $223098.26    | 0.01%             | 2048-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 82 FE                                                | FANNIE MAE REMICS FNR 2017 82 FE                               | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490662 | PA      | $487522.90    | 0.03%             | 2047-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 96 FB                                                | FANNIE MAE REMICS FNR 2017 96 FB                               | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892571 | PA      | $883176.75    | 0.05%             | 2047-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 1 FA                                                 | FANNIE MAE REMICS FNR 2018 1 FA                                | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288025 | PA      | $285155.92    | 0.02%             | 2048-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 14 KC                                                | FANNIE MAE REMICS FNR 2018 14 KC                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772869 | PA      | $749086.95    | 0.04%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 38 MA                                                | FANNIE MAE REMICS FNR 2018 38 MA                               | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1063721 | PA      | $1035921.99   | 0.06%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 64 A                                                 | FANNIE MAE REMICS FNR 2018 64 A                                | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    791353 | PA      | $726211.81    | 0.04%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 36 FD                                                | FANNIE MAE REMICS FNR 2018 36 FD                               | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1173283 | PA      | $1163806.56   | 0.07%             | 2048-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 01/36 5            | CUSIP: 46515CJZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1798000 | PA      | $1790414.85   | 0.11%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 05/32 3                             | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 05/32 3            | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1078000 | PA      | $981577.64    | 0.06%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                      | JABIL INC SR UNSECURED 02/29 4.2                               | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    683000 | PA      | $684276.87    | 0.04%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                      | JABIL INC SR UNSECURED 02/33 4.75                              | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    683000 | PA      | $680501.76    | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-2                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 2 A5                  | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1147454 | PA      | $1140180.12   | 0.07%             | 2037-03-23      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5                                   | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5                  | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789147 | PA      | $785061.19    | 0.05%             | 2035-12-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/55 5.7                            | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    669000 | PA      | $668613.29    | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                      | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025 A2 A                  | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1459000 | PA      | $1482591.59   | 0.09%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 117 AF                                               | FANNIE MAE REMICS FNR 2011 117 AF                              | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317590 | PA      | $315988.66    | 0.02%             | 2041-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 111 DB                                               | FANNIE MAE REMICS FNR 2011 111 DB                              | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767328 | PA      | $758569.19    | 0.04%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 127 FC                                               | FANNIE MAE REMICS FNR 2011 127 FC                              | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346720 | PA      | $344583.37    | 0.02%             | 2041-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 12 FA                                                | FANNIE MAE REMICS FNR 2012 12 FA                               | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345708 | PA      | $344384.92    | 0.02%             | 2042-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 142 EF                                               | FANNIE MAE REMICS FNR 2011 142 EF                              | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392407 | PA      | $390997.08    | 0.02%             | 2042-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 47 JF                                                | FANNIE MAE REMICS FNR 2012 47 JF                               | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462805 | PA      | $460988.90    | 0.03%             | 2042-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 11 AP                                                | FANNIE MAE REMICS FNR 2013 11 AP                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1603712 | PA      | $1494837.04   | 0.09%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 49 AP                                                | FANNIE MAE REMICS FNR 2013 49 AP                               | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431339 | PA      | $382532.82    | 0.02%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 25 EL                                                | FANNIE MAE REMICS FNR 2014 25 EL                               | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701613 | PA      | $657421.48    | 0.04%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 74 FC                                                | FANNIE MAE REMICS FNR 2014 74 FC                               | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387810 | PA      | $384041.86    | 0.02%             | 2044-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 8 AP                                                 | FANNIE MAE REMICS FNR 2015 8 AP                                | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1227484 | PA      | $1126306.62   | 0.07%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 32 FA                                                | FANNIE MAE REMICS FNR 2015 32 FA                               | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658336 | PA      | $647234.34    | 0.04%             | 2045-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/31 FIXED 2                               | CUSIP: 31418D2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1805459 | PA      | $1741770.10   | 0.10%             | 2031-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/40 FIXED 2                               | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2950964 | PA      | $2660246.95   | 0.16%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/42 FIXED 2.5                             | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50394 | PA      | $46183.75     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 2.5                             | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1297155 | PA      | $1189080.02   | 0.07%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED 2.5                             | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231533 | PA      | $1128468.75   | 0.07%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1009092 | PA      | $934238.32    | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/49 FIXED 3                                               | FREDDIE MAC POOL FR 11/49 FIXED 3                              | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1015788 | PA      | $940754.92    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                  | FIBRA PROLOGIS SR UNSECURED 144A 11/35 5.5                     | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    872000 | PA      | $883772.00    | 0.05%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                  | FIBRA PROLOGIS SR UNSECURED 144A 01/38 5.625                   | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    884000 | PA      | $893626.76    | 0.05%             | 2038-01-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5092 HE                                                  | FREDDIE MAC REMICS FHR 5092 HE                                 | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1009609 | PA      | $872379.70    | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/54 FIXED 6.5                            | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584798 | PA      | $622434.85    | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 04/32 VAR                     | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1314744.03   | 0.08%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 01/37 VAR                     | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    971000 | PA      | $973992.01    | 0.06%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                       | FLEX LTD SR UNSECURED 01/32 5.25                               | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |    389000 | PA      | $399360.34    | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                       | FLEX LTD SR UNSECURED 11/35 5.375                              | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |    834000 | PA      | $843140.92    | 0.05%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 11/54 FIXED 6.5                            | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308958 | PA      | $329613.98    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/55 FIXED 5.5                            | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6796854 | PA      | $6955213.26   | 0.41%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 6                                               | FREDDIE MAC POOL FR 05/55 FIXED 6                              | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6591686 | PA      | $6807288.78   | 0.40%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 65 DC                  | CUSIP: 38380WV71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    933688 | PA      | $887566.07    | 0.05%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 PT                  | CUSIP: 38381WTA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    583950 | PA      | $537586.22    | 0.03%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 96 DE                  | CUSIP: 38381XC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455700 | PA      | $400719.03    | 0.02%             | 2049-08-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 158 PG                 | CUSIP: 38382BFP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    620384 | PA      | $538956.02    | 0.03%             | 2049-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A1 144A            | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3812000 | PA      | $3840988.74   | 0.23%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2025 1 A1                 | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2928000 | PA      | $2980418.52   | 0.18%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2025 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST/F FORDR 2025 1 A 144A             | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2013000 | PA      | $2085533.42   | 0.12%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2026 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2026 1 A 144A             | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4877000 | PA      | $4956408.78   | 0.29%             | 2038-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2025 2 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2025 2 A 144A             | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    784000 | PA      | $797945.24    | 0.05%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2691000 | PA      | $2561416.46   | 0.15%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/31 5.5                | CUSIP: 350930AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $521764.24    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/33 5.9                | CUSIP: 350930AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $542508.05    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/39 6.3                | CUSIP: 350930AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $441260.11    | 0.03%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/50 FIXED 2.5                                           | GINNIE MAE II POOL G2 07/50 FIXED 2.5                          | CUSIP: 36179VQH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6293855 | PA      | $5469151.28   | 0.32%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4                                             | GINNIE MAE II POOL G2 08/52 FIXED 4                            | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12868897 | PA      | $12479464.57  | 0.73%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 09/52 FIXED 4                                             | GINNIE MAE II POOL G2 09/52 FIXED 4                            | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1721231 | PA      | $1669143.53   | 0.10%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/52 FIXED 4                                             | GINNIE MAE II POOL G2 10/52 FIXED 4                            | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10952881 | PA      | $10621430.53  | 0.62%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/43 FIXED 3                                             | GINNIE MAE II POOL G2 08/43 FIXED 3                            | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327744 | PA      | $301947.46    | 0.02%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/43 FIXED 3                                             | GINNIE MAE II POOL G2 06/43 FIXED 3                            | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1042888 | PA      | $960402.67    | 0.06%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2025 2A A 144A             | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3079000 | PA      | $3130487.04   | 0.18%             | 2030-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/37 FIXED 2.5                                           | GINNIE MAE II POOL G2 12/37 FIXED 2.5                          | CUSIP: 3622ACGT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1114451 | PA      | $1074326.34   | 0.06%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/38 FIXED 2.5                                           | GINNIE MAE II POOL G2 06/38 FIXED 2.5                          | CUSIP: 3622ACMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2084334 | PA      | $2009288.63   | 0.12%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4               | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1786000 | PA      | $1620317.60   | 0.10%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2025 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2025 1 A 144A             | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1568000 | PA      | $1612217.13   | 0.09%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/36 5.125                            | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    984000 | PA      | $998498.08    | 0.06%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    523000 | PA      | $419720.62    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/53 3.5                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    811000 | PA      | $553238.30    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 4 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 4 A3                 | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    879000 | PA      | $883079.53    | 0.05%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/36 2.625     | CUSIP: 36321PAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    817000 | PA      | $726571.44    | 0.04%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/46 5.85                             | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    876000 | PA      | $884208.65    | 0.05%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 05/46 4.45                             | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216961.35    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $1986770.24   | 0.12%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 11/35 4.7                            | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1675783.13   | 0.10%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 11/55 5.45                           | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    367000 | PA      | $364792.83    | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/29 3.7                            | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1726669.59   | 0.10%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/31 4.1                            | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1860165.79   | 0.11%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/33 4.4                            | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1729108.84   | 0.10%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/36 4.8                            | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1991177.14   | 0.12%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/56 5.65                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1471444.83   | 0.09%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                               | ALTRIA GROUP INC COMPANY GUAR 09/46 3.875                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    450000 | PA      | $346395.23    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 11/28 3.9                          | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1117053.94   | 0.07%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/55 3.55                             | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    810000 | PA      | $548386.69    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/59 3.65                             | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    512000 | PA      | $344620.96    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 12/57 3.8                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    713000 | PA      | $500209.19    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 11/35 4.9                              | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    959000 | PA      | $960882.17    | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 11/45 5.55                             | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    767000 | PA      | $754917.76    | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/31 4.4                              | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1606695.15   | 0.09%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/39 4.05                             | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    578000 | PA      | $523196.76    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/49 4.25                             | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1688638.08   | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/27 4.8                              | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1392892.91   | 0.08%             | 2027-03-15      | 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        |    796000 | PA      | $826384.67    | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/30 4.875                            | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    575000 | PA      | $594571.81    | 0.03%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/35 5.2                              | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    664000 | PA      | $692792.33    | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/31 4.125                            | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2170876.76   | 0.13%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/33 4.4                              | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1948137.56   | 0.11%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/36 4.75                             | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1462622.00   | 0.09%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/56 5.55                             | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268646.38    | 0.02%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/34 2.16      | CUSIP: 36321PAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    903353 | PA      | $824008.19    | 0.05%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: —       |
| General Electric Company                                                        | GENERAL ELECTRIC CO SR UNSECURED 01/36 4.9                     | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1557103.07   | 0.09%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/33 2.6                                | CUSIP: 008513AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $202417.39    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 10/32 4.8                                | CUSIP: 008513AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $521451.95    | 0.03%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/35 5.6                                | CUSIP: 008513AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    833000 | PA      | $879085.75    | 0.05%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/54 5.8                        | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    274000 | PA      | $257349.97    | 0.02%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/35 5.25                       | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1949000 | PA      | $1942981.31   | 0.11%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                                       | ALCON FINANCE CORP COMPANY GUAR 144A 12/32 5.375               | CUSIP: 01400EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1764179.71   | 0.10%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6                                               | FREDDIE MAC POOL FR 10/54 FIXED 6                              | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1071307 | PA      | $1124425.44   | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RLI Corp.                                                                       | RLI CORP SR UNSECURED 06/36 5.375                              | CUSIP: 749607AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    856000 | PA      | $854589.09    | 0.05%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                         | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5400000 | PA      | $5418351.36   | 0.32%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                   | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37600000 | PA      | $37770373.12  | 2.22%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/33 4                         | CUSIP: 91282CPY1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15185000 | PA      | $15445992.19  | 0.91%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                   | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1422531.32   | 0.08%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 MORTGAGE TRUST BMO 2025 C12 A5                                     | BMO 2025-C12 MORTGAGE TRUST BMO 2025 C12 A5                    | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232000 | PA      | $253256.14    | 0.01%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc.                                             | BAIN CAPITAL SPECIALTY FINANCE SR UNSECURED 03/31 5.95         | CUSIP: 05684BAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    984000 | PA      | $958966.49    | 0.06%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/31 2.25          | CUSIP: 059165EN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $664920.43    | 0.04%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 11/30 4.1                          | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1119163.51   | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 03/33 4.35                         | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1400663.91   | 0.08%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 11/35 4.65                         | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1917909.87   | 0.11%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 11/55 5.45                         | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    239000 | PA      | $235438.23    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44 BANK 2022 BNK44 A5                                              | BANK 2022-BNK44 BANK 2022 BNK44 A5                             | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687000 | PA      | $741271.35    | 0.04%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                           | CHILE ELECTRICITY LUX MPC II S GOVT GUARANT 144A 10/35 5.58    | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    757566 | PA      | $782481.97    | 0.05%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                           | CHILE ELECTRICITY LUX MPC II S GOVT GUARANT 144A 10/35 5.672   | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1154366 | PA      | $1198314.67   | 0.07%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 04/31 4.35                          | CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 04/31 4.35         | CUSIP: 168863EF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1372000 | PA      | $1374332.40   | 0.08%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                              | CISCO SYSTEMS INC SR UNSECURED 02/55 5.5                       | CUSIP: 17275RCA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $280455.81    | 0.02%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/37 FIXED VAR                             | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073545 | PA      | $1026169.91   | 0.06%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/55 FIXED 6                               | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9552961 | PA      | $9859451.81   | 0.58%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/55 FIXED 5.5                             | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7923838 | PA      | $8110312.18   | 0.48%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/55 FIXED 6                               | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3084009 | PA      | $3184882.13   | 0.19%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/35 5.2                 | CUSIP: 82622RAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1573000 | PA      | $1648650.10   | 0.10%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A4 144A                               | USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A4 144A              | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $413060.31    | 0.02%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 12/54 5.6                      | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    429000 | PA      | $434460.52    | 0.03%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc.                                                   | UNITED AIRLINES HOLDINGS INC COMPANY GUAR 03/31 5.375          | CUSIP: 910047AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996000 | PA      | $1015481.33   | 0.06%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 11/65 5.55                         | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    805000 | PA      | $788102.10    | 0.05%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 02/32 VAR                     | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1492483.75   | 0.09%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 09/51 FIXED 2.5                            | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2707879 | PA      | $2389765.62   | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                            | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646261 | PA      | $570339.83    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/50 FIXED 2.5                            | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1084579 | PA      | $960216.08    | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 38 FC                                                | FANNIE MAE REMICS FNR 2023 38 FC                               | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1297098 | PA      | $1296510.11   | 0.08%             | 2040-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 38 FD                                                | FANNIE MAE REMICS FNR 2023 38 FD                               | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396558 | PA      | $387827.71    | 0.02%             | 2039-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2024 64 KY                                                | FANNIE MAE REMICS FNR 2024 64 KY                               | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681000 | PA      | $606392.70    | 0.04%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 98 PK                                                | FANNIE MAE REMICS FNR 2025 98 PK                               | CUSIP: 3136BX2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9199404 | PA      | $9272337.69   | 0.55%             | 2054-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 95 FC                                                | FANNIE MAE REMICS FNR 2025 95 FC                               | CUSIP: 3136BXN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2531137 | PA      | $2534372.22   | 0.15%             | 2052-09-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED VAR                             | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271942 | PA      | $1170070.33   | 0.07%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3693 FC                                                  | FREDDIE MAC REMICS FHR 3693 FC                                 | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396758 | PA      | $395630.28    | 0.02%             | 2040-07-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3919 FA                                                  | FREDDIE MAC REMICS FHR 3919 FA                                 | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379105 | PA      | $377926.63    | 0.02%             | 2041-09-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3958 AF                                                  | FREDDIE MAC REMICS FHR 3958 AF                                 | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349413 | PA      | $347684.49    | 0.02%             | 2041-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3975 FA                                                  | FREDDIE MAC REMICS FHR 3975 FA                                 | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321906 | PA      | $320815.82    | 0.02%             | 2041-12-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3990 FG                                                  | FREDDIE MAC REMICS FHR 3990 FG                                 | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398922 | PA      | $396899.83    | 0.02%             | 2042-01-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4059 FP                                                  | FREDDIE MAC REMICS FHR 4059 FP                                 | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481022 | PA      | $478025.56    | 0.03%             | 2042-06-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 BX                                                  | FREDDIE MAC REMICS FHR 4091 BX                                 | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786855 | PA      | $758361.62    | 0.04%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 EX                                                  | FREDDIE MAC REMICS FHR 4091 EX                                 | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511158 | PA      | $491887.23    | 0.03%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 FN                                                  | FREDDIE MAC REMICS FHR 4091 FN                                 | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467527 | PA      | $463220.25    | 0.03%             | 2042-08-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 MX                                                  | FREDDIE MAC REMICS FHR 4091 MX                                 | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583838 | PA      | $559120.99    | 0.03%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4117 HB                                                  | FREDDIE MAC REMICS FHR 4117 HB                                 | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537847 | PA      | $494938.52    | 0.03%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 158 PK                 | CUSIP: 38382BFS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    775558 | PA      | $652849.56    | 0.04%             | 2049-12-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 158 PL                 | CUSIP: 38382BFT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1442745 | PA      | $1194261.24   | 0.07%             | 2049-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/52 4.3                | CUSIP: 02666TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $334058.01    | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK SR UNSECURED 01/29 VAR                             | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $2033814.15   | 0.12%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 05/47 VAR                       | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1357000 | PA      | $1357765.19   | 0.08%             | 2047-05-06      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8                   | CUSIP: 90353TAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1409073.11   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4160 HP                                                  | FREDDIE MAC REMICS FHR 4160 HP                                 | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439560 | PA      | $426081.95    | 0.03%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4184 FN                                                  | FREDDIE MAC REMICS FHR 4184 FN                                 | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274671 | PA      | $271594.68    | 0.02%             | 2043-03-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 AP                  | CUSIP: 38382CJ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    565614 | PA      | $502416.69    | 0.03%             | 2050-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 PD                  | CUSIP: 38382CL82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    597587 | PA      | $524464.04    | 0.03%             | 2050-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                | EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 02/35 5.98         | CUSIP: 29082HAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    884000 | PA      | $949195.00    | 0.06%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                | EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 01/38 5.4          | CUSIP: 29082HAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    842000 | PA      | $842842.00    | 0.05%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/47 5.3                      | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    557000 | PA      | $509018.73    | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4240 FA                                                  | FREDDIE MAC REMICS FHR 4240 FA                                 | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1331818 | PA      | $1323598.55   | 0.08%             | 2043-08-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4281 FA                                                  | FREDDIE MAC REMICS FHR 4281 FA                                 | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212459 | PA      | $211306.81    | 0.01%             | 2043-12-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4290 LF                                                  | FREDDIE MAC REMICS FHR 4290 LF                                 | CUSIP: 3137B7EN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    425734 | PA      | $423922.10    | 0.02%             | 2035-07-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                    | NOVARTIS CAPITAL CORP COMPANY GUAR 11/30 4.1                   | CUSIP: 66989HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $573757.37    | 0.03%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| The Ohio State University                                                       | OHIO STATE UNIVERSITY/THE OHSHGR 06/11 FIXED OID 4.8           | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    433000 | PA      | $375691.54    | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 144A 04/35 5.35      | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    391000 | PA      | $407184.28    | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SECURED 144A 04/55 5.8          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    781000 | PA      | $802489.89    | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                   | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025 A3 A                  | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1358448.17   | 0.08%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/36 4.125                     | CUSIP: 91282CPZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13403000 | PA      | $13581008.59  | 0.80%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                             | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019231 | PA      | $935980.71    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED VAR                             | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415506 | PA      | $413414.64    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2455918 | PA      | $2274507.34   | 0.13%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1072909 | PA      | $1005202.99   | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 GV                  | CUSIP: 38382DLG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    521743 | PA      | $467173.25    | 0.03%             | 2049-10-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 31 E                   | CUSIP: 38382DUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1376990 | PA      | $1219524.82   | 0.07%             | 2049-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 63 UD                  | CUSIP: 38382FFR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    636663 | PA      | $536959.03    | 0.03%             | 2050-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 95 A                   | CUSIP: 38382G2B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2089958 | PA      | $1747515.03   | 0.10%             | 2050-07-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A            | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549132 | PA      | $498525.01    | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 11/51 2.95         | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    728000 | PA      | $463873.63    | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030419 | PA      | $965048.24    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A           | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188571 | PA      | $186837.61    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A           | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    916260 | PA      | $897509.88    | 0.05%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A            | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64676 | PA      | $61317.27     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A            | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    717419 | PA      | $679443.38    | 0.04%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 112 AB                 | CUSIP: 38382HKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1212509 | PA      | $1000746.35   | 0.06%             | 2050-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 112 MB                 | CUSIP: 38382HKJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1321340 | PA      | $1095270.00   | 0.06%             | 2050-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 03/36 4.95         | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1652298.58   | 0.10%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                      | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2024 1 A3                  | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873000 | PA      | $883660.81    | 0.05%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 06/30 5.15                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    268000 | PA      | $278915.57    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                     | MERCEDES-BENZ AUTO RECEIVABLES MBART 2025 1 A3                 | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1335000 | PA      | $1353075.10   | 0.08%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 01/29 4.3     | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    855000 | PA      | $860071.07    | 0.05%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 04/28 5.2     | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    560000 | PA      | $572692.94    | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Company                                                      | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7                   | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    630000 | PA      | $397830.43    | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Company                                                      | MIDAMERICAN ENERGY CO 1ST MORTGAGE 11/56 5.5                   | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    619000 | PA      | $616967.01    | 0.04%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    370000 | PA      | $324545.00    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1                    | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    872000 | PA      | $591236.06    | 0.03%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                           | HOWMET AEROSPACE INC SR UNSECURED 10/31 4.85                   | CUSIP: 443201AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    739000 | PA      | $767150.35    | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                           | HOWMET AEROSPACE INC SR UNSECURED 04/36 4.75                   | CUSIP: 443201AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $733283.31    | 0.04%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 5.15           | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    816000 | PA      | $843748.27    | 0.05%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/30 4.5            | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    719000 | PA      | $725908.48    | 0.04%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2022-A                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A4                  | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52670 | PA      | $52629.07     | 0.00%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A4                  | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1261000 | PA      | $1263654.66   | 0.07%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2026 A A4                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2026 A A4                  | CUSIP: 448981AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1466000 | PA      | $1473434.38   | 0.09%             | 2032-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3                  | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333134 | PA      | $335231.56    | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A3 144A                             | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A3 144A            | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2318000 | PA      | $2338253.29   | 0.14%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC COMPANY GUAR 144A 07/35 5.625      | CUSIP: 45262BAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1203000 | PA      | $1245992.90   | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 04/31 4.3          | CUSIP: 455780EC6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1590000 | PA      | $1588271.96   | 0.09%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 04/36 4.9          | CUSIP: 455780ED4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1575000 | PA      | $1561988.58   | 0.09%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                              | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 09/36 VAR          | CUSIP: 606822DQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    562000 | PA      | $575646.48    | 0.03%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                              | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 01/32 VAR          | CUSIP: 606822DS0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1473000 | PA      | $1487216.41   | 0.09%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 11/49 3.25                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    274000 | PA      | $179386.25    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/41 2.8                              | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    469000 | PA      | $333971.96    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/43 5.625                            | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    313000 | PA      | $306729.40    | 0.02%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/63 5.9                              | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    410000 | PA      | $394493.62    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                              | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 01/37 VAR          | CUSIP: 606822DT8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1572000 | PA      | $1590386.27   | 0.09%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3                                  | MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3                 | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656686 | PA      | $602498.97    | 0.04%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 07/31 VAR          | CUSIP: 61776NVG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5259501.89   | 0.31%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 11/28 VAR          | CUSIP: 61776NZU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2826476.93   | 0.17%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 11/31 VAR          | CUSIP: 61776NZW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6479000 | PA      | $6518877.27   | 0.38%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2025 C A 144A                              | NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2025 C A 144A             | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340681 | PA      | $1358421.36   | 0.08%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                              | PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 08/51 3.15          | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    492000 | PA      | $329724.23    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 05/50 2.7          | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $217537.25    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/55 5.625                    | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    473000 | PA      | $462984.34    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/50 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/50 FLOATING VAR                | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    888130 | PA      | $893667.40    | 0.05%             | 2050-02-01      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 05/53 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 05/53 FLOATING VAR                | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2645091 | PA      | $2662583.27   | 0.16%             | 2053-05-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 10/54 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 10/54 FLOATING VAR                | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1153208 | PA      | $1176811.69   | 0.07%             | 2054-10-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/55 FIXED 5.5                                           | GINNIE MAE II POOL G2 08/55 FIXED 5.5                          | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4070348 | PA      | $4127402.86   | 0.24%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/47 FIXED 3                                              | GINNIE MAE I POOL GN 11/47 FIXED 3                             | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2877904 | PA      | $2684720.59   | 0.16%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/50 FIXED 3                                             | GINNIE MAE II POOL G2 10/50 FIXED 3                            | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2294892 | PA      | $2104624.23   | 0.12%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/50 2.05         | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    203000 | PA      | $111496.33    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/55 5.8                 | CUSIP: 82622RAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    798000 | PA      | $843114.97    | 0.05%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 01/53 FIXED 6                                             | GINNIE MAE II POOL G2 01/53 FIXED 6                            | CUSIP: 3622ACCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4763604 | PA      | $4950739.35   | 0.29%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 04/32 4.15         | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $910031.91    | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 01/33 4.95         | CUSIP: 46188BAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    466000 | PA      | $469259.19    | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 07/50 3.875        | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    898000 | PA      | $669492.58    | 0.04%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1646333 | PA      | $1660569.75   | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A                             | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A            | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723310 | PA      | $651945.80    | 0.04%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 03/48 4.125         | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     83000 | PA      | $64961.51     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | SOUTHWEST AIRLINES CO SR UNSECURED 11/35 5.25                  | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1646423.92   | 0.10%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR             | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2287000 | PA      | $2289612.87   | 0.13%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC STANDARD CHARTERED PLC                  | CUSIP: 85325C2P6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1226000 | PA      | $1222474.89   | 0.07%             | 2047-03-05      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A                            | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A           | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165376 | PA      | $158985.24    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A              | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722442 | PA      | $656015.01    | 0.04%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/56 6                                | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1262804.81   | 0.07%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 03/31 4                       | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1316956.78   | 0.08%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 03/36 4.65                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    974000 | PA      | $974293.53    | 0.06%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 55 FH                                                | FANNIE MAE REMICS FNR 2011 55 FH                               | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264733 | PA      | $263552.56    | 0.02%             | 2041-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2010 107 FB                                               | FANNIE MAE REMICS FNR 2010 107 FB                              | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357361 | PA      | $355518.33    | 0.02%             | 2040-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/55 FLOATING VAR                          | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1192311 | PA      | $1230221.24   | 0.07%             | 2055-08-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN DD8211                                      | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332630 | PA      | $1355984.87   | 0.08%             | 2055-05-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3                               | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096522 | PA      | $1015525.10   | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 3                               | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5410823 | PA      | $4970661.01   | 0.29%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                             | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282677 | PA      | $249556.96    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED VAR                             | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733428 | PA      | $1623647.42   | 0.10%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SUBORDINATED 01/41 VAR          | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    534000 | PA      | $539852.75    | 0.03%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                        | STATE STREET CORP SR UNSECURED 02/30 4.729                     | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2280872.93   | 0.13%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                        | STATE STREET CORP SR UNSECURED 10/36 VAR                       | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    552000 | PA      | $551624.99    | 0.03%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 CA A3 144A                            | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 CA A3 144A           | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1694000 | PA      | $1705825.31   | 0.10%             | 2029-04-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITAL LLC SR UNSECURED 11/30 2.75                      | CUSIP: 862121AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $607059.82    | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITAL LLC SR UNSECURED 12/31 2.7                       | CUSIP: 862121AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $292535.38    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 01/31 4.15                  | CUSIP: 90353TAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1431372.56   | 0.08%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/35 4.8                   | CUSIP: 90353TAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    958000 | PA      | $953622.84    | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A                               | USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A              | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354000 | PA      | $1367493.29   | 0.08%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/50 2.65                              | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    766000 | PA      | $488047.82    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/41 2.375                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    397000 | PA      | $291386.83    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/32 VAR                              | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $2116185.37   | 0.12%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/37 VAR                              | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1661680.35   | 0.10%             | 2037-01-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/29 VAR          | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2280819.41   | 0.13%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                        | PPL CAPITAL FUNDING INC COMPANY GUAR 09/34 5.25                | CUSIP: 69352PAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    506000 | PA      | $522819.65    | 0.03%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/48 3                         | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6958000 | PA      | $5372065.22   | 0.32%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/52 3.95                              | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $841065.87    | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                     | ARES MANAGEMENT CORP COMPANY GUAR 10/54 5.6                    | CUSIP: 03990BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    831000 | PA      | $755232.06    | 0.04%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                  | ARIZONA PUBLIC SERVICE CO SR UNSECURED 08/55 5.9               | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    948000 | PA      | $975480.48    | 0.06%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/31 4                   | CUSIP: 04636NAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1141647.57   | 0.07%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/33 4.3                 | CUSIP: 04636NAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $729895.68    | 0.04%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/36 4.6                 | CUSIP: 04636NAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    971000 | PA      | $971986.49    | 0.06%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A A3 144A                           | AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A A3 144A          | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183000 | PA      | $1193222.78   | 0.07%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB                                  | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB                 | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183899 | PA      | $184043.37    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C37 BBCMS 2025 5C37 A3                               | BBCMS MORTGAGE TRUST 2025-5C37 BBCMS 2025 5C37 A3              | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $274736.21    | 0.02%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19 BANK5 2025 5YR19 A3                                            | BANK5 2025-5YR19 BANK5 2025 5YR19 A3                           | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871000 | PA      | $911571.88    | 0.05%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022 C17 A5                                 | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022 C17 A5                | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538000 | PA      | $539880.74    | 0.03%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/53 7.081                      | CUSIP: 054989AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $346224.29    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/47 4.54                       | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1156000 | PA      | $975711.49    | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/55 6.25                       | CUSIP: 05526DCD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    819000 | PA      | $854842.00    | 0.05%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2021-C12 BBCMS 2021 C12 A5                                 | BBCMS MORTGAGE TRUST 2021-C12 BBCMS 2021 C12 A5                | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423000 | PA      | $384611.73    | 0.02%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3                               | BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3              | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1084000 | PA      | $1126475.46   | 0.07%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3                               | BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3              | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1619000 | PA      | $1692904.44   | 0.10%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST BMO 2025 C11 A5                                     | BMO 2025-C11 MORTGAGE TRUST BMO 2025 C11 A5                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $440706.18    | 0.03%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VOLT BX 2025 VOLT A 144A                                          | BX TRUST 2025-VOLT BX 2025 VOLT A 144A                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1862000 | PA      | $1863745.63   | 0.11%             | 2044-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL SR UNSECURED 01/32 VAR                        | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1565000 | PA      | $1575118.04   | 0.09%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5                | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    734000 | PA      | $438914.39    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | FLORIDA POWER CO 1ST MORTGAGE 12/31 2.4                        | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    725000 | PA      | $663334.90    | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | FLORIDA POWER CO 1ST MORTGAGE 12/30 4.2                        | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    377000 | PA      | $379684.47    | 0.02%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | FLORIDA POWER CO 1ST MORTGAGE 12/35 4.85                       | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    769000 | PA      | $774875.41    | 0.05%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 01/31 4.4                       | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1630886.93   | 0.10%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deere and Company                                                               | DEERE and CO SR UNSECURED 01/55 5.7                            | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1223477.12   | 0.07%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/27 4.15                | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1095488.52   | 0.06%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                            | EAGLE MATERIALS INC COMPANY GUAR 03/36 5                       | CUSIP: 26969PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    809000 | PA      | $801247.81    | 0.05%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                        | EASTMAN CHEMICAL CO SR UNSECURED 02/31 4.5                     | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1429892.45   | 0.08%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 37 FH                                                | FANNIE MAE REMICS FNR 2023 37 FH                               | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1752875 | PA      | $1734329.45   | 0.10%             | 2050-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED 2.5                             | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1584426 | PA      | $1401262.96   | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/26 5.15                | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1022336.94   | 0.06%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 06/29 4.85                | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185833.15    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED VAR                             | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569437 | PA      | $579148.31    | 0.03%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/46 FIXED VAR                             | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1267817 | PA      | $1260474.07   | 0.07%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/45 FIXED VAR                             | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129734 | PA      | $129016.18    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/45 FIXED VAR                             | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874139 | PA      | $887595.97    | 0.05%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/45 FIXED VAR                             | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585236 | PA      | $548386.49    | 0.03%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/42 FIXED 3                               | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686153 | PA      | $644793.73    | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED 3                               | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896019 | PA      | $841523.78    | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED 3                               | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761884 | PA      | $713900.59    | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/45 FIXED 3                               | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4856571 | PA      | $4517278.85   | 0.27%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/46 FIXED 4.5                             | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21665 | PA      | $21910.56     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 2                               | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5968093 | PA      | $5369475.21   | 0.32%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/51 FIXED 2.5                             | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1570171 | PA      | $1384730.64   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 8 CY                   | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    732052 | PA      | $742604.63    | 0.04%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 Q                   | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    747292 | PA      | $757944.72    | 0.04%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/32 VAR                            | CUSIP: 06738EDJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1957000 | PA      | $1961331.68   | 0.12%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/27 4.5                 | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1380942.31   | 0.08%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED 2.5                             | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1958083 | PA      | $1803996.52   | 0.11%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/54 FIXED 6.5                            | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591844 | PA      | $631414.22    | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 BD                  | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    746759 | PA      | $757648.60    | 0.04%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 NT                  | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    843124 | PA      | $846670.57    | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 CW                  | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1057858 | PA      | $1073386.42   | 0.06%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 89 LK                  | CUSIP: 38382QB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1778760 | PA      | $1503158.70   | 0.09%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 06/40 2.35                       | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    463000 | PA      | $339620.66    | 0.02%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/29 VAR                          | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1113667.08   | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association                                                   | PNC BANK NA SR UNSECURED 07/28 VAR                             | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2312000 | PA      | $2328018.72   | 0.14%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    728285 | NS      | $7285035.61   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/28 4.65                | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    966000 | PA      | $983934.12    | 0.06%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/28 4.95                    | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2255886.57   | 0.13%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 10/29 VAR                          | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3039000 | PA      | $3043709.78   | 0.18%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 10/36 VAR                          | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845637.55    | 0.05%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 105 P                  | CUSIP: 38382TXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3157986 | PA      | $2645665.13   | 0.16%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 107 DB                 | CUSIP: 38382UDH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2943267 | PA      | $2469903.14   | 0.15%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 QK                  | CUSIP: 38382VCK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1204287 | PA      | $1022649.49   | 0.06%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 135 A                  | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    727980 | PA      | $616051.05    | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/30 5.25                    | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2573931.26   | 0.15%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc.                                                      | DICK'S SPORTING GOODS INC SR UNSECURED 01/52 4.1               | CUSIP: 253393AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1049000 | PA      | $764453.97    | 0.04%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                         | WALT DISNEY CO/THE COMPANY GUAR 03/29 3.75                     | CUSIP: 254687GC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1320603.52   | 0.08%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                         | WALT DISNEY CO/THE COMPANY GUAR 03/31 4                        | CUSIP: 254687GD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1472043.77   | 0.09%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 01/41 VAR                          | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    582000 | PA      | $579042.63    | 0.03%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/30 VAR                          | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577011.60    | 0.03%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 144A 03/32 2.75  | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    799000 | PA      | $730072.41    | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 01/35 5.1        | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648000 | PA      | $665532.18    | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/32 VAR                          | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2728731.82   | 0.16%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/37 VAR                          | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1763908.84   | 0.10%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 144A 01/31 4.4   | CUSIP: 476556DG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1293407.58   | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 144A 01/29 4.15  | CUSIP: 476556DJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    772000 | PA      | $775213.94    | 0.05%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/51 3.5                        | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    451000 | PA      | $313465.80    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 04/31 2.55              | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    332000 | PA      | $309112.01    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/32 2.85              | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    904000 | PA      | $837264.09    | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/52 3.55              | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    658000 | PA      | $483188.46    | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE GENL REF MOR 04/36 4.85         | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1015128.85   | 0.06%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/41 3.5            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $202430.71    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9            | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1098000 | PA      | $722519.29    | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 01/53 5.35              | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    638000 | PA      | $619317.55    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 10/46 3.7                | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129379.30    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 02/33 4.5                      | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    718000 | PA      | $719473.49    | 0.04%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 09/29 2.95                     | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1243525.95   | 0.07%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 02/30 VAR          | CUSIP: 61776NU43<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3340813.53   | 0.20%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A                           | NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A          | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241577 | PA      | $240701.93    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Capital Unlimited Company                                                 | EATON CAPITAL ULC COMPANY GUAR 05/30 4.45                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    799000 | PA      | $812285.66    | 0.05%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/65 5.75                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    473000 | PA      | $460792.88    | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A            | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1689048 | PA      | $1542654.03   | 0.09%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A            | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935120 | PA      | $848807.25    | 0.05%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-C                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 CA A 144A            | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62803 | PA      | $58130.38     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 GA A 144A            | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276011 | PA      | $253948.56    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/42 3.5            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1374000 | PA      | $970263.55    | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/31 2.7          | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1386516.11   | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Navient Private Education Refi Loan Trust 2021-B                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 BA A 144A            | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228688 | PA      | $209718.23    | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A                              | NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A             | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2446803 | PA      | $2269587.29   | 0.13%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/30 VAR             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    857000 | PA      | $879184.29    | 0.05%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/35 VAR             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1759963.06   | 0.10%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2021-3                                               | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2021 3A A1A 144A          | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010553 | PA      | $909482.26    | 0.05%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A                              | NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3190000 | PA      | $3196826.28   | 0.19%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4620 LF                                                  | FREDDIE MAC REMICS FHR 4620 LF                                 | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    692863 | PA      | $689401.79    | 0.04%             | 2046-10-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5058 BC                                                  | FREDDIE MAC REMICS FHR 5058 BC                                 | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615106 | PA      | $622416.28    | 0.04%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/32 4.6                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    649000 | PA      | $659885.59    | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 22 FA                                                | FANNIE MAE REMICS FNR 2016 22 FA                               | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937633 | PA      | $931230.12    | 0.05%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/31 VAR             | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2271383.74   | 0.13%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/31 1.9          | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1116828.31   | 0.07%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 01/34 5.25                     | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1145017.33   | 0.07%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 07/32 5                        | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    812000 | PA      | $836959.85    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/35 5.15                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    838000 | PA      | $858198.63    | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/40 1.375                     | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11872000 | PA      | $7971398.72   | 0.47%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/41 1.75                      | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  28396000 | PA      | $19823957.50  | 1.17%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/41 2                         | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  41992000 | PA      | $30299852.50  | 1.78%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/42 2.375                     | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  18837000 | PA      | $14322006.56  | 0.84%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5                                   | NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5                  | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332927 | PA      | $332256.33    | 0.02%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-1                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 1 A5                  | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1061347 | PA      | $1054022.94   | 0.06%             | 2033-10-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4709 FA                                                  | FREDDIE MAC REMICS FHR 4709 FA                                 | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    512550 | PA      | $507769.63    | 0.03%             | 2047-08-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4719 LA                                                  | FREDDIE MAC REMICS FHR 4719 LA                                 | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    728922 | PA      | $697946.74    | 0.04%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 12/47 3.95            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1282862.96   | 0.08%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/50 3.5             | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    276000 | PA      | $190588.76    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 22 FG                                                | FANNIE MAE REMICS FNR 2016 22 FG                               | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818993 | PA      | $813281.91    | 0.05%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 11 CF                                                | FANNIE MAE REMICS FNR 2016 11 CF                               | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356901 | PA      | $354030.35    | 0.02%             | 2046-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2494233.30   | 0.15%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO SR SECURED 06/41 4.2               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    423000 | PA      | $356798.06    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4719 LM                                                  | FREDDIE MAC REMICS FHR 4719 LM                                 | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527277 | PA      | $489176.55    | 0.03%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4742 PA                                                  | FREDDIE MAC REMICS FHR 4742 PA                                 | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857011 | PA      | $803294.63    | 0.05%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/55 4.75                      | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15259000 | PA      | $15537953.59  | 0.91%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/55 4.625                     | CUSIP: 912810UP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27435000 | PA      | $27387846.09  | 1.61%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 75 FE                                                | FANNIE MAE REMICS FNR 2016 75 FE                               | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570198 | PA      | $567412.06    | 0.03%             | 2046-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 86 FE                                                | FANNIE MAE REMICS FNR 2016 86 FE                               | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1462634 | PA      | $1452571.55   | 0.09%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/45 4.625                     | CUSIP: 912810UQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13577000 | PA      | $13666099.06  | 0.80%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/46 4.625                     | CUSIP: 912810UT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11983000 | PA      | $12067255.47  | 0.71%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 69 BF                                                | FANNIE MAE REMICS FNR 2016 69 BF                               | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748935 | PA      | $745158.18    | 0.04%             | 2046-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 57 PC                                                | FANNIE MAE REMICS FNR 2016 57 PC                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4395270 | PA      | $3844089.72   | 0.23%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/28 3.5                       | CUSIP: 91282CGH8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15578000 | PA      | $15607817.23  | 0.92%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/30 3.625                     | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13638000 | PA      | $13717910.22  | 0.81%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 48 MA                                                | FANNIE MAE REMICS FNR 2016 48 MA                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828500 | PA      | $1736172.54   | 0.10%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 64 PE                                                | FANNIE MAE REMICS FNR 2016 64 PE                               | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595000 | PA      | $478209.47    | 0.03%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4753 BD                                                  | FREDDIE MAC REMICS FHR 4753 BD                                 | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617071 | PA      | $567951.63    | 0.03%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4826 KF                                                  | FREDDIE MAC REMICS FHR 4826 KF                                 | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449930 | PA      | $442431.79    | 0.03%             | 2048-09-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 64 BC                                                | FANNIE MAE REMICS FNR 2016 64 BC                               | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832151 | PA      | $790446.00    | 0.05%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 82 FH                                                | FANNIE MAE REMICS FNR 2016 82 FH                               | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1165957 | PA      | $1158330.15   | 0.07%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4854 FB                                                  | FREDDIE MAC REMICS FHR 4854 FB                                 | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1299711 | PA      | $1287879.58   | 0.08%             | 2049-01-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4857 JA                                                  | FREDDIE MAC REMICS FHR 4857 JA                                 | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2060478 | PA      | $2016571.15   | 0.12%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 82 FE                                                | FANNIE MAE REMICS FNR 2016 82 FE                               | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245418 | PA      | $1239781.84   | 0.07%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 78 FA                                                | FANNIE MAE REMICS FNR 2016 78 FA                               | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356254 | PA      | $353869.17    | 0.02%             | 2044-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/30 3.75                      | CUSIP: 91282CHJ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22741000 | PA      | $22978181.58  | 1.35%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/30 4                         | CUSIP: 91282CHR5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10014000 | PA      | $10220538.75  | 0.60%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/30 4.125                     | CUSIP: 91282CHW4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11132000 | PA      | $11416822.68  | 0.67%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/30 3.875                     | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24283000 | PA      | $24654833.44  | 1.45%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4880 DA                                                  | FREDDIE MAC REMICS FHR 4880 DA                                 | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1342907 | PA      | $1270039.00   | 0.07%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4903 NF                                                  | FREDDIE MAC REMICS FHR 4903 NF                                 | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437566 | PA      | $432761.12    | 0.03%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 79 FH                                                | FANNIE MAE REMICS FNR 2016 79 FH                               | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571722 | PA      | $568985.33    | 0.03%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 84 FB                                                | FANNIE MAE REMICS FNR 2016 84 FB                               | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557944 | PA      | $554166.28    | 0.03%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 91 AF                                                | FANNIE MAE REMICS FNR 2016 91 AF                               | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502885 | PA      | $500730.45    | 0.03%             | 2046-12-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 23 FA                                                | FANNIE MAE REMICS FNR 2017 23 FA                               | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643018 | PA      | $639067.17    | 0.04%             | 2047-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4927 BG                                                  | FREDDIE MAC REMICS FHR 4927 BG                                 | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    972138 | PA      | $918079.04    | 0.05%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4937 MD                                                  | FREDDIE MAC REMICS FHR 4937 MD                                 | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    961241 | PA      | $873244.66    | 0.05%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4604 FB                                                  | FREDDIE MAC REMICS FHR 4604 FB                                 | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1287677 | PA      | $1279059.30   | 0.08%             | 2046-08-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1451593 | PA      | $1280157.45   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4940 AG                                                  | FREDDIE MAC REMICS FHR 4940 AG                                 | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578026 | PA      | $559395.08    | 0.03%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4944 AC                                                  | FREDDIE MAC REMICS FHR 4944 AC                                 | CUSIP: 3137FQQQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1507960 | PA      | $1382066.68   | 0.08%             | 2044-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED VAR                             | CUSIP: 3140XQAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887629 | PA      | $832830.57    | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                             | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569146 | PA      | $529061.70    | 0.03%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4941 GA                                                  | FREDDIE MAC REMICS FHR 4941 GA                                 | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561136 | PA      | $483682.99    | 0.03%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4951 EA                                                  | FREDDIE MAC REMICS FHR 4951 EA                                 | CUSIP: 3137FQYV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561437 | PA      | $512089.80    | 0.03%             | 2044-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/48 FIXED 3.5                                           | GINNIE MAE II POOL G2 04/48 FIXED 3.5                          | CUSIP: 3622ACGA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654023 | PA      | $621972.32    | 0.04%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                 | GE VERNOVA INC SR UNSECURED 02/56 5.5                          | CUSIP: 36828AAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1089348.27   | 0.06%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/28 3.5                       | CUSIP: 91282CPK1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10593000 | PA      | $10623206.58  | 0.62%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/30 3.5                       | CUSIP: 91282CPN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     71000 | PA      | $70961.17     | 0.00%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                        | GENERAL ELECTRIC CO SR UNSECURED 07/30 4.3                     | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1696479.50   | 0.10%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 09/36 4                       | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    557000 | PA      | $525541.26    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/30 3.625                     | CUSIP: 91282CPR6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20307000 | PA      | $20400602.68  | 1.20%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/31 3.75                      | CUSIP: 91282CPW5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16633000 | PA      | $16801928.91  | 0.99%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 160 NE                 | CUSIP: 38383AZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1599757 | PA      | $1393025.68   | 0.08%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 215 GA                 | CUSIP: 38383D2L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1812539 | PA      | $1621404.72   | 0.10%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4954 LB                                                  | FREDDIE MAC REMICS FHR 4954 LB                                 | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432093 | PA      | $389141.98    | 0.02%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 5 BA                   | CUSIP: 38383FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3675451 | PA      | $3266477.81   | 0.19%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 9 GA                   | CUSIP: 38383FR62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    839293 | PA      | $713240.96    | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 24 AH                  | CUSIP: 38383FX73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310344 | PA      | $272824.62    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                             | JOHNSON and JOHNSON SR UNSECURED 03/37 3.625                   | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1519665.02   | 0.09%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY OP LLC COMPANY GUAR 02/36 5.3                     | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    859000 | PA      | $892987.71    | 0.05%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/34 4.7                        | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557610.20    | 0.03%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 08/34 4.6                        | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1001176.44   | 0.06%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 08/54 5.05                       | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127718.59    | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05                 | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    256000 | PA      | $196486.62    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/44 5.5                  | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    667000 | PA      | $664362.44    | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 03/31 4.25                       | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1690901.66   | 0.10%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SR UNSECURED 02/30 VAR                | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2026000 | PA      | $2035376.77   | 0.12%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 10/32 5.05            | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1227037.23   | 0.07%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 07/30 4.3                             | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    770000 | PA      | $785454.37    | 0.05%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/54 5.625                | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1088218.65   | 0.06%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | BOARD OF REGENTS OF THE UNIVER UNIHGR 08/49 FIXED 2.439        | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $384972.66    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 01/29 4.1                             | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1109699.34   | 0.07%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC SR UNSECURED 11/30 4.2                              | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1599176.55   | 0.09%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                                | WISCONSIN ELECTRIC POWER CO SR UNSECURED 10/30 4.15            | CUSIP: 976656CU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1041020.44   | 0.06%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                               | BANK HAPOALIM BM SR UNSECURED 144A REGS 07/29 4                | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   1495000 | PA      | $1496113.73   | 0.09%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                               | BANK HAPOALIM BM SR UNSECURED 144A REGS 01/33 5                | CUSIP: DC8043440<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    488000 | PA      | $493805.69    | 0.03%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC SR UNSECURED 11/35 4.875                            | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2226174.03   | 0.13%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SR UNSECURED 02/47 VAR                | CUSIP: 53944YBJ1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1720000 | PA      | $1737689.49   | 0.10%             | 2047-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/51 3.5                          | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    661000 | PA      | $470657.79    | 0.03%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/52 4.25                         | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $972843.66    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 03/31 4.25                         | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1289306.39   | 0.08%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 10/35 4.85                         | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1196768.75   | 0.07%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                                      | MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                     | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308794 | PA      | $276913.65    | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 04/36 5.3                                 | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    979000 | PA      | $987816.91    | 0.06%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 04/56 6.1                                 | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464583.46    | 0.03%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 03/38 6.3                         | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    834000 | PA      | $935903.85    | 0.06%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/33 4.9                        | CUSIP: 58733RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |    476000 | PA      | $473263.00    | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTERNATIONAL GOVERNMEN SR UNSECURED 144A 10/28 4.016                    | KUWAIT INTERNATIONAL GOVERNMEN SR UNSECURED 144A 10/28 4.016   | CUSIP: 501499AD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KW        |   2635000 | PA      | $2646128.00   | 0.16%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| KUWAIT INTERNATIONAL GOVERNMEN SR UNSECURED 144A 10/30 4.136                    | KUWAIT INTERNATIONAL GOVERNMEN SR UNSECURED 144A 10/30 4.136   | CUSIP: 501499AE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KW        |   4049000 | PA      | $4062355.42   | 0.24%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTERNATIONAL GOVERNMEN SR UNSECURED 144A 10/35 4.652                    | KUWAIT INTERNATIONAL GOVERNMEN SR UNSECURED 144A 10/35 4.652   | CUSIP: 501499AF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KW        |   1491000 | PA      | $1500824.45   | 0.09%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A           | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442758 | PA      | $430332.51    | 0.03%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/54 5.7                               | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1124092.36   | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/64 5.85                              | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    223000 | PA      | $211594.72    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 10/35 5.4                               | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290978.44    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 10/55 6.25                              | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    715000 | PA      | $724580.11    | 0.04%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 07/46 4                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    947000 | PA      | $660629.90    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/50 3.6                             | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1003971.16   | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                            | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    589000 | PA      | $489810.56    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/54 5.375                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    712000 | PA      | $576440.43    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                             | OHIO EDISON CO SR UNSECURED 144A 12/29 4.95                    | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $735710.58    | 0.04%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 10/55 6.1             | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    772000 | PA      | $773593.11    | 0.05%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4                      | PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4     | CUSIP: 699149AH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |   1676000 | PA      | $1577101.22   | 0.09%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 03/28 3.25    | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    709000 | PA      | $698449.14    | 0.04%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 08/55 6                               | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    424000 | PA      | $373505.17    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/32 4.8                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    881000 | PA      | $860847.34    | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/35 5.2                             | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    583000 | PA      | $563383.71    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/45 5.875                           | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1015699.10   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/29 4.55                            | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1388630.30   | 0.08%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/31 4.95                            | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1278376.09   | 0.08%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                     | PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED 144A 02/36 5.45    | CUSIP: 71568PAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    902000 | PA      | $901907.94    | 0.05%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                     | PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED 144A 02/31 4.75    | CUSIP: 71568PAZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |   1466000 | PA      | $1465201.69   | 0.09%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 05/33 5.35                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1285318.33   | 0.08%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/36 5.7                             | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1281717.48   | 0.08%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/56 6.7                             | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    626000 | PA      | $607069.88    | 0.04%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/29 3.5                       | CUSIP: 91282CQA2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8554000 | PA      | $8580731.25   | 0.50%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/31 3.5                       | CUSIP: 91282CQD6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11657000 | PA      | $11647892.97  | 0.68%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/33 4.75          | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    785000 | PA      | $801321.63    | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3           | CUSIP: 716973AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    284000 | PA      | $271923.24    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-3                                              | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                 | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658832 | PA      | $660187.25    | 0.04%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/55 5.25                           | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    786000 | PA      | $764980.36    | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/65 5.3                            | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    786000 | PA      | $745284.09    | 0.04%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 11/32 4.375                          | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    709000 | PA      | $718678.79    | 0.04%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | BROOKFIELD ASSET MANAGEMENT LT SR UNSECURED 09/55 6.077        | CUSIP: 112586AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561000 | PA      | $570376.21    | 0.03%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | BROOKFIELD ASSET MANAGEMENT LT SR UNSECURED 11/30 4.653        | CUSIP: 113004AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1443359.21   | 0.08%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | BROOKFIELD ASSET MANAGEMENT LT SR UNSECURED 01/36 5.298        | CUSIP: 113004AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    952000 | PA      | $947273.38    | 0.06%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc.                                                              | CBRE SERVICES INC COMPANY GUAR 06/35 5.5                       | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    437000 | PA      | $452799.52    | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc.                                                              | CBRE SERVICES INC COMPANY GUAR 01/33 4.9                       | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1422678.68   | 0.08%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 COMMERCIAL MORT CSAIL 2019 C16 ASB                               | CSAIL 2019-C16 COMMERCIAL MORT CSAIL 2019 C16 ASB              | CUSIP: 12596WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524732 | PA      | $518381.58    | 0.03%             | 2052-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1282267.85   | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                                     | CADENCE DESIGN SYSTEMS INC SR UNSECURED 09/27 4.2              | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    476000 | PA      | $478324.86    | 0.03%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Carmax Auto Owner Trust 2025-3                                                  | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025 3 A3                 | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1561000 | PA      | $1575593.95   | 0.09%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/63 5.34          | CUSIP: 716973AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    285000 | PA      | $267460.44    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/28 4.125        | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2433197.96   | 0.14%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/30 4.375        | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2071461.05   | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/35 4.875        | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2168000 | PA      | $2201736.90   | 0.13%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                                   | PORT AUTH OF NEW YORK   NEW JE PORTRN 10/62 FIXED 4.458        | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $888304.49    | 0.05%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 03/33 4.625   | CUSIP: 74350LAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $968087.98    | 0.06%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Protective Life Corporation                                                     | PROTECTIVE LIFE CORP SR UNSECURED 144A 01/31 4.7               | CUSIP: 743674BF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1402483.26   | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Protective Life Corporation                                                     | PROTECTIVE LIFE CORP SR UNSECURED 144A 12/35 5.35              | CUSIP: 743674BG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    858000 | PA      | $870617.28    | 0.05%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 05/54 5.95                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2162529.44   | 0.13%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 07/29 5.25                     | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1443371.02   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                          | COUNTY OF CLARK DEPARTMENT OF CLAAPT 07/45 FIXED 6.82          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    720000 | PA      | $823931.50    | 0.05%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                                | COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232066 | PA      | $234079.75    | 0.01%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 09/54 6.05                     | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $547591.54    | 0.03%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/35 5.7                      | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1403490.30   | 0.08%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65                   | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $396150.89    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS LLC 1ST MORTGAGE 01/33 5.15                   | CUSIP: 29366MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1135658.24   | 0.07%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 24 PG                                                | FANNIE MAE REMICS FNR 2017 24 PG                               | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2259030 | PA      | $2040350.40   | 0.12%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 03/33 4.5                      | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    572000 | PA      | $572198.90    | 0.03%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc.                                                             | ROCHE HOLDINGS INC COMPANY GUAR 144A 12/30 4.075               | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1066281.37   | 0.06%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A             | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381689 | PA      | $368757.54    | 0.02%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A             | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323923 | PA      | $321329.01    | 0.02%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc.                                                             | ROCHE HOLDINGS INC COMPANY GUAR 144A 12/32 4.374               | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1673612.48   | 0.10%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA SR UNSECURED 08/31 VAR                    | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1907000 | PA      | $1948447.02   | 0.11%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A4 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A4 144A           | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1109000 | PA      | $1132668.83   | 0.07%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 3A A3 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 3A A3 144A           | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1646000 | PA      | $1658894.93   | 0.10%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                             | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        | 123093483 | NS      | $123093482.87 | 7.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A           | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1317084 | PA      | $1324192.55   | 0.08%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A           | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347000 | PA      | $352637.19    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A3 144A                              | SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A3 144A             | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296739 | PA      | $297736.17    | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A4 144A                              | SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A4 144A             | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399000 | PA      | $402488.54    | 0.02%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A            | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1774038 | PA      | $1647651.90   | 0.10%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A                            | SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1577000 | PA      | $1563159.62   | 0.09%             | 2042-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3                 | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    594152 | PA      | $596258.65    | 0.04%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A3                 | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488000 | PA      | $1497146.59   | 0.09%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 A3                 | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730000 | PA      | $1740431.73   | 0.10%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP/THE SR UNSECURED 11/31 VAR                 | CUSIP: 808513CK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1424966.93   | 0.08%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A A3 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A A3 144A           | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1771000 | PA      | $1776198.06   | 0.10%             | 2031-07-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc.                                                | SUMITOMO MITSUI TRUST GROUP IN SUBORDINATED 144A 09/36 VAR     | CUSIP: 86566AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1422000 | PA      | $1445682.41   | 0.09%             | 2036-09-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/30 4.85                           | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1218525.59   | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/32 5                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    952000 | PA      | $981574.45    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2024-2 TMUST 2024 2A A 144A                                   | T-MOBILE US TRUST 2024-2 TMUST 2024 2A A 144A                  | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3767000 | PA      | $3785952.53   | 0.22%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/35 5.45          | CUSIP: 059165ET3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $1002255.63   | 0.06%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                            | BANCO BILBAO VIZCAYA ARGENTARI 03/36 5.127                     | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1590664.98   | 0.09%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II L.P.                                                     | TPG OPERATING GROUP II LP COMPANY GUAR 05/31 4.875             | CUSIP: 87268QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1053647.07   | 0.06%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 02/31 4.215          | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1330833.61   | 0.08%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR          | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    704000 | PA      | $726358.92    | 0.04%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 01/30 VAR          | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1312173.84   | 0.08%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A             | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805102 | PA      | $692098.45    | 0.04%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A                              | COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A             | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881090 | PA      | $773776.98    | 0.05%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/52 4.049                          | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    527000 | PA      | $395526.02    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/63 2.987                          | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    612000 | PA      | $341032.01    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/37 VAR                            | CUSIP: 06738EDK8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1231000 | PA      | $1229838.13   | 0.07%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                 | BARCLAYS DRYROCK ISSUANCE TRUS DROCK 2025 1 A                  | CUSIP: 06742LBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2567000 | PA      | $2586053.56   | 0.15%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC MMAF 2026 A A3 144A                               | BARINGS EQUIPMENT FINANCE LLC MMAF 2026 A A3 144A              | CUSIP: 06764QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    688000 | PA      | $693957.25    | 0.04%             | 2033-07-13      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025 5C33 A4                               | BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025 5C33 A4              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1064000 | PA      | $1126322.52   | 0.07%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 05/53 5.35                           | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    244000 | PA      | $224747.13    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 11/59 3.7           | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    277000 | PA      | $196355.01    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 12/51 3.2           | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    164000 | PA      | $110771.95    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                                | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5300000 | PA      | $5407512.62   | 0.32%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 06/33 4.55           | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    690000 | PA      | $697838.19    | 0.04%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 02/36 4.902          | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    979000 | PA      | $995974.43    | 0.06%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 03/37 VAR                       | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $199349.29    | 0.01%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 08/32 VAR                       | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2454000 | PA      | $2464116.08   | 0.14%             | 2032-08-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 08/37 VAR                       | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1237000 | PA      | $1248228.29   | 0.07%             | 2037-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP COMPANY GUAR 144A 02/29 6                   | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1020440.24   | 0.06%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE SR UNSECURED 10/35 4.928             | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1432000 | PA      | $1443758.77   | 0.08%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                   | TOTALENERGIES CAPITAL USA LLC COMPANY GUAR 01/33 4.569         | CUSIP: 89158TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481000 | PA      | $487000.26    | 0.03%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A4                                | BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A4               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573000 | PA      | $530172.95    | 0.03%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3                                | BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3               | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1633000 | PA      | $1703113.83   | 0.10%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Crowley Conro LLC                                                               | CROWLEY CONRO LLC US GOVT GUAR 08/43 4.181                     | CUSIP: 228023AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639273 | PA      | $594157.49    | 0.03%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO 1ST MORTGAGE 03/50 2.95                        | CUSIP: 23338VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    849000 | PA      | $572214.86    | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 03/54 5.75         | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    923000 | PA      | $902041.85    | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 01/31 4.5          | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1996000 | PA      | $1999675.29   | 0.12%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625                         | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1450000 | PA      | $1372277.68   | 0.08%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 12/52 6.5                           | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 12/52 6.5          | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    752000 | PA      | $794600.80    | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO GENL REF MOR 03/52 3.65                        | CUSIP: 23338VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $292885.89    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    356000 | PA      | $374375.30    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3                                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3               | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303797 | PA      | $301926.25    | 0.02%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                   | TOTALENERGIES CAPITAL USA LLC COMPANY GUAR 01/36 4.857         | CUSIP: 89158TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1222743.39   | 0.07%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 10/56 2.987            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    820000 | PA      | $499810.40    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 11/45 5.75             | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    643000 | PA      | $649991.99    | 0.04%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 11/55 5.875            | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1279509.32   | 0.08%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 11/65 6                | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1274882.32   | 0.07%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc.                                                           | VERISK ANALYTICS INC SR UNSECURED 03/31 4.45                   | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    858000 | PA      | $862179.15    | 0.05%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/66 6.375                         | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/66 6.375        | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    287000 | PA      | $292125.82    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 11/53 7.25                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 11/53 7.25         | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1151000 | PA      | $1316044.19   | 0.08%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                                  | JEFFERIES FINANCIAL GROUP INC SR UNSECURED 02/36 5.5           | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    729000 | PA      | $716967.90    | 0.04%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITAL LLC SR UNSECURED 144A 02/31 4.95                 | CUSIP: 862123AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    863000 | PA      | $870684.39    | 0.05%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                            | SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 01/32 VAR          | CUSIP: 86562MED8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1473000 | PA      | $1487519.15   | 0.09%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                            | SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 01/37 VAR          | CUSIP: 86562MEF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1473000 | PA      | $1490829.83   | 0.09%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/28 4.65                           | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    832000 | PA      | $842596.11    | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc.                                                           | VERISK ANALYTICS INC SR UNSECURED 03/36 5.125                  | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1713301.26   | 0.10%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2024 7 A 144A                        | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2782000 | PA      | $2828624.37   | 0.17%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2025 2 A 144A                               | VERIZON MASTER TRUST SERIES 20 VZMT 2025 2 A 144A              | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3540000 | PA      | $3667134.14   | 0.22%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2025 4 A 144A                        | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2104000 | PA      | $2174404.26   | 0.13%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2025 10 A 144A                       | CUSIP: 92348KEZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1836000 | PA      | $1862722.61   | 0.11%             | 2033-10-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A            | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494011 | PA      | $454370.81    | 0.03%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A           | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197177 | PA      | $191616.53    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R3 A1 144A           | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226511 | PA      | $217682.53    | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A            | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739767 | PA      | $697685.87    | 0.04%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A            | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699694 | PA      | $605961.22    | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A            | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772506 | PA      | $1567631.47   | 0.09%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 7 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 7 A1 144A            | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743241 | PA      | $697326.81    | 0.04%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/37 VAR                      | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1462540.26   | 0.09%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/47 VAR                      | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    583000 | PA      | $577184.72    | 0.03%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 04/55 5.8                 | CUSIP: 29366WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712000 | PA      | $721911.29    | 0.04%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corporation LLC                                      | EQUINIX EUROPE 2 FINANCING COR COMPANY GUAR 11/30 4.6          | CUSIP: 29390XAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1117149.23   | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA COMPANY GUAR 09/30 4.5                             | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    474000 | PA      | $484302.98    | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA COMPANY GUAR 06/35 5.125                           | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    477000 | PA      | $495633.96    | 0.03%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA COMPANY GUAR 11/35 4.75                            | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1091000 | PA      | $1097819.74   | 0.06%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer