# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001099263-26-008031
**Filing Date:** 2026-6
**Character Count:** 749871
**Document Hash:** fe4f481a655db5b6ac1cb102fdfa1e6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-008031.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001099263-26-008031

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23494
- **FILM NUMBER:** 261119599

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1956745940.98

**Total Liabilities:** $73148175.71

**Net Assets:** $1883597765.27

**Delayed Delivery Securities:** $8752597.81

**Stand-by Commitments:** $124122284.16

**Cash Not Reported:** $226.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1708.979126 | **1-Year:** -56470.262735 | **5-Year:** -280670.412076 | **10-Year:** -254412.116285 | **30-Year:** -51268.461451

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

- **3-Month:** -3.750042 | **1-Year:** -243.454751 | **5-Year:** -212.004156 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229338 | 1.66%                | -1.79%               | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-58679.64               | $22953744.23                               |
| Month 2  | $136368.77               | $-39507016.42                              |
| Month 3  | $-945371.55              | $-3683381.49                               |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                     | Title                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANCHC 2026-22A AR4 144A                  | 610 FUNDING 2 CLO LTD ANCHC 2026 22A AR4 144A                                                                         | CUSIP: 03333KAC1<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | KY        |    865000 | PA      | $865591.66    | 0.05%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES SR UNSECURED 06/30 1.4                                                                            | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124279.28    | 0.01%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES SR UNSECURED 11/26 3.75                                                                           | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219628.06    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES SR UNSECURED 11/36 4.75                                                                           | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401138.31    | 0.02%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES SR UNSECURED 11/37 6.15                                                                           | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218119.68    | 0.01%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 03/29 4.8                                                                                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147116.37    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 03/34 5.05                                                                                    | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    960000 | PA      | $972055.13    | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 03/35 4.55                                                                                    | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232753.48    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 05/26 3.2                                                                                     | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14993.90     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 05/35 4.5                                                                                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    715000 | PA      | $689948.42    | 0.04%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 11/26 2.95                                                                                    | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    990000 | PA      | $984023.47    | 0.05%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 11/29 3.2                                                                                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14427.02     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC SR UNSECURED 11/39 4.05                                                                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $490841.72    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALC 2026-3A A1 144A                      | ABRY LIQUID CREDIT CLO LTD ALC 2026 3A A1 144A                                                                        | CUSIP: 00384AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1835000 | PA      | $1830463.88   | 0.10%             | 2039-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                    | ACCENTURE CAPITAL INC COMPANY GUAR 10/29 4.05                                                                         | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535708.21    | 0.03%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                    | ACCENTURE CAPITAL INC COMPANY GUAR 10/34 4.5                                                                          | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    990000 | PA      | $953613.23    | 0.05%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                            | AEP TEXAS INC SR UNSECURED 05/32 4.7                                                                                  | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29589.27     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45                                                                      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148713.93    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/41 3.85                                                                      | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1750000 | PA      | $1405987.40   | 0.07%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                | AETNA INC SR UNSECURED 06/36 6.625                                                                                    | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    745000 | PA      | $805147.75    | 0.04%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                | AETNA INC SR UNSECURED 08/47 3.875                                                                                    | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79697.39     | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                | AETNA INC SR UNSECURED 12/37 6.75                                                                                     | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    240000 | PA      | $261111.74    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                     | AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                                                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2395000 | PA      | $2405145.22   | 0.13%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-2A A 144A                     | AFFIRM MASTER TRUST AFRMT 2026 2A A 144A                                                                              | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3155000 | PA      | $3158612.48   | 0.17%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                | AGCO CORP COMPANY GUAR 03/27 5.45                                                                                     | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241812.83    | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL 2021-13A A1R 144A                    | AGL CLO 13 LTD AGL 2021 13A A1R 144A                                                                                  | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   3435000 | PA      | $3432080.25   | 0.18%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AGL 2021-10A A1R2 144A                   | AGL CLO LTD. AGL 2021 10A A1R2 144A                                                                                   | CUSIP: 00119YAN3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |   3210000 | PA      | $3205663.29   | 0.17%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                 | AIR PRODUCTS + CHEMICALS SR UNSECURED 02/29 4.6                                                                       | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443245.37    | 0.02%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                 | AIR PRODUCTS + CHEMICALS SR UNSECURED 02/31 4.75                                                                      | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182142.89    | 0.01%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                 | AIR PRODUCTS + CHEMICALS SR UNSECURED 05/50 2.8                                                                       | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    120000 | PA      | $74450.73     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                               | AIRBNB INC SR UNSECURED 03/31 4.65                                                                                    | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    730000 | PA      | $728865.67    | 0.04%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A A2 144A                     | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A A2 144A                                                                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985663 | PA      | $987020.67    | 0.05%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                     | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 B A2 144A                                                                   | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150065 | PA      | $1150017.27   | 0.06%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC SR UNSECURED 01/30 VAR                                                                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $709681.76    | 0.04%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC SR UNSECURED 11/28 2.2                                                                             | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33035.88     | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                             | ALPHABET INC SR UNSECURED 02/36 4.8                                                                                   | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2123994.87   | 0.11%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC SR UNSECURED 03/46 5.65                                                                                | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1827263.82   | 0.10%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC SR UNSECURED 08/37 3.875                                                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103426.88    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | 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        |   3100000 | PA      | $3016567.96   | 0.16%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP SR UNSECURED 01/29 5                                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811332.54    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP SR UNSECURED 01/31 3.5                                                                                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    360000 | PA      | $341930.73    | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP SR UNSECURED 05/36 5                                                                                      | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    710000 | PA      | $694126.04    | 0.04%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP SR UNSECURED 12/26 5.7                                                                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    615000 | PA      | $619441.01    | 0.03%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SA DE CV                   | AMERICA MOVIL SAB DE CV COMPANY GUAR 03/35 6.375                                                                      | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $92144.57     | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                  | AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR                                                                        | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181194.40    | 0.01%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                  | AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR                                                                        | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62554.69     | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO SR UNSECURED 07/33 VAR                                                                            | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    630000 | PA      | $631496.33    | 0.03%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                    | AMERICAN HOMES 4 RENT SR UNSECURED 07/34 5.5                                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $481888.00    | 0.03%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                   | AMERICAN HONDA FINANCE SR UNSECURED 07/27 4.55                                                                        | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2452861.50   | 0.13%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                      | AMERICAN INTL GROUP SR UNSECURED 01/35 3.875                                                                          | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36672.86     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERN MUN PWR OH BABS HYDROELEC SER B    | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834                                                                | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1435943.76   | 0.08%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| AMER MUN PWR OH REV BAB PAIRIE ST SR C   | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/43 FIXED 6.053                                                                | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1503966.60   | 0.08%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                      | AMERICAN TOWER CORP SR UNSECURED 11/28 5.8                                                                            | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1493561.77   | 0.08%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 02/40 3.15                                                                                     | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93202.18     | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 02/62 4.4                                                                                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92447.88     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 03/63 5.75                                                                                     | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    910000 | PA      | $868346.42    | 0.05%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 08/28 1.65                                                                                     | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $754306.86    | 0.04%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC SR UNSECURED 11/41 5.15                                                                                     | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227394.78    | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                            | AMPHENOL CORP SR UNSECURED 04/29 5.05                                                                                 | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61241.59     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 A 144A                    | AMSR TRUST AMSR 2021 SFR4 A 144A                                                                                      | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1585992 | PA      | $1562764.98   | 0.08%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                       | ANALOG DEVICES INC SR UNSECURED 10/28 1.7                                                                             | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $961924.77    | 0.05%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                       | ANALOG DEVICES INC SR UNSECURED 12/26 3.5                                                                             | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    530000 | PA      | $528114.34    | 0.03%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AOMT 2019-5 A1 144A                      | ANGEL OAK MORTGAGE TRUST AOMT 2019 5 A1 144A                                                                          | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4817 | PA      | $4780.41      | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-6 A3 144A                      | ANGEL OAK MORTGAGE TRUST AOMT 2021 6 A3 144A                                                                          | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52679 | PA      | $44761.15     | 0.00%             | 2066-09-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-6 A1 144A                      | ANGEL OAK MORTGAGE TRUST AOMT 2022 6 A1 144A                                                                          | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241829 | PA      | $240864.34    | 0.01%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-3 A1 144A                      | ANGEL OAK MORTGAGE TRUST AOMT 2025 3 A1 144A                                                                          | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |    502300 | PA      | $504097.25    | 0.03%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL 144A              | ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 03/31 4.625                                                                  | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $578906.82    | 0.03%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                 | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 5.45                                                                      | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15250.86     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                 | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 8.2                                                                       | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1663806.99   | 0.09%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| APEXC 2025-13A A1 144A                   | APEX CREDIT CLO LLC APEXC 2025 13A A1 144A                                                                            | CUSIP: 03754FAA6<br>LEI: 213800YWVGHPCY8VWA19 | Long             | ABS-O            | CORP              | KY        |   2580000 | PA      | $2585387.04   | 0.14%             | 2039-01-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO SR UNSECURED 04/38 7                                                                             | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    760000 | PA      | $846357.96    | 0.04%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO SR UNSECURED 05/44 4.4                                                                           | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410091.18    | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO SR UNSECURED 08/32 4.5                                                                           | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1068720.03   | 0.06%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                            | APPLOVIN CORP SR UNSECURED 12/34 5.5                                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1077431.59   | 0.06%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                         | ARCELORMITTAL SA SR UNSECURED 06/34 6                                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $126721.27    | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                         | ARCELORMITTAL SA SR UNSECURED 11/27 6.55                                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $164771.59    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                         | ARCELORMITTAL SA SR UNSECURED 11/32 6.8                                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1030000 | PA      | $1139257.88   | 0.06%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                            | ARCELORMITTAL SR UNSECURED 10/39 7                                                                                    | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $131981.37    | 0.01%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES 2025-ALF9A A1 144A                  | ARES CLO LTD ARES 2025 ALF9A A1 144A                                                                                  | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $948840.05    | 0.05%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ARIFL 2025-A A3 144A                     | ARI FLEET LEASE TRUST ARIFL 2025 A A3 144A                                                                            | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | PA      | $1259042.10   | 0.07%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A A2 144A                     | ARI FLEET LEASE TRUST ARIFL 2026 A A2 144A                                                                            | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $308907.56    | 0.02%             | 2034-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A A3 144A                     | ARI FLEET LEASE TRUST ARIFL 2026 A A3 144A                                                                            | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $109239.75    | 0.01%             | 2034-11-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER + CO SR UNSECURED 02/54 6.75                                                                       | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53862.81     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER + CO SR UNSECURED 07/34 5.45                                                                       | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    920000 | PA      | $933276.15    | 0.05%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER + CO SR UNSECURED 12/29 4.85                                                                       | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25227.73     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/29 4.85                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1036021.26   | 0.06%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5                                                                          | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202670.05    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/28 4.875                                                                      | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223068.34    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 03/33 4.875                                                                      | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101512.17    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | ASTRAZENECA FINANCE LLC COMPANY GUAR 05/28 1.75                                                                       | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381069.59    | 0.02%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                          | ASTRAZENECA PLC SR UNSECURED 01/29 4                                                                                  | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $517744.86    | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                          | ASTRAZENECA PLC SR UNSECURED 08/30 1.375                                                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $119522.00    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                          | ASTRAZENECA PLC SR UNSECURED 09/42 4                                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $41951.18     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 02/32 2.25                                                                                      | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    345000 | PA      | $300921.62    | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 02/34 5.4                                                                                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1323316.31   | 0.07%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 06/31 2.75                                                                                      | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2280975.55   | 0.12%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 06/41 3.5                                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $500543.41    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT+T INC SR UNSECURED 11/32 4.55                                                                                      | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1191263.36   | 0.06%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A               | ATHENE GLOBAL FUNDING SR SECURED 144A 07/30 5.033                                                                     | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2095619.68   | 0.11%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A               | ATHENE GLOBAL FUNDING SR SECURED 144A 08/26 4.86                                                                      | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200259.68    | 0.01%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATCLO 2023-22A A1R 144A                  | ATLAS SENIOR LOAN FUND LTD ATCLO 2023 22A A1R 144A                                                                    | CUSIP: 04940BAN0<br>LEI: 529900J6GF0KI17SQP67 | Long             | ABS-CBDO         | CORP              | JE        |    495000 | PA      | $495267.30    | 0.03%             | 2039-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND 144A                | ATLAS WAREHOUSE LEND SR UNSECURED 144A 11/28 4.625                                                                    | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1644288.03   | 0.09%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                 | AUGUSTA SPINCO CORPORATI COMPANY GUAR 03/31 4.656                                                                     | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1640337.05   | 0.09%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC SR UNSECURED 01/31 1.65                                                                                  | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26165.54     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC SR UNSECURED 06/27 3.75                                                                                  | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29805.52     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC SR UNSECURED 07/26 5.05                                                                                  | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250173.66    | 0.01%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                    | AVALONBAY COMMUNITIES SR UNSECURED 05/26 2.95                                                                         | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119965.42    | 0.01%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                    | AVALONBAY COMMUNITIES SR UNSECURED 12/30 4.35                                                                         | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2433540.94   | 0.13%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A A 144A                     | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A A 144A                                                                   | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $381123.24    | 0.02%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A            | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $154417.41    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BABSN 2021-3A B1R 144A                   | BABSON CLO LTD BABSN 2021 3A B1R 144A                                                                                 | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1695000 | PA      | $1695525.45   | 0.09%             | 2035-01-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BABSN 2023-4A A1R 144A                   | BABSON CLO LTD BABSN 2023 4A A1R 144A                                                                                 | CUSIP: 06763MAL9<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $888828.76    | 0.05%             | 2039-01-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                 | BANCO BILBAO VIZCAYA ARG 09/28 VAR                                                                                    | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $817133.69    | 0.04%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                 | BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381                                                                     | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $409558.53    | 0.02%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA 03/28 VAR                                                                                          | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1210045.09   | 0.06%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA 05/30 3.49                                                                                         | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3600000 | PA      | $3430323.86   | 0.18%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA 07/31 5.439                                                                                        | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $411731.33    | 0.02%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA 11/27 VAR                                                                                          | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $606732.34    | 0.03%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN17 A4                        | BANK BANK 2019 BN17 A4                                                                                                | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $375493.93    | 0.02%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 01/28 VAR                                                                           | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343587.64    | 0.02%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 02/28 VAR                                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128205.80    | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 02/42 5.875                                                                         | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15440.54     | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                                                                           | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119186.54    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                                                                           | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129970.26    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                                                                           | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286445.03    | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                                                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2289632.61   | 0.12%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/38 VAR                                                                           | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13673.43     | 0.00%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 04/40 VAR                                                                           | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $904580.89    | 0.05%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 06/41 VAR                                                                           | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $165496.86    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR                                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149117.11    | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 07/29 VAR                                                                           | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2218088.19   | 0.12%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 07/31 VAR                                                                           | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $250019.63    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR                                                                           | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361906.38    | 0.02%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 09/29 VAR                                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462879.91    | 0.02%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 10/31 VAR                                                                           | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212937.23    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 10/32 VAR                                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58013.28     | 0.00%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SR UNSECURED 10/51 VAR                                                                           | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $67577.03     | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP SUBORDINATED 03/37 VAR                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $259748.36    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH & CO                       | BANK OF AMERICA CORP SUBORDINATED 05/38 7.75                                                                          | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $955038.95    | 0.05%             | 2038-05-14      | Fixed         | 7.75%                 | 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        |   1360000 | PA      | $1341073.22   | 0.07%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR SUBORDINA 07/39 VAR                                                                         | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122152.32    | 0.01%             | 2039-07-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR UNSECURED 02/28 VAR                                                                         | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    810000 | PA      | $805107.62    | 0.04%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR UNSECURED 06/28 VAR                                                                         | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239348.44    | 0.01%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR UNSECURED 10/29 VAR                                                                         | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1159271.06   | 0.06%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NY MELLON CORP SR UNSECURED 10/33 VAR                                                                         | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232529.52    | 0.01%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 A3                      | BANK5 BANK5 2024 5YR10 A3                                                                                             | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509533.80    | 0.03%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 A3                       | BANK5 BANK5 2024 5YR8 A3                                                                                              | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10338.26     | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 AS                       | BANK5 BANK5 2024 5YR8 AS                                                                                              | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2085131.79   | 0.11%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14 A3                      | BANK5 BANK5 2025 5YR14 A3                                                                                             | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495000 | PA      | $2575581.26   | 0.14%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20 A3                      | BANK5 BANK5 2026 5YR20 A3                                                                                             | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $142153.72    | 0.01%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR21 A3                      | BANK5 BANK5 2026 5YR21 A3                                                                                             | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1269136.63   | 0.07%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C27 A3                       | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2024 5C27 A3                                                                     | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $25887.26     | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BARC 2021-NQM1 A3 144A                   | BARCLAYS MORTGAGE LOAN TRUST BARC 2021 NQM1 A3 144A                                                                   | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37716 | PA      | $34815.35     | 0.00%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC SR UNSECURED 03/30 VAR                                                                                   | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $1015696.07   | 0.05%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC SR UNSECURED 11/27 VAR                                                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197486.79    | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC SR UNSECURED 11/33 VAR                                                                                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $2295060.49   | 0.12%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 04/27 4.7                                                                               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180678.97    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 08/27 3.557                                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    538000 | PA      | $532413.98    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 08/37 4.39                                                                              | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227445.53    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 08/43 7.079                                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $99366.54     | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP COMPANY GUAR 08/53 7.081                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1217059.42   | 0.06%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BATLN 2024-25A BR 144A                   | BATTALION CLO LTD BATLN 2024 25A BR 144A                                                                              | CUSIP: 07134FAL4<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1902052.00   | 0.10%             | 2037-03-13      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL BRDG SUB SR S10 TXBLE   | BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/41 FIXED 3.176                                                               | CUSIP: 072024YC0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $40428.48     | 0.00%             | 2041-04-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                   | BAYVIEW OPPORTUNITY MASTER FUN BVCLN 2025 EDU1 A 144A                                                                 | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    827681 | PA      | $822811.51    | 0.04%             | 2048-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/MEXICO                  | BBVA MEX BANCA GRUPO TX SR UNSECURED REGS 09/29 5.25                                                                  | CUSIP: TC0K8DIE4<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $712199.26    | 0.04%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                    | BECTON DICKINSON + CO SR UNSECURED 02/29 4.874                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181750.84    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A3                         | BENCHMARK 2024 V8 MORTGAGE TRU BMARK 2024 V8 A3                                                                       | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $401985.77    | 0.02%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 AM                         | BENCHMARK 2024 V8 MORTGAGE TRU BMARK 2024 V8 AM                                                                       | CUSIP: 08190AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57505.54     | 0.00%             | 2057-07-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BMARK 2019-B12 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2019 B12 A5                                                                            | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $529594.54    | 0.03%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BMARK 2019-B13 A4                        | BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4                                                                            | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2735000 | PA      | $2583857.61   | 0.14%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMARK 2022-B36 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2022 B36 A5                                                                            | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2255000 | PA      | $2181054.49   | 0.12%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-B39 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2023 B39 A5                                                                            | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $846759.83    | 0.04%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5 AM                         | BENCHMARK MORTGAGE TRUST BMARK 2024 V5 AM                                                                             | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $719694.67    | 0.04%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-B41 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2025 B41 A5                                                                            | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $553061.95    | 0.03%             | 2068-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V16 A3                        | BENCHMARK MORTGAGE TRUST BMARK 2025 V16 A3                                                                            | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $410465.68    | 0.02%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-B42 A5                        | BENCHMARK MORTGAGE TRUST BMARK 2026 B42 A5                                                                            | CUSIP: 08164FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2748000 | PA      | $2755606.74   | 0.15%             | 2059-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BSP 2015-6BR A1R 144A                    | BENEFIT STREET PARTNERS CLO LT BSP 2015 6BR A1R 144A                                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1260000 | PA      | $1259664.84   | 0.07%             | 2038-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MIDAMER ENERGY HLDGS                     | BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125                                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69670.83     | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                   | BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/40 5.75                                                                        | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $256945.34    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BEST BUY CO INC                          | BEST BUY CO INC SR UNSECURED 10/28 4.45                                                                               | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240292.62    | 0.01%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                          | BEST BUY CO INC SR UNSECURED 10/30 1.95                                                                               | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    920000 | PA      | $822688.32    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                 | BHP BILLITON FIN USA LTD COMPANY GUAR 02/33 4.9                                                                       | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $120611.75    | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                 | BHP BILLITON FIN USA LTD COMPANY GUAR 09/28 5.1                                                                       | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1530000 | PA      | $1558205.73   | 0.08%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                               | BIOGEN INC SR UNSECURED 05/50 3.15                                                                                    | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9521.46      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                    | BLACKROCK FUNDING INC COMPANY GUAR 03/54 5.25                                                                         | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2796603.54   | 0.15%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 AS                          | BMO MORTGAGE TRUST BMO 2024 5C5 AS                                                                                    | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $507762.60    | 0.03%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                   | BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4                                                                         | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23371.69     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 02/27 2.7                                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148241.95    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 03/27 2.8                                                                                      | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415249.53    | 0.02%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 03/39 6.875                                                                                    | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $232384.15    | 0.01%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 05/27 5.04                                                                                     | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231313.55    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO SR UNSECURED 05/34 3.6                                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3414623.80   | 0.18%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                            | BOEING CO/THE SR UNSECURED 05/27 6.259                                                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1586995.11   | 0.08%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | BOEING CO/THE SR UNSECURED 05/54 6.858                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    710000 | PA      | $788135.98    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95                                                                       | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014990.06   | 0.11%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                     | BOSTON PROPERTIES LP SR UNSECURED 01/31 3.25                                                                          | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55511.66     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                     | BOSTON PROPERTIES LP SR UNSECURED 10/26 2.75                                                                          | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    680000 | PA      | $675194.37    | 0.04%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                     | BOSTON PROPERTIES LP SR UNSECURED 12/28 4.5                                                                           | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    580000 | PA      | $578479.54    | 0.03%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 02/33 4.812                                                                       | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431147.54    | 0.02%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 04/27 3.543                                                                       | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1075398.37   | 0.06%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 04/34 4.989                                                                       | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382654.47    | 0.02%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 09/28 3.937                                                                       | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    760000 | PA      | $754550.30    | 0.04%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                   | BP CAP MARKETS AMERICA COMPANY GUAR 11/34 5.227                                                                       | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366891.77    | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRAVO 2021-NQM3 A1 144A                  | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM3 A1 144A                                                                | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25496 | PA      | $23740.67     | 0.00%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 A3                          | BRIDGECREST LENDING AUTO SECUR BLAST 2026 1 A3                                                                        | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $753494.53    | 0.04%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-2 A3                          | BRIDGECREST LENDING AUTO SECUR BLAST 2026 2 A3                                                                        | CUSIP: 10807VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $324910.69    | 0.02%             | 2030-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA                         | BRITISH COLUMBIA PROV OF SR UNSECURED 06/35 4.8                                                                       | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2619000 | PA      | $2649801.95   | 0.14%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA                         | BRITISH COLUMBIA PROV OF SR UNSECURED 07/33 4.2                                                                       | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     98000 | PA      | $96377.29     | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PART SR UNSECURED 02/33 4.85                                                                        | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324470.31    | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PART SR UNSECURED 03/27 3.9                                                                         | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14961.42     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125                                                                       | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    480000 | PA      | $474240.24    | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PART SR UNSECURED 07/30 4.05                                                                        | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82849.98     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP /  CAYMN FI                 | BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/28 3.5                                                                       | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    210000 | PA      | $207673.68    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC COMPANY GUAR 02/31 2.45                                                                                  | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    540000 | PA      | $491917.27    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC COMPANY GUAR 02/41 3.5                                                                                   | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $167850.27    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC SR UNSECURED 01/33 4.6                                                                                   | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2444810.07   | 0.13%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC SR UNSECURED 07/29 5.05                                                                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407685.54    | 0.02%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC SR UNSECURED 07/30 4.6                                                                                   | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    830000 | PA      | $833337.55    | 0.04%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC SR UNSECURED 11/31 5.15                                                                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143359.80    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 144A                        | BROADCOM INC SR UNSECURED 144A 04/29 4                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237644.91    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTN NORTH SANTA FE SR UNSECURED 03/41 5.05                                                                      | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135841.84    | 0.01%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTN NORTH SANTA FE SR UNSECURED 03/55 5.5                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $202243.68    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTH SANTA FE                | BURLINGTN NORTH SANTA FE SR UNSECURED 05/37 6.15                                                                      | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1175642.05   | 0.06%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTN NORTH SANTA FE SR UNSECURED 09/43 5.15                                                                      | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $132882.60    | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX 2023-LIFE B 144A                      | BX TRUST BX 2023 LIFE B 144A                                                                                          | CUSIP: 05609DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97775.63     | 0.01%             | 2028-02-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT A 144A                      | BX TRUST BX 2024 SLCT A 144A                                                                                          | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189643.75    | 0.01%             | 2042-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BX 2025-ROIC A 144A                      | BX TRUST BX 2025 ROIC A 144A                                                                                          | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717372 | PA      | $716474.19    | 0.04%             | 2030-03-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BX 2026-CSMO A 144A                      | BX TRUST BX 2026 CSMO A 144A                                                                                          | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3652281.25   | 0.19%             | 2043-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                   | CADENCE DESIGN SYS INC SR UNSECURED 09/29 4.3                                                                         | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64754.07     | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CA ST VAR PURP                           | CALIFORNIA ST CAS 04/34 FIXED 7.5                                                                                     | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1719270.75   | 0.09%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CA ST BABS                               | CALIFORNIA ST CAS 11/40 FIXED 7.6                                                                                     | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1438219.68   | 0.08%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE BAB TXBL      | CALIFORNIA ST UNIV REVENUE CASHGR 11/41 FIXED 6.484                                                                   | CUSIP: 13077CTL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $263420.18    | 0.01%             | 2041-11-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                    | CAMDEN PROPERTY TRUST SR UNSECURED 10/28 4.1                                                                          | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238793.97    | 0.01%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                    | CAMDEN PROPERTY TRUST SR UNSECURED 11/26 5.85                                                                         | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906181.66    | 0.05%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC 144A                     | CAMERON LNG LLC SR SECURED 144A 01/39 3.701                                                                           | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33843.09     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                  | CANADIAN NATL RESOURCES SR UNSECURED 07/30 2.95                                                                       | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18792.06     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/48 4.7                                                                       | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8658.94      | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/50 3.5                                                                       | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $10581.60     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 11/29 2.875                                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $113795.20    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/26 1.75                                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $93692.82     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/99 6.125                                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $292508.74    | 0.02%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/27 3.65                                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153975.67    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/28 VAR                                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220983.98    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/33 VAR                                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110235.23    | 0.01%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 07/35 VAR                                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1292590.82   | 0.07%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SR UNSECURED 10/27 VAR                                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222742.98    | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/26 3.75                                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109806.27    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/32 VAR                                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43085.39     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 B                           | CARMAX AUTO OWNER TRUST CARMX 2023 3 B                                                                                | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65943.79     | 0.00%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A4                          | CARMAX AUTO OWNER TRUST CARMX 2025 4 A4                                                                               | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $553661.92    | 0.03%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P4 C                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P4 C                                                                        | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $44042.76     | 0.00%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1 C 144A                     | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A                                                                   | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394128 | PA      | $395367.35    | 0.02%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 A3                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3                                                                       | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37441 | PA      | $37571.45     | 0.00%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 A4                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A4                                                                       | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65306.36     | 0.00%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-N1 A3 144A                    | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A                                                                  | CUSIP: 14688XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $512581.52    | 0.03%             | 2029-08-10      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1 B                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 B                                                                        | CUSIP: 14689MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1564364.32   | 0.08%             | 2031-05-12      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A4                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A4                                                                       | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1348438.11   | 0.07%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A4                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A4                                                                       | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $769617.16    | 0.04%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRVNA 2026-P1 A4                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2026 P1 A4                                                                       | CUSIP: 14689FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650000 | PA      | $3621713.96   | 0.19%             | 2032-07-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2026-P1 B                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2026 P1 B                                                                        | CUSIP: 14689FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $800867.57    | 0.04%             | 2032-07-12      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                 | CATERPILLAR FINL SERVICE SR UNSECURED 11/28 3.95                                                                      | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3308704.47   | 0.18%             | 2028-11-14      | Fixed         | 3.95%                 | 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        |    560000 | PA      | $553452.87    | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                        | CBRE SERVICES INC COMPANY GUAR 04/31 2.5                                                                              | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53856.88     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                        | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                                                                             | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260826.29    | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CCG 2025-1 A2 144A                       | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                                                                              | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286921 | PA      | $287812.03    | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC/CDW FINANCE COMPANY GUAR 02/29 3.25                                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $248405.54    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC/CDW FINANCE COMPANY GUAR 04/28 4.25                                                                           | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44485.93     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC/CDW FINANCE COMPANY GUAR 08/34 5.55                                                                           | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $158607.48    | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67                                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1098792.82   | 0.06%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                 | CELANESE US HOLDINGS LLC COMPANY GUAR 08/26 1.4                                                                       | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148469.59    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                              | CENCORA INC SR UNSECURED 03/31 2.7                                                                                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255674.54    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                              | CENCORA INC SR UNSECURED 12/29 4.85                                                                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    970000 | PA      | $981215.78    | 0.05%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP SR UNSECURED 03/31 2.5                                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52158.37     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP SR UNSECURED 07/28 2.45                                                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1462713.25   | 0.08%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP SR UNSECURED 10/30 3                                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269708.89    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP SR UNSECURED 12/27 4.25                                                                                  | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129205.44    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                    | CENTRAGAS CENT 2025 CITY A 144A                                                                                       | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810000 | PA      | $2823058.63   | 0.15%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                      | CHARLES SCHWAB CORP SR UNSECURED 11/29 VAR                                                                            | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $479548.83    | 0.03%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                      | CHARLES SCHWAB CORP SR UNSECURED 11/36 VAR                                                                            | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2334668.39   | 0.12%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8                                                                         | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $219357.42    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7                                                                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $156229.60    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMM OPT LLC/CAP SR SECURED 10/35 6.384                                                                       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $363171.15    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHAOT 2025-1A A3 144A                    | CHASE AUTO OWNER TRUST CHAOT 2025 1A A3 144A                                                                          | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1136309.79   | 0.06%             | 2030-06-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                 | CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125                                                                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582623.21    | 0.03%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                      | CHENIERE ENERGY INC SR UNSECURED 10/28 4.625                                                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328742.54    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                 | CHENIERE ENERGY PARTNERS COMPANY GUAR 06/33 5.95                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049358.02   | 0.06%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                 | CHENIERE ENERGY PARTNERS COMPANY GUAR 10/29 4.5                                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238756.07    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                          | CHEVRON USA INC COMPANY GUAR 10/30 4.3                                                                                | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1727458.59   | 0.09%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CHICAGO IL INTL ARPT BLD AMERICA         | CHICAGO IL O HARE INTERNATIONA CHITRN 01/40 FIXED 6.395                                                               | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $271744.35    | 0.01%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL WW REV 2ND LIEN SR B BAM TXBL | CHICAGO IL WSTWTR TRANSMISSION CHIUTL 01/40 FIXED 6.9                                                                 | CUSIP: 167727XA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2183465.60   | 0.12%             | 2040-01-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                   | CHUBB INA HOLDINGS LLC COMPANY GUAR 03/34 5                                                                           | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703377.49    | 0.04%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | CIGNA GROUP/THE COMPANY GUAR 12/48 4.9                                                                                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2691150.92   | 0.14%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 01/28 VAR                                                                                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557896.62    | 0.03%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 01/31 VAR                                                                                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130193.85    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 01/39 VAR                                                                                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1381172.40   | 0.07%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 01/42 5.875                                                                                | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2161310.46   | 0.11%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 02/28 VAR                                                                                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187918.15    | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 03/30 VAR                                                                                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58947.60     | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 03/33 VAR                                                                                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244501.22    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 05/33 VAR                                                                                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    520000 | PA      | $518457.58    | 0.03%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 06/35 VAR                                                                                  | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263710.95    | 0.01%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 07/45 4.65                                                                                 | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13121.69     | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SR UNSECURED 11/33 VAR                                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $278028.39    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC SUBORDINATED 09/39 VAR                                                                                  | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196890.38    | 0.01%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                   | CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A A2 144A                                                                     | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34423 | PA      | $34488.48     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP JR SUBORDINA 12/50 VAR                                                                                | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119839.63    | 0.01%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                   | CNH INDUSTRIAL CAP LLC COMPANY GUAR 03/31 4.375                                                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3091553.11   | 0.16%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                         | CODELCO INC SR UNSECURED 144A 01/31 3.75                                                                              | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $1141804.28   | 0.06%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLT 2022-3 A1 144A                      | COLT FUNDING LLC COLT 2022 3 A1 144A                                                                                  | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63759 | PA      | $62541.31     | 0.00%             | 2067-02-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A1 144A                      | COLT FUNDING LLC COLT 2025 4 A1 144A                                                                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |    173427 | PA      | $174942.50    | 0.01%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 A1 144A                      | COLT FUNDING LLC COLT 2025 8 A1 144A                                                                                  | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |   1369533 | PA      | $1376128.72   | 0.07%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 A1 144A                   | COLT FUNDING LLC COLT 2025 INV2 A1 144A                                                                               | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    183985 | PA      | $185103.48    | 0.01%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A            | COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 11/32 4.999                                                                | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2562647.38   | 0.14%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 01/27 2.35                                                                                  | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256802.14    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 01/51 2.8                                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $124629.92    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 02/27 3.3                                                                                   | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    780000 | PA      | $775645.67    | 0.04%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 02/30 2.65                                                                                  | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37420.62     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 03/33 7.05                                                                                  | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1120839.61   | 0.06%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 06/34 5.3                                                                                   | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222774.88    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 06/35 5.65                                                                                  | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1010780.07   | 0.05%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                             | COMCAST CORP COMPANY GUAR 11/51 2.887                                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $34429.69     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                      | COMMONSPIRIT HEALTH SR SECURED 10/30 2.782                                                                            | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18455.38     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                 | COMMONWEALTH BK AUSTR NY SR UNSECURED 11/26 4.577                                                                     | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    320000 | PA      | $320825.31    | 0.02%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                   | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/48 4                                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46564.43     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                   | COMMONWEALTH EDISON CO 1ST MORTGAGE 08/28 3.7                                                                         | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1620931.34   | 0.09%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                       | CONAGRA BRANDS INC SR UNSECURED 08/30 5                                                                               | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002265.16   | 0.11%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION EN GEN LLC SR UNSECURED 01/31 4.4                                                                       | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1262277.68   | 0.07%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8                                                                       | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335409.88    | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EXELON GENERATION CO LLC                 | CONSTELLATION EN GEN LLC SR UNSECURED 10/39 6.25                                                                      | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126694.98    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION EN GEN LLC SR UNSECURED 10/53 6.5                                                                       | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53138.15     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                    | CONTINENTAL RESOURCES COMPANY GUAR 01/28 4.375                                                                        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308494.41    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                    | CONTINENTAL RESOURCES COMPANY GUAR 06/44 4.9                                                                          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144080.16    | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COOK CNTY IL BAB RECOVERY ZONE ECON DEV  | COOK CNTY IL COO 11/33 FIXED 6.36                                                                                     | CUSIP: 213185BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26538.67     | 0.00%             | 2033-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                 | COOPERATIEVE RABOBANK UA COMPANY GUAR 05/41 5.25                                                                      | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $117520.11    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR                                                                       | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213112.14    | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65                                                                      | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238512.48    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC SR UNSECURED 04/29 3.85                                                                      | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117537.06    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A             | COREBRIDGE GLOB FUNDING SECURED 144A 08/27 4.65                                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70121.11     | 0.00%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A             | COREBRIDGE GLOB FUNDING SR SECURED 144A 08/28 4.25                                                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446649.52    | 0.02%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                       | CORNELL UNIVERSITY SR UNSECURED 06/34 4.835                                                                           | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362212.01    | 0.02%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC SR UNSECURED 03/29 4.375                                                                           | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59741.24     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC SR UNSECURED 05/27 3.9                                                                             | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1343473.56   | 0.07%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                    | COUSINS PROPERTIES LP COMPANY GUAR 02/32 5.375                                                                        | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    540000 | PA      | $545982.04    | 0.03%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                    | COUSINS PROPERTIES LP COMPANY GUAR 10/34 5.875                                                                        | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468603.84    | 0.02%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                  | CREDIT AGRICOLE SA 144A 01/32 VAR                                                                                     | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1320000 | PA      | $1303002.62   | 0.07%             | 2032-01-12      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                  | CRH AMERICA FINANCE INC COMPANY GUAR 01/35 5.5                                                                        | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613168.01    | 0.03%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                      | CRH SMW FINANCE DAC COMPANY GUAR 01/30 5.125                                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $356257.18    | 0.02%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 01/31 2.25                                                                              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    265000 | PA      | $234879.41    | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 03/27 2.9                                                                               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838218.29    | 0.04%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 04/31 2.1                                                                               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1577448.58   | 0.08%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC SR UNSECURED 06/26 3.7                                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79907.86     | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                         | CROWN CASTLE INC SR UNSECURED 09/28 4.8                                                                               | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492403.10    | 0.03%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                              | CUMMINS INC SR UNSECURED 02/54 5.45                                                                                   | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202331.74    | 0.01%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 01/29 5                                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60727.80     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 02/31 1.875                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13150.45     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 04/40 4.125                                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $555456.20    | 0.03%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/26 2.875                                                                              | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129822.89    | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/27 6.25                                                                               | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244556.99    | 0.01%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/29 5.4                                                                                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    720000 | PA      | $736457.46    | 0.04%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/34 5.7                                                                                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61868.80     | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/53 5.875                                                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360946.73    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 06/63 6                                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $805731.39    | 0.04%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 07/35 4.875                                                                              | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    710000 | PA      | $685915.80    | 0.04%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 07/45 5.125                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128051.18    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 08/26 3                                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199140.13    | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 08/27 1.3                                                                                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230573.95    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 08/29 3.25                                                                               | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47984.35     | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 09/32 5                                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320768.24    | 0.02%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP SR UNSECURED 09/39 6.125                                                                              | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82227.94     | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                    | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                                                                  | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $165640.18    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A              | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/29 4.15                                                                   | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    635000 | PA      | $627171.95    | 0.03%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DALLAS FT WORTH TX ARPT TXBL SER C       | DALLAS FORT WORTH TX INTERNATI DALAPT 11/46 FIXED 2.843                                                               | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $46600.67     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX ARPT REV SR A TXBLE | DALLAS FORT WORTH TX INTERNATI DALAPT 11/47 FIXED 5.045                                                               | CUSIP: 23503CCH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $233926.63    | 0.01%             | 2047-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX ARPT REV SR A TXBLE | DALLAS FORT WORTH TX INTERNATI DALAPT 11/51 FIXED 4.507                                                               | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $643680.83    | 0.03%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TAX REV BAB TXBL    | DALLAS TX AREA RAPID TRANSIT S DALTRN 12/41 FIXED 4.922                                                               | CUSIP: 235241LX2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1955000 | PA      | $1901530.95   | 0.10%             | 2041-12-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                     | DANSKE BANK A/S 144A 04/28 VAR                                                                                        | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $199745.39    | 0.01%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                   | DARDEN RESTAURANTS INC SR UNSECURED 05/27 3.85                                                                        | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238744.04    | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC A 144A                      | DBC 2025 DBC MORTGAGE TRUST DBC 2025 DBC A 144A                                                                       | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2505000 | PA      | $2506565.63   | 0.13%             | 2042-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DRMT 2026-INV1 A1 144A                   | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2026 INV1 A1 144A                                                                 | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1473085 | PA      | $1464173.36   | 0.08%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| DEFT 2026-1A A3 144A                     | DELL EQUIPMENT FINANCE TRUST DEFT 2026 1A A3 144A                                                                     | CUSIP: 246921AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $768814.97    | 0.04%             | 2031-12-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                  | DELL INT LLC / EMC CORP COMPANY GUAR 07/36 8.1                                                                        | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $963821.98    | 0.05%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                        | DEVON ENERGY CORPORATION SR UNSECURED 04/32 7.95                                                                      | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $69008.63     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                 | DEVON ENERGY CORPORATION SR UNSECURED 05/42 4.75                                                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219918.21    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                 | DEVON ENERGY CORPORATION SR UNSECURED 09/34 5.2                                                                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90301.64     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DEXT 2025-1 A3 144A                      | DEXT ABS DEXT 2025 1 A3 144A                                                                                          | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1558639.08   | 0.08%             | 2035-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                  | DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45                                                                       | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239624.36    | 0.01%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A3 144A                    | DLLAA LLC DLLAA 2023 1A A3 144A                                                                                       | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33001 | PA      | $33255.80     | 0.00%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A4 144A                    | DLLAA LLC DLLAA 2023 1A A4 144A                                                                                       | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $71172.49     | 0.00%             | 2031-10-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                     | DOC DR LLC COMPANY GUAR 11/31 2.625                                                                                   | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13342.21     | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                      | DOLLAR GENERAL CORP SR UNSECURED 07/28 5.2                                                                            | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243450.67    | 0.01%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                      | DOLLAR GENERAL CORP SR UNSECURED 11/52 5.5                                                                            | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $569577.08    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2021-3 D 144A                      | DRIVE AUTO RECEIVABLES TRUST DRIVE 2021 3 D 144A                                                                      | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633244 | PA      | $629656.61    | 0.03%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO SR UNSECURED 03/29 5.1                                                                                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457208.51    | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO SR UNSECURED 10/26 2.85                                                                                 | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795470.18    | 0.04%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                  | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 11/52 5.95                                                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2067707.12   | 0.11%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                  | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/35 4.85                                                                       | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1647344.28   | 0.09%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                  | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 04/53 5.4                                                                        | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37163.72     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A            | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5                                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   2060000 | PA      | $2075868.55   | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                 | EBAY INC SR UNSECURED 05/26 1.4                                                                                       | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79924.24     | 0.00%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                 | EBAY INC SR UNSECURED 05/31 2.6                                                                                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81518.84     | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                 | EBAY INC SR UNSECURED 07/42 4                                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    580000 | PA      | $466694.74    | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                      | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A A 144A                                                                        | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43883 | PA      | $45028.22     | 0.00%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A B 144A                      | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A B 144A                                                                        | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43883 | PA      | $45076.28     | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ELD 2025-2A A1 144A                      | ELDRIDGE CLO LTD ELD 2025 2A A1 144A                                                                                  | CUSIP: 28473AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3105000 | PA      | $3107204.55   | 0.16%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A            | ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 11/30 4.641                                                                | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2565000 | PA      | $2545399.35   | 0.14%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC SR UNSECURED 01/43 4.65                                                                           | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74325.89     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC SR UNSECURED 03/28 4.101                                                                          | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14919.87     | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC SR UNSECURED 03/48 4.55                                                                           | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24850.57     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC SR UNSECURED 05/30 2.25                                                                           | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54806.29     | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1                                                                            | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564286.73    | 0.03%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY + CO SR UNSECURED 02/34 4.7                                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239056.60    | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY + CO SR UNSECURED 02/64 5.1                                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151964.07    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY + CO SR UNSECURED 08/64 5.2                                                                                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163214.42    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY + CO SR UNSECURED 10/35 4.9                                                                                 | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495911.15   | 0.13%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EFMT 2020-2 A1 144A                      | ELLINGTON FINANCIAL MORTGAGE T EFMT 2020 2 A1 144A                                                                    | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15636 | PA      | $14891.68     | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-3 M1 144A                      | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 3 M1 144A                                                                    | CUSIP: 31573JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $70008.50     | 0.00%             | 2066-09-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1 A1 144A                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV1 A1 144A                                                                 | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |    129621 | PA      | $130353.41    | 0.01%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5 A1 144A                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV5 A1 144A                                                                 | CUSIP: 28224UAE4<br>LEI: 254900T82T5IHROYLP59 | Long             | ABS-MBS          | CORP              | US        |    361406 | PA      | $360645.50    | 0.02%             | 2070-12-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM5 A1 144A                                                                 | CUSIP: 28225KAC9<br>LEI: 254900XFNEJEC9OBKH62 | Long             | ABS-MBS          | CORP              | US        |    278595 | PA      | $277858.39    | 0.01%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1 A1F 144A                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2026 NQM1 A1F 144A                                                                | CUSIP: 26846GAG2<br>LEI: 254900H3V169GPKPIM43 | Long             | ABS-MBS          | CORP              | US        |    857640 | PA      | $858507.94    | 0.05%             | 2071-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                       | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                                                                            | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1559116.71   | 0.08%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                 | ENBRIDGE ENERGY PARTNERS COMPANY GUAR 09/40 5.5                                                                       | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9766.59      | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 04/34 5.625                                                                                 | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56776.96     | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 10/26 1.6                                                                                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $1009353.91   | 0.05%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 11/26 5.9                                                                                   | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90682.64     | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 11/28 4.2                                                                                   | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1710000 | PA      | $1699176.28   | 0.09%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC COMPANY GUAR 11/53 6.7                                                                                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $38027.27     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC SUBORDINATED 03/55 VAR                                                                                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $222192.86    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP SR UNSECURED 01/36 5.35                                                                            | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2141859.43   | 0.11%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP SR UNSECURED 05/34 5.55                                                                            | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101999.48    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPERATNG                 | ENERGY TRANSFER LP SR UNSECURED 06/28 4.95                                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60558.03     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                                                                             | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61215.50     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                     | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/34 5.45                                                                          | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247002.63    | 0.01%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 144A                       | ENTERPRISE FLEET FINANCING LLC EFF 2023 2 A2 144A                                                                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12721 | PA      | $12764.48     | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A2 144A                       | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A                                                                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25270 | PA      | $25321.45     | 0.00%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A4 144A                       | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A4 144A                                                                     | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50340.38     | 0.00%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EFF 2025-3 A3 144A                       | ENTERPRISE FLEET FINANCING LLC EFF 2025 3 A3 144A                                                                     | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330000 | PA      | $1333650.85   | 0.07%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/27 4.6                                                                       | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581622.28    | 0.03%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/31 4.6                                                                       | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1071704.70   | 0.06%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/33 5.35                                                                      | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103167.06    | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/34 4.85                                                                      | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1018727.58   | 0.05%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC        | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/41 5.95                                                                      | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230283.07    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/78 VAR                                                                       | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109651.95    | 0.01%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 06/28 4.3                                                                       | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    710000 | PA      | $710262.96    | 0.04%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR                                                                       | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239305.79    | 0.01%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/28 4.15                                                                      | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109840.14    | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER B               | ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/34 6.65                                                                      | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133082.86    | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | 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        |    805000 | PA      | $799132.77    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC SR UNSECURED 07/28 4.4                                                                              | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    960000 | PA      | $962346.42    | 0.05%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                 | EQUINIX EU 2 FINANCING C COMPANY GUAR 06/34 5.5                                                                       | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    920000 | PA      | $937624.08    | 0.05%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                              | EQUINIX INC SR UNSECURED 11/26 2.9                                                                                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    520000 | PA      | $516103.30    | 0.03%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A                | ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.5                                                                      | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8493.82      | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A                | ERAC USA FINANCE LLC COMPANY GUAR 144A 04/31 4.7                                                                      | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2929795.95   | 0.16%             | 2031-04-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A                | ERAC USA FINANCE LLC COMPANY GUAR 144A 05/33 4.9                                                                      | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184386.42    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | ESSEX PORTFOLIO LP COMPANY GUAR 02/36 4.875                                                                           | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1358099.81   | 0.07%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | ESSEX PORTFOLIO LP COMPANY GUAR 03/32 2.65                                                                            | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30935.63     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | ESSEX PORTFOLIO LP COMPANY GUAR 03/48 4.5                                                                             | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16331.64     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                      | ESTEE LAUDER CO INC SR UNSECURED 02/34 5                                                                              | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    640000 | PA      | $639470.82    | 0.03%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                        | EVERSOURCE ENERGY SR UNSECURED 03/27 2.9                                                                              | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118595.85    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                        | EVERSOURCE ENERGY SR UNSECURED 07/34 5.95                                                                             | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167029.60    | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A A3                          | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A3                                                                         | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671076 | PA      | $672082.97    | 0.04%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A B                           | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A B                                                                          | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999179.20    | 0.05%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                          | EXETER AUTOMOBILE RECEIVABLES EART 2025 5A A3                                                                         | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $535022.47    | 0.03%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B                           | EXETER SELECT AUTOMOBILE RECEI ESART 2025 1 B                                                                         | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $993792.39    | 0.05%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 A3                          | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 A3                                                                        | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $880158.40    | 0.05%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH A 144A                      | EXTENDED STAY AMERICA TRUST ESA 2025 ESH A 144A                                                                       | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457488 | PA      | $458057.91    | 0.02%             | 2042-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                   | EXTRA SPACE STORAGE LP COMPANY GUAR 06/29 4                                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14755.43     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAS 2026-R02 1M1 144A                    | FANNIE MAE   CAS CAS 2026 R02 1M1 144A                                                                                | CUSIP: 20753EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    581067 | PA      | $581042.01    | 0.03%             | 2046-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FED HM LN PC POOL G08747 FG 02/47 FIXED 3                                                                             | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26601 | PA      | $23934.16     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QC8491 FR 10/51 FIXED 2.5                                                                           | CUSIP: 3133ATNG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97946 | PA      | $83696.23     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QD8674 FR 03/52 FIXED 3                                                                             | CUSIP: 3133B6T75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4623678 | PA      | $4089852.76   | 0.22%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QE5112 FR 07/52 FIXED 3.5                                                                           | CUSIP: 3133BEVD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1852670 | PA      | $1687763.11   | 0.09%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QJ3040 FR 09/54 FIXED 5.5                                                                           | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48542 | PA      | $49087.89     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL QN7552 FR 08/36 FIXED 2                                                                             | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58885 | PA      | $54053.06     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL QZ5224 FR 10/55 FIXED 5.5                                                                           | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2216688 | PA      | $2236793.22   | 0.12%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA5258 FR 05/51 FIXED 2                                                                             | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78341 | PA      | $63253.15     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA5714 FR 03/52 FIXED 2                                                                             | CUSIP: 3133KMK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399819 | PA      | $325447.94    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA5833 FR 09/51 FIXED 2                                                                             | CUSIP: 3133KMPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1261076 | PA      | $1025196.84   | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA5917 FR 09/51 FIXED 3                                                                             | CUSIP: 3133KMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116851 | PA      | $103853.45    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6019 FR 10/51 FIXED 2.5                                                                           | CUSIP: 3133KMVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66429 | PA      | $56309.61     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6505 FR 12/51 FIXED 2                                                                             | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564640 | PA      | $458436.39    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6586 FR 01/52 FIXED 3.5                                                                           | CUSIP: 3133KNJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63690 | PA      | $58054.15     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6766 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431025 | PA      | $367143.69    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6815 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3819741 | PA      | $3244135.16   | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA6962 FR 03/52 FIXED 2.5                                                                           | CUSIP: 3133KNWX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    834685 | PA      | $710721.16    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA7096 FR 04/52 FIXED 3.5                                                                           | CUSIP: 3133KN3D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171259 | PA      | $156180.08    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA7135 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67913 | PA      | $57624.54     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RA8551 FR 02/53 FIXED 6                                                                             | CUSIP: 3133KQQC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296286 | PA      | $1347727.83   | 0.07%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5107 FR 04/41 FIXED 1.5                                                                           | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96992 | PA      | $81822.69     | 0.00%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5148 FR 03/42 FIXED 2                                                                             | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324978 | PA      | $281323.50    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5149 FR 03/42 FIXED 2.5                                                                           | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716588 | PA      | $637900.63    | 0.03%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5161 FR 06/42 FIXED 2.5                                                                           | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108758 | PA      | $96697.80     | 0.01%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5162 FR 06/42 FIXED 3                                                                             | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276018 | PA      | $253216.17    | 0.01%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL RB5163 FR 05/42 FIXED 3                                                                             | CUSIP: 3133KYWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1534717 | PA      | $1407936.62   | 0.07%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL RC1756 FR 02/36 FIXED 1.5                                                                           | CUSIP: 3133L75R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226613 | PA      | $203559.73    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RJ2623 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28670 | PA      | $29046.36     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL RJ4778 FR 09/55 FIXED 5.5                                                                           | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    993747 | PA      | $1006169.13   | 0.05%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB0217 FR 01/33 FIXED 3                                                                             | CUSIP: 3132CWG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11848 | PA      | $11505.16     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB0869 FR 02/36 FIXED 1.5                                                                           | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73756 | PA      | $66419.05     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB0912 FR 03/37 FIXED 2                                                                             | CUSIP: 3132CXAM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44114 | PA      | $40514.59     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB8137 FR 01/37 FIXED 2                                                                             | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2782023 | PA      | $2551179.13   | 0.14%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL SB8189 FR 11/37 FIXED 4                                                                             | CUSIP: 3132D6C24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207240 | PA      | $203598.48    | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0686 FR 08/51 FIXED 3.5                                                                           | CUSIP: 3132DMXP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36720 | PA      | $33897.61     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0731 FR 05/51 FIXED 2                                                                             | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26048 | PA      | $21230.61     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0767 FR 11/51 FIXED 3                                                                             | CUSIP: 3132DMZ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232102 | PA      | $206617.68    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0847 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120293 | PA      | $100894.27    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD0922 FR 03/52 FIXED 2.5                                                                           | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8937000 | PA      | $7612465.91   | 0.40%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1035 FR 05/52 FIXED 4                                                                             | CUSIP: 3132DNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30836 | PA      | $29047.16     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1116 FR 06/52 FIXED 3.5                                                                           | CUSIP: 3132DNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3474565 | PA      | $3179120.98   | 0.17%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1183 FR 01/52 FIXED 3                                                                             | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112166 | PA      | $99539.55     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1218 FR 07/49 FIXED 4                                                                             | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468585 | PA      | $445756.81    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1266 FR 06/52 FIXED 3                                                                             | CUSIP: 3132DNMP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74386 | PA      | $65797.80     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1577 FR 09/52 FIXED 4                                                                             | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28572 | PA      | $26967.88     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD1966 FR 11/52 FIXED 4                                                                             | CUSIP: 3132DPFF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1706115 | PA      | $1610482.77   | 0.09%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD2669 FR 04/50 FIXED 3.5                                                                           | CUSIP: 3132DP6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279066 | PA      | $258988.56    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD2873 FR 01/52 FIXED 3                                                                             | CUSIP: 3132DQFN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1072819 | PA      | $953490.64    | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD3041 FR 05/53 FIXED 5                                                                             | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19441 | PA      | $19274.57     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD3580 FR 04/52 FIXED 2                                                                             | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56768 | PA      | $46288.07     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5                                                                           | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106345 | PA      | $107502.13    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD4967 FR 02/54 FIXED 5.5                                                                           | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44674 | PA      | $45240.89     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD4999 FR 08/53 FIXED 5                                                                             | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1842112 | PA      | $1827132.24   | 0.10%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5421 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3132DTAW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1207746 | PA      | $1024132.27   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5582 FR 06/49 FIXED 4                                                                             | CUSIP: 3132DTFX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6005073 | PA      | $5712527.11   | 0.30%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5620 FR 06/54 FIXED 7                                                                             | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127676 | PA      | $135365.38    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5865 FR 08/54 FIXED 5.5                                                                           | CUSIP: 3132DTQS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    944653 | PA      | $956497.20    | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD5958 FR 08/54 FIXED 6.5                                                                           | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11135 | PA      | $11592.56     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6048 FR 07/54 FIXED 6                                                                             | CUSIP: 3132DTWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345469 | PA      | $356806.53    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6155 FR 08/54 FIXED 5.5                                                                           | CUSIP: 3132DTZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194431 | PA      | $196436.92    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6382 FR 07/54 FIXED 5                                                                             | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42303 | PA      | $41761.09     | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6569 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182330 | PA      | $184614.93    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6638 FR 10/54 FIXED 5.5                                                                           | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146408 | PA      | $148243.54    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6767 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3494584 | PA      | $3590571.38   | 0.19%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6891 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DUUQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    737301 | PA      | $758595.25    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6907 FR 12/54 FIXED 5                                                                             | CUSIP: 3132DUU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1019434 | PA      | $1008902.89   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD6963 FR 10/52 FIXED 4                                                                             | CUSIP: 3132DUWY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303168 | PA      | $286174.66    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7231 FR 12/54 FIXED 5.5                                                                           | CUSIP: 3132DVA88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2028929 | PA      | $2047992.41   | 0.11%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7265 FR 10/54 FIXED 6.5                                                                           | CUSIP: 3132DVCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2311709 | PA      | $2408899.60   | 0.13%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7360 FR 10/54 FIXED 6                                                                             | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38206 | PA      | $39343.01     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7362 FR 09/54 FIXED 5.5                                                                           | CUSIP: 3132DVFB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1609728 | PA      | $1630268.37   | 0.09%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7512 FR 02/50 FIXED 3                                                                             | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339355 | PA      | $302881.31    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD7553 FR 03/52 FIXED 3                                                                             | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7982992 | PA      | $7098937.14   | 0.38%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5                                                                           | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329462 | PA      | $303047.19    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8099 FR 10/50 FIXED 2.5                                                                           | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94617 | PA      | $80270.48     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8128 FR 02/51 FIXED 2                                                                             | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126128 | PA      | $101986.46    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8140 FR 04/51 FIXED 2                                                                             | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33190 | PA      | $26813.06     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8146 FR 05/51 FIXED 2                                                                             | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27809 | PA      | $22476.39     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8161 FR 08/51 FIXED 2.5                                                                           | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320970 | PA      | $271313.16    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8194 FR 02/52 FIXED 2.5                                                                           | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1420067 | PA      | $1197729.38   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8199 FR 03/52 FIXED 2                                                                             | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13121342 | PA      | $10571176.00  | 0.56%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8204 FR 04/52 FIXED 2                                                                             | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5423665 | PA      | $4365802.07   | 0.23%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5                                                                           | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2281530 | PA      | $1922544.20   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8212 FR 05/52 FIXED 2.5                                                                           | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1551698 | PA      | $1308566.61   | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8220 FR 06/52 FIXED 3                                                                             | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5866452 | PA      | $5150030.11   | 0.27%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8224 FR 07/52 FIXED 2.5                                                                           | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8966418 | PA      | $7554907.04   | 0.40%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8225 FR 07/52 FIXED 3                                                                             | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559793 | PA      | $491429.99    | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8266 FR 11/52 FIXED 4.5                                                                           | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    870536 | PA      | $842250.94    | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8288 FR 01/53 FIXED 5                                                                             | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575091 | PA      | $570912.42    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8299 FR 02/53 FIXED 5                                                                             | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2461562 | PA      | $2440572.89   | 0.13%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8316 FR 04/53 FIXED 5.5                                                                           | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2098040 | PA      | $2119388.97   | 0.11%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8323 FR 05/53 FIXED 5                                                                             | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46689 | PA      | $46235.92     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5                                                                           | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740404 | PA      | $747912.58    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5                                                                           | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582206 | PA      | $562687.83    | 0.03%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SD8433 FR 05/54 FIXED 6.5                                                                           | CUSIP: 3132DWLN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33336 | PA      | $34541.67     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL0401 FR 02/52 FIXED 2.5                                                                           | CUSIP: 31427MNT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1148152 | PA      | $978332.61    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL0616 FR 03/55 FIXED 6                                                                             | CUSIP: 31427MVJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2160980 | PA      | $2221837.13   | 0.12%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL0797 FR 02/55 FIXED 6                                                                             | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3653253 | PA      | $3755879.08   | 0.20%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL0810 FR 04/55 FIXED 5.5                                                                           | CUSIP: 31427M3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7444669 | PA      | $7520204.54   | 0.40%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL2043 FR 07/55 FIXED 5.5                                                                           | CUSIP: 31427PHV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1444739 | PA      | $1459646.32   | 0.08%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL2987 FR 10/55 FIXED 5                                                                             | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    734296 | PA      | $726031.23    | 0.04%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL3418 FR 11/55 FIXED 5                                                                             | CUSIP: 31427QYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1468009 | PA      | $1449889.52   | 0.08%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL3557 FR 12/55 FIXED 5.5                                                                           | CUSIP: 31427Q5T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1812119 | PA      | $1826250.13   | 0.10%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL SL4007 FR 01/56 FIXED 6                                                                             | CUSIP: 31427RNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833352 | PA      | $856260.51    | 0.05%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL ZA5029 FR 10/47 FIXED 3.5                                                                           | CUSIP: 31329NSS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387933 | PA      | $358778.59    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FED HM LN PC POOL ZS4714 FR 04/47 FIXED 4                                                                             | CUSIP: 3132A5GX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44190 | PA      | $42037.44     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FED HM LN PC POOL ZS7860 FR 09/32 FIXED 3                                                                             | CUSIP: 3132A8WV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74633 | PA      | $72642.17     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FED HM LN PC POOL ZS9164 FR 09/33 FIXED 3                                                                             | CUSIP: 3132AAFD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29383 | PA      | $28367.71     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 01/44 5.1                                                                                     | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209223.31    | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 02/45 4.1                                                                                     | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55113.59     | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 04/43 4.1                                                                                     | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78661.22     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 11/45 4.75                                                                                    | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    740000 | PA      | $623207.07    | 0.03%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP COMPANY GUAR 11/45 4.75                                                                                    | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59965.44     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                 | FERGUSON ENTERPRISES INC COMPANY GUAR 10/34 5                                                                         | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241795.99   | 0.07%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K-150 A2                            | FHLMC MULTIFAMILY STRUCTURED P FHMS K 150 A2                                                                          | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165000 | PA      | $158188.72    | 0.01%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHMS K-155 A2                            | FHLMC MULTIFAMILY STRUCTURED P FHMS K 155 A2                                                                          | CUSIP: 3137H9ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3447792.95   | 0.18%             | 2033-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHMS K-156 A2                            | FHLMC MULTIFAMILY STRUCTURED P FHMS K 156 A2                                                                          | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $124588.99    | 0.01%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHMS K-173 A2                            | FHLMC MULTIFAMILY STRUCTURED P FHMS K 173 A2                                                                          | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2395000 | PA      | $2384680.90   | 0.13%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHMS K-179 A2                            | FHLMC MULTIFAMILY STRUCTURED P FHMS K 179 A2                                                                          | CUSIP: 3137HRKT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2705000 | PA      | $2626227.97   | 0.14%             | 2036-03-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHMS K137 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K137 A2                                                                           | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390000 | PA      | $351347.76    | 0.02%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHMS K512 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K512 A2                                                                           | CUSIP: 3137HBCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2579508 | PA      | $2624174.07   | 0.14%             | 2028-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K517 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K517 A2                                                                           | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3081830.70   | 0.16%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHMS K536 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K536 A2                                                                           | CUSIP: 3137HJZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4435000 | PA      | $4517747.34   | 0.24%             | 2030-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| FHMS K546 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K546 A2                                                                           | CUSIP: 3137HN4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1335000 | PA      | $1338516.12   | 0.07%             | 2030-05-25      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FHMS K547 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K547 A2                                                                           | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3115000 | PA      | $3128887.60   | 0.17%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHMS K548 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K548 A2                                                                           | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1755000 | PA      | $1756296.07   | 0.09%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHMS K549 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K549 A2                                                                           | CUSIP: 3137HNNC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1325000 | PA      | $1327980.19   | 0.07%             | 2030-09-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FHMS K550 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K550 A2                                                                           | CUSIP: 3137HNWH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1430000 | PA      | $1422639.36   | 0.08%             | 2030-10-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| FHMS K554 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K554 A2                                                                           | CUSIP: 3137HPUA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2205000 | PA      | $2197969.58   | 0.12%             | 2030-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FHMS K558 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K558 A2                                                                           | CUSIP: 3137HQSV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1805000 | PA      | $1792679.79   | 0.10%             | 2031-03-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| FHMS K560 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K560 A2                                                                           | CUSIP: 3137HRKP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1280000 | PA      | $1260268.88   | 0.07%             | 2031-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHMS K753 A2                             | FHLMC MULTIFAMILY STRUCTURED P FHMS K753 A2                                                                           | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730000 | PA      | $732191.02    | 0.04%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                  | FIDELITY NATL FINANCIAL SR UNSECURED 08/28 4.5                                                                        | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69649.06     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                  | FIDELITY NATL INFO SERV SR UNSECURED 03/31 4.8                                                                        | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1685369.26   | 0.09%             | 2031-03-10      | Fixed         | 4.80%                 | 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        |   1780000 | PA      | $1752159.70   | 0.09%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR                                                                            | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46609.51     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP SR UNSECURED 09/30 VAR                                                                            | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30094.20     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIGRE 2026-HF3 A1A 144A                  | FIGRE TRUST FIGRE 2026 HF3 A1A 144A                                                                                   | CUSIP: 31684WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1201806 | PA      | $1202435.80   | 0.06%             | 2056-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                 | FIRST AMERICAN FINANCIAL SR UNSECURED 09/34 5.45                                                                      | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472744.51    | 0.03%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO 144A              | FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 01/29 4.3                                                                  | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74714.54     | 0.00%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                 | FIRSTENERGY TRANSMISSION SR UNSECURED 01/35 5                                                                         | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73944.52     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 03/28 5.45                                                                                    | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518778.61   | 0.08%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 07/26 3.2                                                                                     | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39923.38     | 0.00%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 08/28 5.375                                                                                   | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811249.86    | 0.04%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 08/34 5.15                                                                                    | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350426.19    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC SR UNSECURED 10/28 4.2                                                                                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    910000 | PA      | $899930.76    | 0.05%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F1VE 2023-V1 A3                          | FIVE 2023 V1 F1VE 2023 V1 A3                                                                                          | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50815.98     | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AI1193 FN 04/41 FIXED 4.5                                                                                   | CUSIP: 3138AEKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23311 | PA      | $23102.52     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AS6520 FN 01/46 FIXED 3.5                                                                                   | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35040 | PA      | $32541.31     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AS8496 FN 01/47 FIXED 3.5                                                                                   | CUSIP: 3138WJNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80134 | PA      | $74419.30     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AS9668 FN 05/47 FIXED 4                                                                                     | CUSIP: 3138WKW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68297 | PA      | $64969.81     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL AS9760 FN 06/47 FIXED 4.5                                                                                   | CUSIP: 3138WKZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38331 | PA      | $37532.00     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BM3799 FN 08/47 FIXED VAR                                                                                   | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177458 | PA      | $160138.45    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BM4897 FN 12/46 FIXED VAR                                                                                   | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62712 | PA      | $59024.14     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL BO7256 FN 01/35 FIXED 3                                                                                     | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24212 | PA      | $23271.10     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BQ9374 FN 01/51 FIXED 2.5                                                                                   | CUSIP: 3140KVMY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97690 | PA      | $81991.98     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BU5836 FN 11/51 FIXED 2                                                                                     | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348286 | PA      | $283743.55    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BV4119 FN 03/52 FIXED 2.5                                                                                   | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67772 | PA      | $57108.15     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BY0545 FN 05/53 FIXED 5                                                                                     | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54154 | PA      | $53628.35     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL BY4131 FN 07/53 FIXED 5                                                                                     | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70893 | PA      | $70089.89     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA1354 FN 03/48 FIXED 3.5                                                                                   | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26190 | PA      | $24229.14     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA1706 FN 05/48 FIXED 4.5                                                                                   | CUSIP: 3140Q83Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1076254 | PA      | $1055935.06   | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA1951 FN 07/48 FIXED 4                                                                                     | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52231 | PA      | $49609.32     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA2639 FN 11/48 FIXED 4.5                                                                                   | CUSIP: 3140Q94Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910903 | PA      | $893705.22    | 0.05%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA4794 FN 12/49 FIXED 3                                                                                     | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102103 | PA      | $90740.19     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL CA5065 FN 01/35 FIXED 3                                                                                     | CUSIP: 3140QCTX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30838 | PA      | $29625.44     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA5368 FN 03/50 FIXED 4                                                                                     | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16022 | PA      | $15198.60     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL CA5466 FN 04/35 FIXED 3                                                                                     | CUSIP: 3140QDCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18102 | PA      | $17355.84     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA5540 FN 04/50 FIXED 3                                                                                     | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24630 | PA      | $22005.97     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CA7026 FN 09/50 FIXED 2.5                                                                                   | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215345 | PA      | $184994.95    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB0414 FN 05/51 FIXED 2.5                                                                                   | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5706330 | PA      | $4845866.48   | 0.26%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB0498 FN 05/51 FIXED 2                                                                                     | CUSIP: 3140QKRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2023107 | PA      | $1634187.92   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB0511 FN 05/51 FIXED 2.5                                                                                   | CUSIP: 3140QKR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447122 | PA      | $379699.61    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1109 FN 07/51 FIXED 2                                                                                     | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941886 | PA      | $763676.08    | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1280 FN 08/51 FIXED 2.5                                                                                   | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37960 | PA      | $32201.06     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1371 FN 08/51 FIXED 2.5                                                                                   | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398115 | PA      | $338861.80    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1624 FN 09/51 FIXED 2.5                                                                                   | CUSIP: 3140QLYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211442 | PA      | $179296.02    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1783 FN 10/51 FIXED 2.5                                                                                   | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38812 | PA      | $33010.97     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB1866 FN 10/51 FIXED 2.5                                                                                   | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36540 | PA      | $31079.37     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2542 FN 01/52 FIXED 2.5                                                                                   | CUSIP: 3140QMZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33701 | PA      | $28632.92     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2610 FN 01/52 FIXED 2                                                                                     | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1772446 | PA      | $1437017.34   | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2635 FN 01/52 FIXED 2.5                                                                                   | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73766 | PA      | $62437.03     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2638 FN 01/52 FIXED 2.5                                                                                   | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261074 | PA      | $221731.80    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2766 FN 02/52 FIXED 2                                                                                     | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50214 | PA      | $40734.56     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2804 FN 02/52 FIXED 2.5                                                                                   | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47395 | PA      | $40370.89     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB2848 FN 02/52 FIXED 2                                                                                     | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55573 | PA      | $45081.40     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3102 FN 03/52 FIXED 2                                                                                     | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1807703 | PA      | $1464841.10   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3236 FN 03/52 FIXED 3                                                                                     | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51625 | PA      | $45664.59     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3254 FN 03/52 FIXED 3.5                                                                                   | CUSIP: 3140QNTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3033497 | PA      | $2791336.71   | 0.15%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3361 FN 04/52 FIXED 3                                                                                     | CUSIP: 3140QNWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349861 | PA      | $307908.37    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB3777 FN 05/52 FIXED 3.5                                                                                   | CUSIP: 3140QPFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261903 | PA      | $240995.99    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL CB3944 FN 06/37 FIXED 2.5                                                                                   | CUSIP: 3140QPL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28828 | PA      | $27121.69     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB4115 FN 07/52 FIXED 3.5                                                                                   | CUSIP: 3140QPSD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159486 | PA      | $145443.49    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB5294 FN 11/52 FIXED 5.5                                                                                   | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110070 | PA      | $111517.59    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB5306 FN 12/52 FIXED 6                                                                                     | CUSIP: 3140QQ3Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161026 | PA      | $167295.68    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB5702 FN 02/53 FIXED 6                                                                                     | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64000 | PA      | $66640.26     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB7120 FN 09/53 FIXED 6                                                                                     | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44285 | PA      | $45602.82     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB7982 FN 02/54 FIXED 5.5                                                                                   | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32226 | PA      | $32635.10     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8485 FN 05/54 FIXED 5.5                                                                                   | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38350 | PA      | $38822.66     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8505 FN 05/54 FIXED 6.5                                                                                   | CUSIP: 3140QUNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83827 | PA      | $87618.79     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8772 FN 06/54 FIXED 6                                                                                     | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60891 | PA      | $62563.34     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB8851 FN 07/54 FIXED 6                                                                                     | CUSIP: 3140QUZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324751 | PA      | $336568.01    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9011 FN 08/54 FIXED 6                                                                                     | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95042 | PA      | $97869.78     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9219 FN 09/54 FIXED 6                                                                                     | CUSIP: 3140QVG57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7333613 | PA      | $7535049.04   | 0.40%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9328 FN 10/54 FIXED 5.5                                                                                   | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60603 | PA      | $61397.60     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9649 FN 12/54 FIXED 5                                                                                     | CUSIP: 3140QVWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957201 | PA      | $950131.91    | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CB9932 FN 02/55 FIXED 5.5                                                                                   | CUSIP: 3140QWBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1239475 | PA      | $1252859.39   | 0.07%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC0375 FN 05/55 FIXED 6                                                                                     | CUSIP: 3140Y6MZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717027 | PA      | $736259.44    | 0.04%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC0603 FN 06/55 FIXED 6.5                                                                                   | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999838 | PA      | $1042916.07   | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC0749 FN 07/55 FIXED 6.5                                                                                   | CUSIP: 3140Y6ZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1273684 | PA      | $1324967.56   | 0.07%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC1020 FN 09/55 FIXED 5.5                                                                                   | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2958972 | PA      | $2993802.86   | 0.16%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC1042 FN 09/55 FIXED 6                                                                                     | CUSIP: 3140Y7EQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2746214 | PA      | $2816366.36   | 0.15%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC1685 FN 12/55 FIXED 5                                                                                     | CUSIP: 3140Y72T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4353840 | PA      | $4318521.73   | 0.23%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL CC2217 FN 03/56 FIXED 5                                                                                     | CUSIP: 3140Y8PB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5190627 | PA      | $5148456.20   | 0.27%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL DC8257 FN 01/55 FIXED 5.5                                                                                   | CUSIP: 3140AWE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350490 | PA      | $353783.23    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL DC8291 FN 01/55 FIXED 5                                                                                     | CUSIP: 3140AWF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1550707 | PA      | $1538160.00   | 0.08%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL DE2698 FN 07/55 FIXED 6.5                                                                                   | CUSIP: 3140BE7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199066 | PA      | $208111.33    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA0116 FN 08/53 FIXED VAR                                                                                   | CUSIP: 3140W0DW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808602 | PA      | $744052.53    | 0.04%             | 2053-08-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FA0261 FN 01/37 FIXED VAR                                                                                   | CUSIP: 3140W0JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93887 | PA      | $91321.26     | 0.00%             | 2037-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA0364 FN 01/55 FIXED VAR                                                                                   | CUSIP: 3140W0MN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1571781 | PA      | $1617176.74   | 0.09%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA0436 FN 06/52 FIXED VAR                                                                                   | CUSIP: 3140W0PW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494303 | PA      | $439258.74    | 0.02%             | 2052-06-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA0522 FN 08/52 FIXED VAR                                                                                   | CUSIP: 3140W0SL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256440 | PA      | $1117298.85   | 0.06%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FA1256 FN 08/37 FIXED VAR                                                                                   | CUSIP: 3140W1ME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894917 | PA      | $881681.46    | 0.05%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA2899 FN 10/55 FIXED VAR                                                                                   | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739075 | PA      | $746995.23    | 0.04%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA3601 FN 11/55 FIXED VAR                                                                                   | CUSIP: 3140W4AB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1446062 | PA      | $1491114.03   | 0.08%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA3678 FN 03/55 FIXED VAR                                                                                   | CUSIP: 3140W4CQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2538203 | PA      | $2568000.53   | 0.14%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA3746 FN 11/55 FIXED VAR                                                                                   | CUSIP: 3140W4EU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193813 | PA      | $191351.62    | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FA3758 FN 11/55 FIXED VAR                                                                                   | CUSIP: 3140W4E86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119988 | PA      | $118904.33    | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM1455 FN 07/30 FIXED VAR                                                                                   | CUSIP: 3140X4TM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37149 | PA      | $36427.49     | 0.00%             | 2030-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM2333 FN 02/50 FIXED VAR                                                                                   | CUSIP: 3140X5SX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35352 | PA      | $32380.76     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM3162 FN 11/46 FIXED VAR                                                                                   | CUSIP: 3140X6QQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118599 | PA      | $108162.26    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM3229 FN 02/47 FIXED VAR                                                                                   | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38274 | PA      | $36000.46     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM3462 FN 12/33 FIXED VAR                                                                                   | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22871 | PA      | $22443.09     | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM3978 FN 07/50 FIXED VAR                                                                                   | CUSIP: 3140X7M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30902 | PA      | $29423.81     | 0.00%             | 2050-07-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM4386 FN 07/47 FIXED VAR                                                                                   | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50082 | PA      | $50661.97     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM4969 FN 12/50 FIXED VAR                                                                                   | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6203602 | PA      | $5062564.31   | 0.27%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM6264 FN 02/36 FIXED VAR                                                                                   | CUSIP: 3140X96A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2052948 | PA      | $1968317.35   | 0.10%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM6300 FN 05/44 FIXED VAR                                                                                   | CUSIP: 3140XAAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50285 | PA      | $51833.78     | 0.00%             | 2044-05-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM6627 FN 09/49 FIXED VAR                                                                                   | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28647 | PA      | $28134.65     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM7293 FN 05/51 FIXED VAR                                                                                   | CUSIP: 3140XBC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439691 | PA      | $374658.06    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM8422 FN 08/51 FIXED VAR                                                                                   | CUSIP: 3140XCLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50815 | PA      | $42629.87     | 0.00%             | 2051-08-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM8543 FN 11/44 FIXED VAR                                                                                   | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38168 | PA      | $38616.75     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM8732 FN 09/36 FIXED VAR                                                                                   | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43278 | PA      | $39881.56     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FM9037 FN 05/32 FIXED VAR                                                                                   | CUSIP: 3140XDBF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15174 | PA      | $14683.63     | 0.00%             | 2032-05-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9140 FN 04/48 FIXED VAR                                                                                   | CUSIP: 3140XDEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69597 | PA      | $69002.40     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9221 FN 10/51 FIXED VAR                                                                                   | CUSIP: 3140XDG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43709 | PA      | $41206.91     | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9501 FN 11/51 FIXED VAR                                                                                   | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1863750 | PA      | $1588682.61   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9704 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87784 | PA      | $71272.18     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FM9806 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265308 | PA      | $225492.16    | 0.01%             | 2051-12-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS0733 FN 02/52 FIXED VAR                                                                                   | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44582 | PA      | $36289.21     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS0838 FN 01/52 FIXED VAR                                                                                   | CUSIP: 3140XF4Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13312 | PA      | $12284.86     | 0.00%             | 2052-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FS1153 FN 04/37 FIXED VAR                                                                                   | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123429 | PA      | $116114.85    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS1448 FN 04/52 FIXED VAR                                                                                   | CUSIP: 3140XGTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92947 | PA      | $87677.27     | 0.00%             | 2052-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS1456 FN 12/48 FIXED VAR                                                                                   | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291838 | PA      | $262265.06    | 0.01%             | 2048-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS1618 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22696 | PA      | $18391.50     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FS2037 FN 05/37 FIXED VAR                                                                                   | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440027 | PA      | $394235.72    | 0.02%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS2040 FN 02/52 FIXED VAR                                                                                   | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4181549 | PA      | $3366502.56   | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS2041 FN 08/51 FIXED VAR                                                                                   | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130508 | PA      | $105297.60    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS2477 FN 05/52 FIXED VAR                                                                                   | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169149 | PA      | $143921.17    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS2599 FN 12/51 FIXED VAR                                                                                   | CUSIP: 3140XH3H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159777 | PA      | $142004.95    | 0.01%             | 2051-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS3820 FN 01/53 FIXED VAR                                                                                   | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51925 | PA      | $53985.64     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS3871 FN 03/50 FIXED VAR                                                                                   | CUSIP: 3140XKJR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87532 | PA      | $86055.77     | 0.00%             | 2050-03-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS4283 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XKXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35703 | PA      | $30286.10     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL FS4331 FN 07/40 FIXED VAR                                                                                   | CUSIP: 3140XKY53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176047 | PA      | $165030.22    | 0.01%             | 2040-07-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL FS4477 FN 05/37 FIXED VAR                                                                                   | CUSIP: 3140XK6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370457 | PA      | $348777.66    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS4639 FN 05/53 FIXED VAR                                                                                   | CUSIP: 3140XLEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277771 | PA      | $1324290.50   | 0.07%             | 2053-05-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL FS5191 FN 08/42 FIXED VAR                                                                                   | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209475 | PA      | $181160.41    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS5342 FN 07/53 FIXED VAR                                                                                   | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176540 | PA      | $178557.59    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS5555 FN 07/52 FIXED VAR                                                                                   | CUSIP: 3140XME51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531860 | PA      | $485071.95    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS6257 FN 06/53 FIXED VAR                                                                                   | CUSIP: 3140XM5T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1954232 | PA      | $1844540.74   | 0.10%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS6599 FN 09/52 FIXED VAR                                                                                   | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1798850 | PA      | $1640462.24   | 0.09%             | 2052-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS6997 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XNX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193026 | PA      | $171069.07    | 0.01%             | 2052-03-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS7303 FN 07/53 FIXED VAR                                                                                   | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49806 | PA      | $49400.63     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS7886 FN 04/54 FIXED VAR                                                                                   | CUSIP: 3140XPXQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1731695 | PA      | $1716473.12   | 0.09%             | 2054-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS8014 FN 05/54 FIXED VAR                                                                                   | CUSIP: 3140XP3Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2555037 | PA      | $2535435.30   | 0.13%             | 2054-05-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS8081 FN 10/53 FIXED VAR                                                                                   | CUSIP: 3140XP6T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042933 | PA      | $1054278.03   | 0.06%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS9627 FN 09/54 FIXED VAR                                                                                   | CUSIP: 3140XRVV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490030 | PA      | $511763.41    | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL FS9707 FN 03/52 FIXED VAR                                                                                   | CUSIP: 3140XRYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3567206 | PA      | $3037384.97   | 0.16%             | 2052-03-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL FS9713 FN 06/42 FIXED VAR                                                                                   | CUSIP: 3140XRYK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132925 | PA      | $127724.61    | 0.01%             | 2042-06-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA3027 FN 06/47 FIXED 4                                                                                     | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86157 | PA      | $81960.11     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA3210 FN 12/47 FIXED 3.5                                                                                   | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78006 | PA      | $72069.88     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA3238 FN 01/48 FIXED 3.5                                                                                   | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77640 | PA      | $71731.84     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA3248 FN 01/33 FIXED 3.5                                                                                   | CUSIP: 31418CTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23800 | PA      | $23342.97     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA3385 FN 06/48 FIXED 4.5                                                                                   | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36867 | PA      | $36078.84     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4158 FN 10/50 FIXED 2                                                                                     | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30422 | PA      | $24641.82     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4208 FN 12/50 FIXED 2                                                                                     | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2055625 | PA      | $1663600.50   | 0.09%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4237 FN 01/51 FIXED 2                                                                                     | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191588 | PA      | $154983.87    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4255 FN 02/51 FIXED 2                                                                                     | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134978 | PA      | $109142.13    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4281 FN 03/51 FIXED 2                                                                                     | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128831 | PA      | $104124.84    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4305 FN 04/51 FIXED 2                                                                                     | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24284 | PA      | $19618.84     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4325 FN 05/51 FIXED 2                                                                                     | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    693842 | PA      | $560783.82    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4333 FN 05/41 FIXED 2                                                                                     | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974143 | PA      | $1718389.88   | 0.09%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4379 FN 07/51 FIXED 2.5                                                                                   | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66147 | PA      | $55933.87     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4413 FN 09/51 FIXED 2                                                                                     | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2541719 | PA      | $2048961.71   | 0.11%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4437 FN 10/51 FIXED 2                                                                                     | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16947069 | PA      | $13655664.47  | 0.72%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4441 FN 10/36 FIXED 1.5                                                                                   | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2049775 | PA      | $1837885.51   | 0.10%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4465 FN 11/51 FIXED 2                                                                                     | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598394 | PA      | $1287400.79   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4492 FN 12/51 FIXED 2                                                                                     | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13139316 | PA      | $10578266.94  | 0.56%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4496 FN 12/36 FIXED 1.5                                                                                   | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2848086 | PA      | $2553015.19   | 0.14%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4512 FN 01/52 FIXED 2.5                                                                                   | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18779 | PA      | $15844.40     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4514 FN 01/52 FIXED 3.5                                                                                   | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44758 | PA      | $41003.21     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4519 FN 01/42 FIXED 1.5                                                                                   | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51339 | PA      | $43166.31     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4547 FN 02/52 FIXED 2                                                                                     | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5153878 | PA      | $4149080.12   | 0.22%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4548 FN 02/52 FIXED 2.5                                                                                   | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1579458 | PA      | $1332165.10   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4562 FN 03/52 FIXED 2                                                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118845 | PA      | $95358.46     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4567 FN 03/37 FIXED 2                                                                                     | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9410110 | PA      | $8624277.96   | 0.46%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4578 FN 04/52 FIXED 2.5                                                                                   | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10615573 | PA      | $8945272.00   | 0.47%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4582 FN 04/37 FIXED 2                                                                                     | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37052 | PA      | $33957.97     | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4586 FN 04/42 FIXED 2                                                                                     | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3300680 | PA      | $2857298.28   | 0.15%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4600 FN 05/52 FIXED 3.5                                                                                   | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3785906 | PA      | $3461211.67   | 0.18%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4601 FN 05/37 FIXED 1.5                                                                                   | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40918 | PA      | $36660.22     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4602 FN 05/37 FIXED 2                                                                                     | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70424 | PA      | $64542.83     | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA4604 FN 05/37 FIXED 3                                                                                     | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1282914 | PA      | $1222600.98   | 0.06%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4624 FN 06/52 FIXED 3                                                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5229219 | PA      | $4590616.77   | 0.24%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4625 FN 06/52 FIXED 3.5                                                                                   | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3364812 | PA      | $3068806.70   | 0.16%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4632 FN 06/42 FIXED 3                                                                                     | CUSIP: 31418EEE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58771 | PA      | $53915.98     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4653 FN 07/52 FIXED 3                                                                                     | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481175 | PA      | $422750.87    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4654 FN 07/52 FIXED 3.5                                                                                   | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1931733 | PA      | $1761796.48   | 0.09%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FNMA POOL MA4660 FN 07/42 FIXED 3                                                                                     | CUSIP: 31418EFA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59863 | PA      | $54917.74     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4732 FN 09/52 FIXED 4                                                                                     | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3969641 | PA      | $3742072.63   | 0.20%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4737 FN 08/52 FIXED 5                                                                                     | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678023 | PA      | $672486.44    | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4761 FN 09/52 FIXED 5                                                                                     | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4861 | PA      | $4825.36      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4782 FN 10/52 FIXED 3.5                                                                                   | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3514257 | PA      | $3208285.30   | 0.17%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4783 FN 10/52 FIXED 4                                                                                     | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817079 | PA      | $769661.46    | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4868 FN 01/53 FIXED 5                                                                                     | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170509 | PA      | $169270.30    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA4941 FN 03/53 FIXED 5.5                                                                                   | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1833467 | PA      | $1852299.11   | 0.10%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5038 FN 06/53 FIXED 5                                                                                     | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3022946 | PA      | $2993617.00   | 0.16%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5070 FN 07/53 FIXED 4.5                                                                                   | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2706753 | PA      | $2616512.57   | 0.14%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5071 FN 07/53 FIXED 5                                                                                     | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23855 | PA      | $23623.26     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5191 FN 11/53 FIXED 6                                                                                     | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328730 | PA      | $336292.43    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5296 FN 03/54 FIXED 5.5                                                                                   | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1678746 | PA      | $1691983.03   | 0.09%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5327 FN 04/54 FIXED 5                                                                                     | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367210 | PA      | $362505.30    | 0.02%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5420 FN 07/54 FIXED 5.5                                                                                   | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522629 | PA      | $526027.30    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5529 FN 11/54 FIXED 4.5                                                                                   | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5328006 | PA      | $5133086.80   | 0.27%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FNMA POOL MA5533 FN 11/39 FIXED 4                                                                                     | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796708 | PA      | $780002.40    | 0.04%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5584 FN 01/55 FIXED 4.5                                                                                   | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142136 | PA      | $1100352.34   | 0.06%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5675 FN 04/55 FIXED 6.5                                                                                   | CUSIP: 31418FJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003761 | PA      | $1039314.14   | 0.06%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5702 FN 05/55 FIXED 6.5                                                                                   | CUSIP: 31418FKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418675 | PA      | $433504.83    | 0.02%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5792 FN 08/55 FIXED 5.5                                                                                   | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1846302 | PA      | $1856506.79   | 0.10%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FNMA POOL MA5971 FN 02/56 FIXED 5                                                                                     | CUSIP: 31418FT56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1074862 | PA      | $1059545.19   | 0.06%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAY                       | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1310000 | PA      | $1200253.44   | 0.06%             | 2044-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAY                       | FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4480000 | PA      | $4213807.36   | 0.22%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6330000 | PA      | $5064500.07   | 0.27%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    905000 | PA      | $757802.66    | 0.04%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2410000 | PA      | $2109822.45   | 0.11%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3150000 | PA      | $2868106.50   | 0.15%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4425000 | PA      | $4150384.50   | 0.22%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380000 | PA      | $365549.74    | 0.02%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5250000 | PA      | $5172567.75   | 0.27%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1870000 | PA      | $1879443.50   | 0.10%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                                                                               | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3810000 | PA      | $3888943.20   | 0.21%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAY                       | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                                                                             | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2150000 | PA      | $2230087.50   | 0.12%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 144A                      | FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A                                                                    | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101027.87    | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR COMPANY SR UNSECURED 01/43 4.75                                                                            | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $123199.94    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                            | FORD MOTOR COMPANY SR UNSECURED 07/31 7.45                                                                            | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76063.69     | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR COMPANY SR UNSECURED 10/28 6.625                                                                           | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227856.26    | 0.01%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR COMPANY SR UNSECURED 11/46 7.4                                                                             | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    830000 | PA      | $854366.81    | 0.05%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR COMPANY SR UNSECURED 12/26 4.346                                                                           | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    480000 | PA      | $478507.30    | 0.03%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1313244.62   | 0.07%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/33 7.122                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212154.61    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                             | FORTINET INC SR UNSECURED 03/31 2.2                                                                                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $943312.54    | 0.05%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FCBSL 2023-2A A1R 144A                   | FORTRESS CREDIT BSL LIMITED FCBSL 2023 2A A1R 144A                                                                    | CUSIP: 34966BAN6<br>LEI: 2549008HR79TDG6LYY87 | Long             | ABS-O            | CORP              | JE        |   3825000 | PA      | $3827092.28   | 0.20%             | 2036-07-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A               | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/32 6.15                                                                      | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210522.42    | 0.01%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A               | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/37 6.2                                                                       | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2741502.50   | 0.15%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA7 M1 144A                  | FREDDIE MAC   STACR STACR 2021 DNA7 M1 144A                                                                           | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |      3283 | PA      | $3280.47      | 0.00%             | 2041-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| STACR 2024-HQA2 A1 144A                  | FREDDIE MAC   STACR STACR 2024 HQA2 A1 144A                                                                           | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    837200 | PA      | $840591.01    | 0.04%             | 2044-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                  | FREDDIE MAC   STACR STACR 2025 DNA3 M1 144A                                                                           | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1058041 | PA      | $1058067.79   | 0.06%             | 2045-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 A1 144A                  | FREDDIE MAC   STACR STACR 2025 HQA1 A1 144A                                                                           | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     96500 | PA      | $96611.16     | 0.01%             | 2045-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT MCMORAN INC COMPANY GUAR 03/28 4.125                                                                         | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238696.15    | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT MCMORAN INC COMPANY GUAR 03/43 5.45                                                                          | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    850000 | PA      | $811618.22    | 0.04%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT MCMORAN INC COMPANY GUAR 08/30 4.625                                                                         | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368706.03    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FULTON CNTY GA BABS                      | FULTON CNTY GA FUL 07/39 FIXED 5.148                                                                                  | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205035.51    | 0.01%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM5 A1 144A                   | GCAT GCAT 2021 NQM5 A1 144A                                                                                           | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52487 | PA      | $44218.76     | 0.00%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                   | GCAT GCAT 2025 NQM1 A1 144A                                                                                           | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490290 | PA      | $491211.63    | 0.03%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 A1 144A                   | GCAT GCAT 2025 NQM4 A1 144A                                                                                           | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772147 | PA      | $1780654.27   | 0.09%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                           | GE VERNOVA INC SR UNSECURED 02/36 4.875                                                                               | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2298402.42   | 0.12%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                    | GENERAL DYNAMICS CORP COMPANY GUAR 04/40 4.25                                                                         | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $941897.34    | 0.05%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                    | GENERAL DYNAMICS CORP COMPANY GUAR 05/28 3.75                                                                         | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208575.31    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CAPITAL CORP            | GENERAL ELECTRIC CO SR UNSECURED 03/32 6.75                                                                           | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $510969.12    | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO SR UNSECURED 10/28 5                                                                                | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80696.21     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO SR UNSECURED 10/43 6.25                                                                             | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    940000 | PA      | $929638.37    | 0.05%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO COMPANY GUAR 01/27 4.35                                                                        | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139834.31    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO COMPANY GUAR 10/26 4                                                                           | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    770000 | PA      | $768908.59    | 0.04%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 01/29 5.8                                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514436.73    | 0.03%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 01/36 5.45                                                                        | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163818.42    | 0.01%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 02/27 2.35                                                                        | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236053.67    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 04/27 5                                                                           | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241413.26    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 04/28 2.4                                                                         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124977.86    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 06/26 1.5                                                                         | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129605.78    | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINL CO SR UNSECURED 06/28 5.8                                                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122877.45    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GFORT 2025-1A B 144A                     | GENERAL MOTORS GFORT 2025 1A B 144A                                                                                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1405732.02   | 0.07%             | 2029-03-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GFORT 2025-2A B 144A                     | GENERAL MOTORS GFORT 2025 2A B 144A                                                                                   | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1377361.56   | 0.07%             | 2030-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                         | GEORGIA POWER CO SR UNSECURED 05/33 4.95                                                                              | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100732.38    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                           | GLOBE LIFE INC SR UNSECURED 09/28 4.55                                                                                | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359290.48    | 0.02%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                           | GLOBE LIFE INC SR UNSECURED 09/34 5.85                                                                                | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    680000 | PA      | $702816.65    | 0.04%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                  | GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625                                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $873841.68    | 0.05%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 A4                          | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A4                                                                        | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251499.48    | 0.01%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GMCAR 2025-1 A3                          | GM FINANCIAL SECURITIZED TERM GMCAR 2025 1 A3                                                                         | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40218.54     | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GMCAR 2025-1 A4                          | GM FINANCIAL SECURITIZED TERM GMCAR 2025 1 A4                                                                         | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45438.24     | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL 004833 G2 10/40 FIXED 4                                                                                  | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37826 | PA      | $36429.40     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL 786366 G2 08/52 FIXED 4.5                                                                                | CUSIP: 3622AB6B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250144 | PA      | $1205705.97   | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL BD0384 G2 10/47 FIXED 3.5                                                                                | CUSIP: 3617BFM90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87808 | PA      | $80993.45     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA2891 G2 06/45 FIXED 3                                                                                  | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57577 | PA      | $52056.17     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA3033 G2 08/45 FIXED 3                                                                                  | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19192 | PA      | $17351.42     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA3736 G2 06/46 FIXED 3.5                                                                                | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129008 | PA      | $119367.01    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA3803 G2 07/46 FIXED 3.5                                                                                | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1181096 | PA      | $1090697.69   | 0.06%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA3937 G2 09/46 FIXED 3.5                                                                                | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263763 | PA      | $243575.47    | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4003 G2 10/46 FIXED 3                                                                                  | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    484002 | PA      | $436671.93    | 0.02%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4126 G2 12/46 FIXED 3                                                                                  | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33231 | PA      | $29981.23     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4655 G2 08/47 FIXED 5                                                                                  | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46585 | PA      | $47372.46     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4780 G2 10/47 FIXED 4.5                                                                                | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7191 | PA      | $7063.18      | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4839 G2 11/47 FIXED 4.5                                                                                | CUSIP: 36179TLU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33791 | PA      | $33187.89     | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA4900 G2 12/47 FIXED 3.5                                                                                | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3378347 | PA      | $3116584.53   | 0.17%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5019 G2 02/48 FIXED 3.5                                                                                | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61030 | PA      | $56301.28     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5020 G2 02/48 FIXED 4                                                                                  | CUSIP: 36179TSH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26112 | PA      | $24893.68     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5079 G2 03/48 FIXED 4.5                                                                                | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7989 | PA      | $7846.68      | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5191 G2 05/48 FIXED 3.5                                                                                | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3118670 | PA      | $2877028.22   | 0.15%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5265 G2 06/48 FIXED 4.5                                                                                | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        70 | PA      | $68.79        | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5399 G2 08/48 FIXED 4.5                                                                                | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6846 | PA      | $6714.79      | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA5711 G2 01/49 FIXED 4.5                                                                                | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11188 | PA      | $10973.37     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA5988 G2 06/49 FIXED 5                                                                                  | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418979 | PA      | $422190.81    | 0.02%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA6209 G2 10/49 FIXED 3                                                                                  | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16640 | PA      | $14592.70     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA6464 G2 02/50 FIXED 3                                                                                  | CUSIP: 36179VFD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5075 | PA      | $4450.55      | 0.00%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA6531 G2 03/50 FIXED 3                                                                                  | CUSIP: 36179VHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20636 | PA      | $18097.66     | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA6543 G2 03/50 FIXED 4                                                                                  | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20215 | PA      | $19196.70     | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA6770 G2 07/50 FIXED 5                                                                                  | CUSIP: 36179VQX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33657 | PA      | $34140.25     | 0.00%             | 2050-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA6819 G2 08/50 FIXED 2.5                                                                                | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22919 | PA      | $19657.73     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7135 G2 01/51 FIXED 2                                                                                  | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327636 | PA      | $269964.56    | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7312 G2 04/51 FIXED 2.5                                                                                | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62125 | PA      | $53236.50     | 0.00%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7472 G2 07/51 FIXED 2.5                                                                                | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7267681 | PA      | $6227844.47   | 0.33%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7533 G2 08/51 FIXED 2                                                                                  | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3862550 | PA      | $3182812.04   | 0.17%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7589 G2 09/51 FIXED 2.5                                                                                | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56630 | PA      | $48527.50     | 0.00%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7649 G2 10/51 FIXED 2.5                                                                                | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7810127 | PA      | $6692678.57   | 0.36%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7766 G2 12/51 FIXED 2                                                                                  | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119933 | PA      | $98826.68     | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7767 G2 12/51 FIXED 2.5                                                                                | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46133 | PA      | $39532.08     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7826 G2 01/52 FIXED 2                                                                                  | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9052063 | PA      | $7459065.94   | 0.40%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7935 G2 03/52 FIXED 2                                                                                  | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1289507 | PA      | $1062547.23   | 0.06%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7936 G2 03/52 FIXED 2.5                                                                                | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3332761 | PA      | $2855966.52   | 0.15%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7937 G2 03/52 FIXED 3                                                                                  | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553896 | PA      | $493203.31    | 0.03%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7987 G2 04/52 FIXED 2.5                                                                                | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3348079 | PA      | $2869092.93   | 0.15%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA7988 G2 04/52 FIXED 3                                                                                  | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8690874 | PA      | $7738578.14   | 0.41%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8015 G2 05/37 FIXED 1.5                                                                                | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32828 | PA      | $29634.96     | 0.00%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8149 G2 07/52 FIXED 3.5                                                                                | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122218 | PA      | $111625.55    | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GNMA II POOL MA8200 G2 08/52 FIXED 4                                                                                  | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463773 | PA      | $437342.77    | 0.02%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8202 G2 08/52 FIXED 5                                                                                  | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35037 | PA      | $35001.06     | 0.00%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8267 G2 09/52 FIXED 4                                                                                  | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    983977 | PA      | $927899.81    | 0.05%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8268 G2 09/52 FIXED 4.5                                                                                | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1516260 | PA      | $1474810.77   | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8271 G2 09/52 FIXED 6                                                                                  | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29127 | PA      | $30057.02     | 0.00%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8346 G2 10/52 FIXED 4                                                                                  | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1012578 | PA      | $954870.38    | 0.05%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8347 G2 10/52 FIXED 4.5                                                                                | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378537 | PA      | $368418.41    | 0.02%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8350 G2 10/52 FIXED 6                                                                                  | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18716 | PA      | $19307.44     | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8426 G2 11/52 FIXED 4                                                                                  | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1237531 | PA      | $1167003.56   | 0.06%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8427 G2 11/52 FIXED 4.5                                                                                | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1934890 | PA      | $1881697.94   | 0.10%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8430 G2 11/52 FIXED 6                                                                                  | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    891526 | PA      | $919386.23    | 0.05%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8492 G2 12/52 FIXED 6                                                                                  | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1497625 | PA      | $1544167.68   | 0.08%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8646 G2 02/53 FIXED 4.5                                                                                | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4302328 | PA      | $4182058.30   | 0.22%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8800 G2 04/53 FIXED 5                                                                                  | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1703146 | PA      | $1699890.66   | 0.09%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8878 G2 05/53 FIXED 5                                                                                  | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    948204 | PA      | $946570.63    | 0.05%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA8946 G2 06/53 FIXED 4.5                                                                                | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1548010 | PA      | $1502723.59   | 0.08%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA9016 G2 07/53 FIXED 5                                                                                  | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1207233 | PA      | $1204456.47   | 0.06%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA9304 G2 11/53 FIXED 5                                                                                  | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1058431 | PA      | $1054382.78   | 0.06%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MA9906 G2 09/54 FIXED 5.5                                                                                | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1820960 | PA      | $1839903.05   | 0.10%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GNMA II POOL MB0091 G2 12/54 FIXED 5                                                                                  | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    762312 | PA      | $757576.17    | 0.04%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAY                          | GNMA II TBA 30 YR 4 JUMBOS                                                                                            | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3810000 | PA      | $3550801.89   | 0.19%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAY                          | GNMA II TBA 30 YR 4.5 JUMBOS                                                                                          | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2990000 | PA      | $2881759.01   | 0.15%             | 2037-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAY                          | GNMA II TBA 30 YR 5 JUMBOS                                                                                            | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3415000 | PA      | $3385846.15   | 0.18%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAY                          | GNMA II TBA 30 YR 5.5 JUMBOS                                                                                          | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9720000 | PA      | $9787262.40   | 0.52%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAY                          | GNMA II TBA 30 YR 6 JUMBOS                                                                                            | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1215000 | PA      | $1238959.80   | 0.07%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                   | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR                                                                         | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120081.25    | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR                                                                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512612.93    | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 02/41 6.25                                                                       | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2049948.49   | 0.11%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR                                                                        | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258161.53    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/30 3.8                                                                        | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136064.45    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR                                                                        | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61791.87     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR                                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135008.77    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 04/35 VAR                                                                        | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62250.25     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR                                                                        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119985.96    | 0.01%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR                                                                        | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386626.98    | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR                                                                        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138557.59    | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR                                                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459662.46    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR                                                                        | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1429242.92   | 0.08%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5                                                                        | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    790000 | PA      | $786821.14    | 0.04%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP INC                    | GOLDMAN SACHS GROUP INC SUBORDINATED 10/37 6.75                                                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16285.03     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAND PKWY TRANSPRTN SUB TXBL TELA SR B  | GRAND PARKWAY TRANSPRTN CORP T GPTTRN 10/52 FIXED 3.236                                                               | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1723751.50   | 0.09%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A                  | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM3 A1 144A                                                                 | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |   1000918 | PA      | $1001262.10   | 0.05%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                 | HACKENSACK MERIDIAN HLTH SR SECURED 07/48 4.211                                                                       | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69217.59     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                    | HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375                                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    620000 | PA      | $614888.15    | 0.03%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                           | HALLIBURTON CO SR UNSECURED 03/30 2.92                                                                                | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471183.21    | 0.03%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HLSY 2022-6A A1R 144A                    | HALSEYPOINT CLO I, LTD. HLSY 2022 6A A1R 144A                                                                         | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1286038.28   | 0.07%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC COMPANY GUAR 02/29 5.875                                                                                      | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2209373.20   | 0.12%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC COMPANY GUAR 03/42 4.375                                                                                      | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16734.61     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC COMPANY GUAR 06/29 4.125                                                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197221.75    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A            | HEALTH CARE SERVICE CORP SR UNSECURED 144A 06/30 2.2                                                                  | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13607.89     | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                 | HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/31 2                                                                         | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104864.00    | 0.01%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                    | HEALTHPEAK OP LLC COMPANY GUAR 01/31 2.875                                                                            | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13789.84     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                    | HEALTHPEAK OP LLC COMPANY GUAR 12/28 2.125                                                                            | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14149.56     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                | HESS CORP SR UNSECURED 02/41 5.6                                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    620000 | PA      | $630988.45    | 0.03%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERADA HESS CORP                        | HESS CORP SR UNSECURED 03/33 7.125                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56767.42     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-2A A 144A                      | HILTON GRAND VACATIONS TRUST HGVT 2025 2A A 144A                                                                      | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    622733 | PA      | $620427.43    | 0.03%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC SR UNSECURED 04/41 5.95                                                                                | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $190332.87    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC SR UNSECURED 06/34 4.95                                                                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    540000 | PA      | $542994.66    | 0.03%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC SR UNSECURED 06/64 5.4                                                                                 | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56171.62     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC SR UNSECURED 12/36 5.875                                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95755.81     | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A                  | HOME OWNER MORTGAGE ENHANCED S HOMES 2025 NQM4 A1 144A                                                                | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870974 | PA      | $1871492.03   | 0.10%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                     | HOWMET AEROSPACE INC SR UNSECURED 01/29 3                                                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57846.78     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                     | HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95                                                                          | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    580000 | PA      | $615200.73    | 0.03%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-1A D 144A                     | HPEFS EQUIPMENT TRUST HPEFS 2024 1A D 144A                                                                            | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1764145.25   | 0.09%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR                                                                              | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1195204.14   | 0.06%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 03/44 VAR                                                                              | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $401586.79    | 0.02%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR                                                                              | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $822350.12    | 0.04%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR                                                                              | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $793364.36    | 0.04%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC SR UNSECURED 09/28 VAR                                                                              | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $256023.69    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL A 144A                      | HUDSON YARDS HY 2025 SPRL A 144A                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745000 | PA      | $762623.50    | 0.04%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL B 144A                      | HUDSON YARDS HY 2025 SPRL B 144A                                                                                      | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1371360.69   | 0.07%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | HUMANA INC SR UNSECURED 03/34 5.95                                                                                    | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51281.14     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | HUMANA INC SR UNSECURED 04/31 5.375                                                                                   | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223019.73    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | HUMANA INC SR UNSECURED 12/28 5.75                                                                                    | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163855.75    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                    | HUNTINGTON BANCSHARES SR UNSECURED 08/29 VAR                                                                          | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51740.67     | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                    | HUNTINGTON BANCSHARES SUBORDINATED 11/39 VAR                                                                          | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213971.02    | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HART 2026-A B                            | HYUNDAI AUTO RECEIVABLES TRUST HART 2026 A B                                                                          | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $478146.51    | 0.03%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/31 4.55                                                                  | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600811.01    | 0.03%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/29 5.35                                                                  | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20359.44     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 4.9                                                                   | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2903140.31   | 0.15%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                 | IBM CORP SR UNSECURED 05/27 1.7                                                                                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234047.22    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                 | IBM CORP SR UNSECURED 05/39 4.15                                                                                      | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207445.83    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                 | IBM CORP SR UNSECURED 08/27 6.22                                                                                      | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1186755.11   | 0.06%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IL ST BAB MUNI ELEC AGY PWR SPLY         | ILLINOIS ST MUNI ELEC AGY PWR ILSPWR 02/35 FIXED 6.832                                                                | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $916086.59    | 0.05%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                             | ING GROEP NV SR UNSECURED 03/35 VAR                                                                                   | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2545486.03   | 0.14%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                             | ING GROEP NV SR UNSECURED 09/34 VAR                                                                                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $211728.82    | 0.01%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                             | ING GROEP NV SR UNSECURED 10/28 4.55                                                                                  | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1290000 | PA      | $1292583.37   | 0.07%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 02/28 4.875                                                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120792.15    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 02/31 5                                                                                       | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161547.64    | 0.01%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 03/27 3.75                                                                                    | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    910000 | PA      | $906509.05    | 0.05%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 03/40 4.6                                                                                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169574.41    | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 05/27 3.15                                                                                    | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237297.95    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP SR UNSECURED 08/28 1.6                                                                                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244139.06    | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                 | INTERCONTINENTALEXCHANGE SR UNSECURED 06/31 5.25                                                                      | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113372.41    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                 | INTERCONTINENTALEXCHANGE SR UNSECURED 06/62 5.2                                                                       | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $715085.11    | 0.04%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                 | INTERCONTINENTALEXCHANGE SR UNSECURED 09/32 1.85                                                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12678.74     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                      | INVITATION HOMES OP COMPANY GUAR 04/32 4.15                                                                           | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114050.94    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                | IQVIA INC SR SECURED 02/29 6.25                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1136449.33   | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                    | JACKSON FINANCIAL INC SR UNSECURED 11/31 3.125                                                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    560000 | PA      | $500817.87    | 0.03%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A            | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9                                                                       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225723.38    | 0.01%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A            | JACKSON NATL LIFE GLOBAL SECURED 144A 06/28 4.7                                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2256830.80   | 0.12%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/29 4.5                                                                        | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60471.81     | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 03/27 1.75                                                                       | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235687.69    | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 03/27 2.35                                                                       | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1499349.36   | 0.08%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 04/34 5.1                                                                        | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203576.63    | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 06/26 2.65                                                                       | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14975.78     | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 07/28 4.95                                                                       | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81338.21     | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/31 4.4                                                                        | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214479.37    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                 | JOHNSON CONTROLS/TYCO FI SR UNSECURED 04/29 5.5                                                                       | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    320000 | PA      | $330155.77    | 0.02%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                 | JOHNSON CONTROLS/TYCO FI SR UNSECURED 09/30 1.75                                                                      | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $169114.30    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                   | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 NINE A 144A                                                                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968000 | PA      | $962131.40    | 0.05%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-HYB1 B4 144A                  | JP MORGAN MORTGAGE TRUST JPMMT 2019 HYB1 B4 144A                                                                      | CUSIP: 46651FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829253 | PA      | $826472.68    | 0.04%             | 2049-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMMT 2023-DSC2 A1 144A                  | JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A                                                                      | CUSIP: 46657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175036 | PA      | $173854.06    | 0.01%             | 2063-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A                  | JP MORGAN MORTGAGE TRUST JPMMT 2025 DSC2 A1 144A                                                                      | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |   1077010 | PA      | $1076564.03   | 0.06%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                  | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM3 A1 144A                                                                      | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2853167 | PA      | $2864587.58   | 0.15%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR                                                                            | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391833.90    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR                                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304375.07    | 0.02%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR                                                                            | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482889.34    | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR                                                                            | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375678.78    | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 04/33 VAR                                                                            | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207141.25    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR                                                                            | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9849.53      | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR                                                                            | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143781.31    | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR                                                                            | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234404.80    | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR                                                                            | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90587.15     | 0.00%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                                                                            | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1372380.33   | 0.07%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                                                                            | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2166355.71   | 0.12%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR                                                                            | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514194.44    | 0.03%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR                                                                            | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1855404.65   | 0.10%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SR UNSECURED 10/40 5.5                                                                            | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764122.16    | 0.04%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SUBORDINATED 05/31 VAR                                                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256507.55    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE + CO SUBORDINATED 06/45 4.95                                                                           | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546738.22    | 0.03%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                 | KAISER FOUNDATION HOSPIT UNSECURED 06/41 2.81                                                                         | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $909527.15    | 0.05%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                 | KAISER FOUNDATION HOSPIT UNSECURED 06/51 3.002                                                                        | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    840000 | PA      | $535762.60    | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY PWR CST RECOVER                 | KENTUCKY PWR CST RECOVER SR SECURED 09/45 5.296                                                                       | CUSIP: 491393AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2369641 | PA      | $2395311.79   | 0.13%             | 2045-09-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC COMPANY GUAR 03/30 5                                                                                       | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713716.02    | 0.04%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC COMPANY GUAR 03/33 4.9                                                                                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553077.83    | 0.03%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC COMPANY GUAR 03/43 5.1                                                                                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56908.02     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC COMPANY GUAR 03/63 5.2                                                                                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80440.08     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                     | KEURIG DR PEPPER INC COMPANY GUAR 05/30 3.2                                                                           | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3292135.39   | 0.17%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | KEYSIGHT TECHNOLOGIES SR UNSECURED 04/27 4.6                                                                          | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120244.89    | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | KEYSIGHT TECHNOLOGIES SR UNSECURED 10/29 3                                                                            | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47603.21     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | KEYSIGHT TECHNOLOGIES SR UNSECURED 10/34 4.95                                                                         | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238376.74    | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                         | KILROY REALTY LP COMPANY GUAR 01/36 6.25                                                                              | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240132.47    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                         | KILROY REALTY LP COMPANY GUAR 08/29 4.25                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145224.74    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                         | KILROY REALTY LP COMPANY GUAR 12/28 4.75                                                                              | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238033.86    | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                     | KRAFT HEINZ FOODS CO COMPANY GUAR 03/32 5.2                                                                           | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3038883.90   | 0.16%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                | KROGER CO SR UNSECURED 09/34 5                                                                                        | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118472.17    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                | KROGER CO SR UNSECURED 10/26 2.65                                                                                     | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1538833.83   | 0.08%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                        | L3HARRIS TECH INC SR UNSECURED 01/27 5.4                                                                              | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413212.18    | 0.02%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                        | L3HARRIS TECH INC SR UNSECURED 06/31 5.25                                                                             | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737672.36    | 0.04%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9                                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202031.84    | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5                                                                           | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129617.64    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP SR UNSECURED 08/29 6                                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61633.00     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                               | LEIDOS INC COMPANY GUAR 02/31 2.3                                                                                     | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1778050.80   | 0.09%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                     | LOCKHEED MARTIN CORP SR UNSECURED 02/34 4.75                                                                          | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499017.74    | 0.03%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA LOCAL GOVT ENVRN LA RESTOR TXBL SR A  | LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 08/39 FIXED 4.475                                                               | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     60000 | PA      | $58501.35     | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                            | LOWE S COS INC SR UNSECURED 04/33 5                                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251532.63    | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                           | LOWE S COS INC SR UNSECURED 04/62 4.45                                                                                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1039192.50   | 0.06%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                      | Long: S45209929 CDS USD R F  1.00000 5745209929FEE CCPCDX/ Short: S45209929 CDS USD P V 03MEVENT 5745209929PRO CCPCDX | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $1113007.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | Long: S64324465 CDS USD R F  1.00000 5564324465FEE CCPCDX/ Short: S64324465 CDS USD P V 03MEVENT 5564324465PRO CCPCDX | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $1494813.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD 2025-11MD A 144A                     | MADISON AVENUE TRUST MAD 2025 11MD A 144A                                                                             | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1473192.89   | 0.08%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1R2 144A                  | MADISON PARK FUNDING LTD MDPK 2019 35A A1R2 144A                                                                      | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4060000 | PA      | $4060682.08   | 0.22%             | 2039-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                   | MANITOBA (PROVINCE OF) SR UNSECURED 07/33 4.3                                                                         | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $246733.39    | 0.01%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                 | MANUF + TRADERS TRUST CO SR UNSECURED 07/28 VAR                                                                       | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    850000 | PA      | $852171.51    | 0.05%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                  | MARATHON PETROLEUM CORP SR UNSECURED 03/35 5.7                                                                        | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2566861.25   | 0.14%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MARS INC 144A                            | MARS INC SR UNSECURED 144A 03/32 5                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028602.04   | 0.11%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                            | MARS INC SR UNSECURED 144A 04/33 4.75                                                                                 | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98975.26     | 0.01%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                 | MARSH + MCLENNAN COS INC SR UNSECURED 03/35 5                                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238515.62    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                 | MARSH + MCLENNAN COS INC SR UNSECURED 11/32 5.75                                                                      | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    340000 | PA      | $356925.44    | 0.02%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45                                                                        | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76998.34     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95                                                                        | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2065759.05   | 0.11%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC COMPANY GUAR 06/28 4.875                                                                       | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121175.00    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC COMPANY GUAR 07/30 4.75                                                                        | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215957.04    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75                                                                        | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72252.24     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MD ST HHEFA UNI MD MED SYS TXBL SR B     | MARYLAND ST HLTH   HGR EDUCTNL MDSMED 07/43 FIXED 4.815                                                               | CUSIP: 574218NE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36965.68     | 0.00%             | 2043-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN 144A            | MASSMUTUAL GLOBAL FUNDIN SECURED 144A 04/27 5.1                                                                       | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222053.85    | 0.01%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                           | MCCORMICK + CO SR UNSECURED 02/29 4.15                                                                                | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1129830.68   | 0.06%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                            | MCKESSON CORP SR UNSECURED 07/28 4.9                                                                                  | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243480.78    | 0.01%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                            | MCKESSON CORP SR UNSECURED 08/26 1.3                                                                                  | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238020.84    | 0.01%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                       | MEDSTAR HEALTH INC SECURED 08/49 3.626                                                                                | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21706.37     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                 | MEMORIAL SLOAN KETTERING SR UNSECURED 07/55 4.2                                                                       | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7979.81      | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                           | MERCK + CO INC SR UNSECURED 05/63 5.15                                                                                | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204602.32    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASH DAV CO TN VANDERBILT SER B | MET GOVT NASHVILLE   DAVIDSONC METHGR 07/52 FIXED 3.235                                                               | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $47914.96     | 0.00%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING 144A            | MET TOWER GLOBAL FUNDING SR SECURED 144A 01/29 4                                                                      | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1003010.12   | 0.05%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DC ARPT DULLES TOLL RD BAB TXBL          | MET WASHINGTON DC ARPTS AUTH D METAPT 10/46 FIXED 7.462                                                               | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $261471.11    | 0.01%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC SR UNSECURED 05/53 5.6                                                                             | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202150.57    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | 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        |   1800000 | PA      | $1599771.20   | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC SR UNSECURED 11/45 5.5                                                                             | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4173439.64   | 0.22%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC JR SUBORDINA 08/69 10.75                                                                                  | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $103698.73    | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC SR UNSECURED 02/41 5.875                                                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226698.26    | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC SR UNSECURED 06/34 6.375                                                                                  | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $240109.44    | 0.01%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC SR UNSECURED 12/34 5.3                                                                                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142841.71    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                     | MGIC INVESTMENT CORP SR UNSECURED 08/28 5.25                                                                          | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    850000 | PA      | $849380.44    | 0.05%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                   | MID AMERICA APARTMENTS SR UNSECURED 02/32 5.3                                                                         | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185430.86    | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                   | MID AMERICA APARTMENTS SR UNSECURED 03/29 3.95                                                                        | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    660000 | PA      | $651885.99    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                   | MID AMERICA APARTMENTS SR UNSECURED 09/26 1.1                                                                         | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118586.45    | 0.01%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE 144A             | MID ATLANTIC INTERSTATE SR UNSECURED 144A 05/28 4.1                                                                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14912.58     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                   | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/32 VAR                                                                         | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1935000 | PA      | $1905822.15   | 0.10%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                   | MONDELEZ INTERNATIONAL SR UNSECURED 02/29 4.75                                                                        | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3436762.36   | 0.18%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A5                        | MORGAN STANLEY BAML TRUST MSBAM 2025 C35 A5                                                                           | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215000 | PA      | $1267144.40   | 0.07%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                  | MORGAN STANLEY PVT BANK SR UNSECURED 07/31 VAR                                                                        | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2146551.59   | 0.11%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                   | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 DSC2 A1 144A                                                                 | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261876 | PA      | $262754.20    | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                   | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM5 A1 144A                                                                 | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224155 | PA      | $224939.47    | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 01/28 VAR                                                                                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1814038.15   | 0.10%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 01/30 VAR                                                                                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228882.38    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 01/30 VAR                                                                                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1377965.45   | 0.07%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/28 VAR                                                                                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259452.76    | 0.01%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/28 VAR                                                                                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242710.81    | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/30 VAR                                                                                 | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159227.68    | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/31 VAR                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9613.15      | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/32 7.25                                                                                | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $136066.77    | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 04/35 VAR                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124622.80    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 05/27 VAR                                                                                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130000.00    | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/26 3.125                                                                               | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134645.97    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/27 VAR                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129239.57    | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/29 VAR                                                                                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122220.86    | 0.01%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/33 VAR                                                                                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129542.56    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 07/35 VAR                                                                                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261861.06    | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 10/33 VAR                                                                                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1230922.10   | 0.07%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SR UNSECURED 11/29 VAR                                                                                 | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62525.34     | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY SUBORDINATED 04/37 VAR                                                                                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259991.21    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC SR UNSECURED 04/29 5                                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1103669.30   | 0.06%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC SR UNSECURED 04/34 5.4                                                                         | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161871.87    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                                                                         | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63175.64     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP SR UNSECURED 02/31 4.8                                                                                        | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1638749.22   | 0.09%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP SR UNSECURED 03/53 5.65                                                                                       | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320493.06    | 0.02%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP SR UNSECURED 06/34 5.5                                                                                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283655.45    | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSWF 2023-2 A5                           | MSWF COMMERCIAL MORTGAGE TRUST MSWF 2023 2 A5                                                                         | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1146451.54   | 0.06%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MEAG GA TXB BABS VOGTLE UNITS 3&4 SER A  | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637                                                                    | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1746000 | PA      | $1846558.25   | 0.10%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                               | NASDAQ INC SR UNSECURED 08/53 5.95                                                                                    | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15027.72     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                  | NATIONAL BANK OF CANADA COMPANY GUAR 01/29 VAR                                                                        | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1975000 | PA      | $1965249.60   | 0.10%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                        | NATIONAL GRID PLC SR UNSECURED 06/28 5.602                                                                            | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $327060.53    | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NAVEL 2026-A A 144A                      | NAVIENT EDUCATION LOAN TRUST NAVEL 2026 A A 144A                                                                      | CUSIP: 63943MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $781983.40    | 0.04%             | 2056-09-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NAVRL 2026-A A 144A                      | NAVIENT REFINANCE LOAN TRUST NAVRL 2026 A A 144A                                                                      | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    921949 | PA      | $907380.17    | 0.05%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA A2 144A                    | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A                                                                      | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22553 | PA      | $22348.65     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-A A2A 144A                    | NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A                                                                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56979 | PA      | $54829.02     | 0.00%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 A 144A                      | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2025 1 A 144A                                                                    | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $764169.21    | 0.04%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-BA AFX 144A                    | NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A                                                                       | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323536 | PA      | $307536.47    | 0.02%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-CA AFX 144A                    | NELNET STUDENT LOAN TRUST NSLT 2021 CA AFX 144A                                                                       | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27627 | PA      | $26045.44     | 0.00%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA AFX 144A                    | NELNET STUDENT LOAN TRUST NSLT 2021 DA AFX 144A                                                                       | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39558 | PA      | $37720.72     | 0.00%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC SR UNSECURED 08/34 4.9                                                                                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241134.96    | 0.01%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC SR UNSECURED 11/26 4.375                                                                                  | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90120.06     | 0.00%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC SR UNSECURED 11/28 5.875                                                                                  | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249112.82    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                    | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A                                                                        | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248401.25   | 0.07%             | 2036-07-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| NEUB 2022-48A A1R 144A                   | NEUBERGER BERMAN CLO LTD NEUB 2022 48A A1R 144A                                                                       | CUSIP: 64135GAL2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |   3580000 | PA      | $3577425.98   | 0.19%             | 2036-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                          | NEVADA POWER CO GENL REF MOR 05/29 3.7                                                                                | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    940000 | PA      | $920968.40    | 0.05%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NRZT 2022-INV1 A4 144A                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A4 144A                                                                  | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76616 | PA      | $65530.93     | 0.00%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM3 A1 144A                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM3 A1 144A                                                                  | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    757882 | PA      | $762415.07    | 0.04%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM4 A1 144A                                                                  | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2181670 | PA      | $2188128.42   | 0.12%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM6 A1 144A                                                                  | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    608161 | PA      | $607096.27    | 0.03%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NYC TFA REV TXBL SUB MULTI MODEL SR I-2  | NEW YORK CITY NY TRANSITIONAL NYCGEN 05/40 FIXED 5.658                                                                | CUSIP: 64972JUV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $491006.35    | 0.03%             | 2040-05-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG 144A            | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 02/29 4.05                                                                   | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2710146.27   | 0.14%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE 144A             | NEW YORK LIFE INSURANCE SUBORDINATED 144A 05/50 3.75                                                                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14559.76     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NYMT 2025-INV1 A1 144A                   | NEW YORK MORTGAGE TRUST NYMT 2025 INV1 A1 144A                                                                        | CUSIP: 67120YAC3<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-MBS          | CORP              | US        |    404277 | PA      | $405137.31    | 0.02%             | 2060-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NYMT 2026-INV1 A1 144A                   | NEW YORK MORTGAGE TRUST NYMT 2026 INV1 A1 144A                                                                        | CUSIP: 62957GAF4<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |    596032 | PA      | $592973.24    | 0.03%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| NY UDC SALES TAX REV BID GRP SR B TXBL   | NEW YORK ST URBAN DEV CORP SAL NYSFAC 03/35 FIXED 2.59                                                                | CUSIP: 64985TDM0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     70000 | PA      | $58843.20     | 0.00%             | 2035-03-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL COMPANY GUAR 03/31 4.4                                                                         | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3548959.02   | 0.19%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL COMPANY GUAR 05/79 VAR                                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238842.34    | 0.01%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL COMPANY GUAR 09/27 4.685                                                                       | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421950.04    | 0.02%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER SR UNSECURED 144A 01/36 5.112                                                                    | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1994465.03   | 0.11%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER SR UNSECURED 144A 10/30 4.647                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    865000 | PA      | $862821.58    | 0.05%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC JR SUBORDINA 03/55 VAR                                                                                   | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226749.09    | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC JR SUBORDINA 11/54 VAR                                                                                   | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61995.52     | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC SR UNSECURED 02/31 1.7                                                                                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139415.86    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC SR UNSECURED 02/45 5.65                                                                                  | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14477.11     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                    | NISOURCE INC SR UNSECURED 03/48 3.95                                                                                  | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33923.20     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                    | NISOURCE INC SR UNSECURED 05/27 3.49                                                                                  | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54553.20     | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A A2 144A                      | NMEF FUNDING LLC NMEF 2025 A A2 144A                                                                                  | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212348 | PA      | $212914.30    | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A A3 144A                      | NMEF FUNDING LLC NMEF 2026 A A3 144A                                                                                  | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $183765.68    | 0.01%             | 2034-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A B 144A                       | NMEF FUNDING LLC NMEF 2026 A B 144A                                                                                   | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $118513.32    | 0.01%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                    | NORFOLK SOUTHERN CORP SR UNSECURED 03/64 5.95                                                                         | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    720000 | PA      | $717512.80    | 0.04%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                      | NORTHERN TRUST CORP SR UNSECURED 11/30 4.15                                                                           | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1567025.59   | 0.08%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85                                                                         | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11759.09     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | NORTHROP GRUMMAN CORP SR UNSECURED 05/50 5.25                                                                         | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $427114.14    | 0.02%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                 | NORTHWELL HEALTHCARE INC SECURED 11/46 3.979                                                                          | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15470.06     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                    | NTT FINANCE CORP SR UNSECURED 144A 07/30 4.876                                                                        | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    865000 | PA      | $870948.48    | 0.05%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                              | NUTRIEN LTD SR UNSECURED 04/29 4.2                                                                                    | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $675159.83    | 0.04%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                              | NUTRIEN LTD SR UNSECURED 06/34 5.4                                                                                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $764151.76    | 0.04%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                              | NUTRIEN LTD SR UNSECURED 12/26 4                                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $179646.38    | 0.01%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15                                                                        | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    305000 | PA      | $301287.41    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/30 3.4                                                                         | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15000 | PA      | $14335.37     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5                                                                         | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    135000 | PA      | $121374.97    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 08/28 4.3                                                                         | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    225000 | PA      | $224218.57    | 0.01%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                   | NXP BV/NXP FUNDING LLC COMPANY GUAR 12/28 5.55                                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1359405.30   | 0.07%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS 144A             | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/34 5.3                                                                   | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75784.36     | 0.00%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                    | NYU LANGONE HOSPITALS SECURED 07/47 4.368                                                                             | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12757.06     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                   | O REILLY AUTOMOTIVE INC SR UNSECURED 06/29 3.9                                                                        | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280958.45    | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O REILLY AUTOMOTIVE INC SR UNSECURED 08/34 5                                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1453207.86   | 0.08%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O REILLY AUTOMOTIVE INC SR UNSECURED 09/27 3.6                                                                        | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29705.08     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 01/32 5.375                                                                     | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92079.74     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 06/39 7.95                                                                      | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $82665.08     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/31 7.875                                                                     | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    320000 | PA      | $363713.62    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45                                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75243.77     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BVINV 2021-5 A20 144A                    | OCEANVIEW MORTGAGE TRUST BVINV 2021 5 A20 144A                                                                        | CUSIP: 07336JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93855 | PA      | $77105.80     | 0.00%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A A2 144A                     | OCTANE RECEIVABLES TRUST OCTL 2024 1A A2 144A                                                                         | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23489 | PA      | $23620.08     | 0.00%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                    | OCTANE RECEIVABLES TRUST OCTL 2024 RVM1 A 144A                                                                        | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686569 | PA      | $694044.25    | 0.04%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                    | OCTANE RECEIVABLES TRUST OCTL 2025 RVM1 A 144A                                                                        | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1001834 | PA      | $998882.68    | 0.05%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 04/44 5.6                                                                                      | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221730.48    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 06/29 5.375                                                                                    | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1304951.51   | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 09/53 6.625                                                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205884.95    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC COMPANY GUAR 11/26 5.55                                                                                     | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    710000 | PA      | $713907.06    | 0.04%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                   | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM15 A1 144A                                                                       | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    957139 | PA      | $957611.79    | 0.05%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A                  | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM15 A1F 144A                                                                      | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    506028 | PA      | $506945.84    | 0.03%             | 2065-07-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 A1 144A                    | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM6 A1 144A                                                                        | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   1889238 | PA      | $1903009.29   | 0.10%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| OBX 2026-R1 A1 144A                      | ONSLOW BAY FINANCIAL LLC OBX 2026 R1 A1 144A                                                                          | CUSIP: 67124AAC1<br>LEI: 254900URJ5A8AOLJDR76 | Long             | ABS-MBS          | CORP              | US        |   2613281 | PA      | $2591740.41   | 0.14%             | 2063-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO                                  | ONTARIO (PROVINCE OF) SR UNSECURED 09/29 3.7                                                                          | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2600000 | PA      | $2570715.58   | 0.14%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP SR UNSECURED 03/31 2.875                                                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231013.77    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP SR UNSECURED 04/40 3.6                                                                                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10802.82     | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP SR UNSECURED 09/35 5.2                                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1675763.30   | 0.09%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                              | ORACLE CORP SR UNSECURED 11/47 4                                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2062949.22   | 0.11%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP SR UNSECURED 11/52 6.9                                                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1407625.95   | 0.07%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                | ORANGE SA SR UNSECURED 01/42 5.375                                                                                    | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $230906.69    | 0.01%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                           | ORANGE SA SR UNSECURED 144A 01/33 4.75                                                                                | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1310000 | PA      | $1293492.53   | 0.07%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCANA CORP                              | OVINTIV INC COMPANY GUAR 08/34 6.5                                                                                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85690.40     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBERTA ENERGY CO LTD                    | OVINTIV INC COMPANY GUAR 11/31 7.375                                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66672.73     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                            | OWENS CORNING SR UNSECURED 06/34 5.7                                                                                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165963.95    | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                            | OWENS CORNING SR UNSECURED 08/29 3.95                                                                                 | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353614.81    | 0.02%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                    | PACCAR FINANCIAL CORP SR UNSECURED 02/29 3.9                                                                          | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2676470.26   | 0.14%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                    | PACCAR FINANCIAL CORP SR UNSECURED 11/26 5.2                                                                          | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206152.69    | 0.01%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                    | PACCAR FINANCIAL CORP SR UNSECURED 11/28 4                                                                            | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    745000 | PA      | $741862.78    | 0.04%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II 144A                  | PACIFIC LIFE GF II SECURED 144A 02/31 4.375                                                                           | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2014356.05   | 0.11%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PACIFICORP 1ST MORTGAGE 01/55 5.8                                                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141237.60    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PACIFICORP 1ST MORTGAGE 02/29 5.1                                                                                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222631.76    | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PACIFICORP 1ST MORTGAGE 04/37 5.75                                                                                    | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242540.04    | 0.01%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PACIFICORP 1ST MORTGAGE 06/52 2.9                                                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $52814.83     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                     | PARKER HANNIFIN CORP SR UNSECURED 09/29 4.5                                                                           | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25113.82     | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                 | PATTERSON UTI ENERGY INC SR UNSECURED 02/28 3.95                                                                      | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118116.03    | 0.01%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                 | PATTERSON UTI ENERGY INC SR UNSECURED 10/33 7.15                                                                      | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    590000 | PA      | $639261.14    | 0.03%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                 | PATTERSON UTI ENERGY INC SR UNSECURED 11/29 5.15                                                                      | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561006.63    | 0.03%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PEAC 2024-1A A2 144A                     | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2024 1A A2 144A                                                                   | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293515 | PA      | $295012.15    | 0.02%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A2 144A                     | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A                                                                   | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223702 | PA      | $224698.87    | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC 2026-1A A3 144A                     | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2026 1A A3 144A                                                                   | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $984973.41    | 0.05%             | 2033-07-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| P11 2025-P11 A 144A                      | PENN COMMERCIAL MORTGAGE TRUST P11 2025 P11 A 144A                                                                    | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2090000 | PA      | $2122750.30   | 0.11%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                               | PFIZER INC SR UNSECURED 11/32 4.5                                                                                     | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2441252.83   | 0.13%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                  | PFIZER INVESTMENT ENTER COMPANY GUAR 05/28 4.45                                                                       | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $180821.64    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES SR UNSECURED 10/33 VAR                                                                         | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2641473.58   | 0.14%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES SUBORDINATED 06/33 VAR                                                                         | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106947.78    | 0.01%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PREF 2025-1A A2 144A                     | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A                                                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99238 | PA      | $99853.71     | 0.01%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PREF 2026-1A A2 144A                     | POST ROAD EQUIPMENT FINANCE PREF 2026 1A A2 144A                                                                      | CUSIP: 73747RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $684828.75    | 0.04%             | 2033-01-18      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                 | PRES + FELLOWS OF HARVAR UNSECURED 02/35 4.609                                                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    810000 | PA      | $803119.23    | 0.04%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1 144A             | PRICOA GLOBAL FUNDING 1 SR SECURED 144A 11/30 4.35                                                                    | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4038190.80   | 0.21%             | 2030-11-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                  | PRINCIPAL FINANCIAL GRP COMPANY GUAR 05/29 3.7                                                                        | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190462.70    | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                  | PRINCIPAL FINANCIAL GRP COMPANY GUAR 06/30 2.125                                                                      | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $194841.46    | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR2 A 144A                    | PROGRESS RESIDENTIAL TRUST PROG 2022 SFR2 A 144A                                                                      | CUSIP: 74332VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634856 | PA      | $625565.51    | 0.03%             | 2027-04-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR5 A 144A                    | PROGRESS RESIDENTIAL TRUST PROG 2024 SFR5 A 144A                                                                      | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98897 | PA      | $93262.14     | 0.00%             | 2041-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR5 A 144A                    | PROGRESS RESIDENTIAL TRUST PROG 2025 SFR5 A 144A                                                                      | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494230 | PA      | $472872.59    | 0.03%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                         | PROGRESSIVE CORP SR UNSECURED 01/27 2.45                                                                              | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158157.04    | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                         | PROGRESSIVE CORP SR UNSECURED 12/32 6.25                                                                              | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65258.99     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                              | PROLOGIS LP SR UNSECURED 09/28 4                                                                                      | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    735000 | PA      | $729984.04    | 0.04%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                  | PROV ST JOSEPH HLTH OBL UNSECURED 10/29 2.532                                                                         | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $112031.23    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                      | PROVINCE OF ALBERTA SR UNSECURED 01/34 4.5                                                                            | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    205000 | PA      | $205062.38    | 0.01%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                 | PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/52 VAR                                                                       | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234139.36    | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                 | PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/52 VAR                                                                       | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121253.64    | 0.01%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PUB FIN WI REV TXBL BAYHEALTH PROJ SR B  | PUBLIC FIN AUTH WI REVENUE PUBGEN 07/51 FIXED 3.405                                                                   | CUSIP: 74442PVD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     70000 | PA      | $48110.27     | 0.00%             | 2051-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE OP CO COMPANY GUAR 01/29 5.125                                                                         | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715115.02    | 0.04%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                     | PUBLIC STORAGE OP CO COMPANY GUAR 05/28 1.85                                                                          | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    380000 | PA      | $362748.11    | 0.02%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE OP CO COMPANY GUAR 08/53 5.35                                                                          | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37589.45     | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE OP CO COMPANY GUAR 11/28 1.95                                                                          | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    555000 | PA      | $524244.76    | 0.03%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                | QORVO INC COMPANY GUAR 10/29 4.375                                                                                    | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    956000 | PA      | $937695.14    | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 01/27 3                                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    900000 | PA      | $892221.23    | 0.05%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 01/31 3.25                                                                            | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112872.49    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 02/34 5.125                                                                           | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201536.09    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 08/27 3.95                                                                            | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24895.30     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 10/26 4.125                                                                           | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139973.39    | 0.01%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP SR UNSECURED 10/32 5.625                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    430000 | PA      | $448285.20    | 0.02%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP COMPANY GUAR 02/30 6.3                                                                             | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52360.80     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP COMPANY GUAR 04/33 6.4                                                                             | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1360383.37   | 0.07%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REG16 2019-2A A1R2 144A                  | REGATTA XVI FUNDING LTD. REG16 2019 2A A1R2 144A                                                                      | CUSIP: 75888TAY1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699809.60    | 0.04%             | 2039-04-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                       | REGENCY CENTERS LP COMPANY GUAR 02/27 3.6                                                                             | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39822.58     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                  | REINSURANCE GRP OF AMER SR UNSECURED 09/34 5.75                                                                       | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1082890.28   | 0.06%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                             | RELIANCE INC SR UNSECURED 08/30 2.15                                                                                  | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360085.89    | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                         | RELX CAPITAL INC COMPANY GUAR 03/29 4                                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552779.01    | 0.03%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                         | RELX CAPITAL INC COMPANY GUAR 05/30 3                                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23570.07     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILE                                    | REPUBLIC OF CHILE SR UNSECURED 01/37 5.65                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2500000 | PA      | $2617404.40   | 0.14%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PERU                                     | REPUBLIC OF PERU SR UNSECURED 02/35 5.375                                                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $1008611.41   | 0.05%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND SR UNSECURED 03/54 5.5                                                                             | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2000000 | PA      | $1861243.12   | 0.10%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                       | REPUBLIC OF POLAND SR UNSECURED 04/36 5.375                                                                           | CUSIP: 857524AK8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1800000 | PA      | $1810199.86   | 0.10%             | 2036-04-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC SR UNSECURED 03/33 2.375                                                                        | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $424002.22    | 0.02%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC SR UNSECURED 04/34 5                                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499060.33    | 0.03%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                              | REVVITY INC SR UNSECURED 09/29 3.3                                                                                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479335.85    | 0.03%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                 | REXFORD INDUSTRIAL REALT COMPANY GUAR 09/31 2.15                                                                      | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103991.47    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                    | REYNOLDS AMERICAN INC COMPANY GUAR 06/37 7.25                                                                         | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    240000 | PA      | $272634.32    | 0.01%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                    | REYNOLDS AMERICAN INC COMPANY GUAR 08/35 5.7                                                                          | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648078.41    | 0.03%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                  | RGA GLOBAL FUNDING SECURED 144A 08/28 4.35                                                                            | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    870000 | PA      | $865162.45    | 0.05%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                  | RGA GLOBAL FUNDING SECURED 144A 11/30 4.6                                                                             | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1211098.81   | 0.06%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC 144A                  | ROCHE HOLDINGS INC COMPANY GUAR 144A 12/30 4.075                                                                      | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1583666.69   | 0.08%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROCKT 2022-1A A1R 144A                   | ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A                                                                         | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3560000 | PA      | $3556290.48   | 0.19%             | 2035-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS IN COMPANY GUAR 02/29 5                                                                         | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2645000 | PA      | $2666060.34   | 0.14%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/42 4.5                                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $173158.00    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                             | ROMANIA BONDS 144A 05/36 6.625                                                                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4500000 | PA      | $4545759.92   | 0.24%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC SR UNSECURED 04/31 1.875                                                                              | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    290000 | PA      | $255244.94    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                     | ROYAL BANK OF CANADA SR UNSECURED 08/28 5.2                                                                           | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $611259.37    | 0.03%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                     | ROYAL BANK OF CANADA SR UNSECURED 11/31 2.3                                                                           | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44680.09     | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                 | RTX CORP SR UNSECURED 03/34 6.1                                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3228412.83   | 0.17%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                       | RTX CORP SR UNSECURED 06/42 4.5                                                                                       | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1282726.83   | 0.07%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                       | RTX CORP SR UNSECURED 11/28 4.125                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647425.90    | 0.03%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION SR SECURED 03/27 5                                                                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1283169.37   | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION SR SECURED 03/28 4.2                                                                         | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69685.12     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5                                                                         | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84888.90     | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                           | SALESFORCE INC SR UNSECURED 07/28 1.5                                                                                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1268665.82   | 0.07%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE.COM INC                       | SALESFORCE INC SR UNSECURED 07/31 1.95                                                                                | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60977.02     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE.COM INC                       | SALESFORCE INC SR UNSECURED 07/41 2.7                                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $3124233.35   | 0.17%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A            | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 12/30 4.8                                                                    | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1285038.41   | 0.07%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SDART 2022-3 C                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 3 C                                                                         | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21340 | PA      | $21352.90     | 0.00%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A3                          | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3                                                                        | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26719 | PA      | $26742.50     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 B                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 B                                                                         | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60143.69     | 0.00%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 A3                          | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 1 A3                                                                        | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62706 | PA      | $62811.87     | 0.00%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 A3                          | SANTANDER DRIVE AUTO RECEIVABL SDART 2026 1 A3                                                                        | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $780783.53    | 0.04%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 B                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2026 1 B                                                                         | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1157130.70   | 0.06%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR                                                                         | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374374.07    | 0.02%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 01/30 VAR                                                                         | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    720000 | PA      | $742963.13    | 0.04%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR                                                                         | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82512.55     | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 06/29 VAR                                                                         | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124172.66    | 0.01%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244                                                                       | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537448.98    | 0.03%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM6 A1 144A                    | SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM6 A1 144A                                                                  | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |    159724 | PA      | $159487.04    | 0.01%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                 | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR                                                                       | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $897746.96    | 0.05%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SBALT 2025-A A3 144A                     | SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A                                                                            | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488419 | PA      | $489982.76    | 0.03%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBALT 2025-A A4 144A                     | SBNA AUTO LEASE TRUST SBALT 2025 A A4 144A                                                                            | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $513082.59    | 0.03%             | 2029-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                    | SCF EQUIPMENT TRUST LLC SCFET 2025 1A A2 144A                                                                         | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40845 | PA      | $40921.37     | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A3 144A                    | SCF EQUIPMENT TRUST LLC SCFET 2025 1A A3 144A                                                                         | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101346.60    | 0.01%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                  | SCHLUMBERGER INVESTMENT COMPANY GUAR 05/28 4.5                                                                        | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $240368.49    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                   | SEMPRA SR UNSECURED 03/36 5.25                                                                                        | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345597.06    | 0.02%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMT 2024-HYB1 A1A 144A                  | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A                                                                        | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848565 | PA      | $847152.41    | 0.04%             | 2063-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                           | SERVICENOW INC SR UNSECURED 09/30 1.4                                                                                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    590000 | PA      | $514114.05    | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A A4 144A                    | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A4 144A                                                                  | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $408078.93    | 0.02%             | 2030-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A B 144A                     | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A B 144A                                                                   | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $409939.79    | 0.02%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A A4 144A                    | SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A A4 144A                                                                  | CUSIP: 81885FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $761500.51    | 0.04%             | 2032-01-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A B 144A                     | SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A B 144A                                                                   | CUSIP: 81885FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $641154.67    | 0.03%             | 2032-06-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SGR 2026-3 A1 144A                       | SG CAPITAL PARTNERS SGR 2026 3 A1 144A                                                                                | CUSIP: 78398MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305000 | PA      | $1301264.25   | 0.07%             | 2066-04-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                     | SHELL FINANCE US INC COMPANY GUAR 04/30 2.75                                                                          | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $970548.98    | 0.05%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                     | SHELL FINANCE US INC COMPANY GUAR 11/29 2.375                                                                         | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $553747.13    | 0.03%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC 144A                | SHELL FINANCE US INC COMPANY GUAR 144A 11/28 3.875                                                                    | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79418.66     | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC 144A                | SHELL FINANCE US INC COMPANY GUAR 144A 12/38 6.375                                                                    | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $263789.37    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A A 144A                      | SIERRA RECEIVABLES FUNDING CO SRFC 2025 2A A 144A                                                                     | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480174 | PA      | $479954.93    | 0.03%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SPEAK 2021-10A A1R 144A                  | SIGNAL PEAK CLO, LLC SPEAK 2021 10A A1R 144A                                                                          | CUSIP: 82671CAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2100000 | PA      | $2096604.30   | 0.11%             | 2038-01-24      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 01/27 1.375                                                                      | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235254.48    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 01/31 4.3                                                                        | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2365222.99   | 0.13%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 02/32 2.65                                                                       | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62598.67     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 07/50 3.8                                                                        | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25909.90     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 09/34 4.75                                                                       | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58692.00     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP SR UNSECURED 11/26 3.25                                                                       | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358345.17    | 0.02%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA 144A              | SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 5.125                                                                  | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    230000 | PA      | $231850.92    | 0.01%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC 144A                | SMITHFIELD FOODS INC COMPANY GUAR 144A 04/29 5.2                                                                      | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15138.40     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                           | SOLVENTUM CORP SR UNSECURED 03/29 5.4                                                                                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    291000 | PA      | $297524.50    | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | SOUTH BOW USA INFRA HLDS COMPANY GUAR 09/27 4.911                                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1083874.58   | 0.06%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | SOUTH BOW USA INFRA HLDS COMPANY GUAR 10/29 5.026                                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90596.21     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15                                                                           | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151777.95    | 0.01%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                    | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/33 5.2                                                                          | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203663.16    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                    | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/53 5.75                                                                         | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203702.41    | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                    | SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95                                                                         | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217854.75    | 0.01%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL COMPANY GUAR 01/31 1.75                                                                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105528.01    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL COMPANY GUAR 09/32 5.15                                                                       | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101478.60    | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL COMPANY GUAR 09/34 4.95                                                                       | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    730000 | PA      | $719986.31    | 0.04%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                              | SOUTHERN CO JR SUBORDINA 09/51 VAR                                                                                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238682.41    | 0.01%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                              | SOUTHERN CO SR UNSECURED 07/46 4.4                                                                                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247026.91    | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP SR UNSECURED 04/45 5.875                                                                         | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181923.04    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP SR UNSECURED 07/35 7.5                                                                           | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $128376.40    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP SR UNSECURED 11/42 5.25                                                                          | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237355.05    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                        | SOUTHERN POWER CO SR UNSECURED 10/35 4.9                                                                              | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    850000 | PA      | $823474.23    | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                    | SOUTHWEST AIRLINES CO SR UNSECURED 06/27 5.125                                                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582590.42    | 0.03%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                    | SOUTHWEST AIRLINES CO SR UNSECURED 11/26 3                                                                            | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237932.42    | 0.01%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                  | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375                                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    520000 | PA      | $518091.17    | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                      | SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75                                                                           | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    270000 | PA      | $321147.78    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                          | SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875                                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055929.53   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A              | STANDARD CHARTERED PLC SR UNSECURED 144A 01/37 VAR                                                                    | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $744077.08    | 0.04%             | 2037-01-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A              | STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR                                                                    | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2245000 | PA      | $2196408.10   | 0.12%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                     | STANFORD HEALTH CARE UNSECURED 11/48 3.795                                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7609.81      | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                 | STANLEY BLACK + DECKER I COMPANY GUAR 09/40 5.2                                                                       | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149849.18    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                 | STANLEY BLACK + DECKER I SR UNSECURED 11/28 4.25                                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458842.24    | 0.02%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP SR UNSECURED 02/31 4.9                                                                                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172303.00    | 0.01%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP SR UNSECURED 11/28 4                                                                                   | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218160.73    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP SR UNSECURED 11/30 2.55                                                                                | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    320000 | PA      | $293750.40    | 0.02%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP SR UNSECURED 02/28 VAR                                                                              | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157411.02    | 0.01%             | 2028-02-07      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP SR UNSECURED 05/33 VAR                                                                              | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421337.26    | 0.02%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP SR UNSECURED 08/26 5.272                                                                            | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190401.54    | 0.01%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | STATE STREET CORP SR UNSECURED 11/29 VAR                                                                              | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1446082.99   | 0.08%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                       | STEEL DYNAMICS INC SR UNSECURED 01/31 3.25                                                                            | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112845.95    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                       | STEEL DYNAMICS INC SR UNSECURED 08/34 5.375                                                                           | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244196.16    | 0.01%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA A4 144A                    | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 BA A4 144A                                                                  | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $905125.16    | 0.05%             | 2029-06-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA B 144A                     | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 BA B 144A                                                                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $414393.93    | 0.02%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFUEL 2026-AA A4 144A                    | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2026 AA A4 144A                                                                  | CUSIP: 85856FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $524802.11    | 0.03%             | 2030-04-22      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SFUEL 2026-AA B 144A                     | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2026 AA B 144A                                                                   | CUSIP: 85856FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $284753.87    | 0.02%             | 2030-04-22      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                            | SUTTER HEALTH UNSECURED 08/28 3.695                                                                                   | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236652.17    | 0.01%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                      | SUZANO AUSTRIA GMBH COMPANY GUAR 01/31 3.75                                                                           | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    140000 | PA      | $131733.03    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA G                         | SUZANO AUSTRIA GMBH COMPANY GUAR 01/32 3.125                                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    120000 | PA      | $106834.97    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                      | SUZANO AUSTRIA GMBH COMPANY GUAR 09/28 2.5                                                                            | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    130000 | PA      | $123811.97    | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE 144A              | SYDNEY AIRPORT FINANCE SR SECURED 144A 03/36 5.248                                                                    | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1660000 | PA      | $1648550.25   | 0.09%             | 2036-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-31A AR 144A                    | SYMPHONY CLO LTD SYMP 2022 31A AR 144A                                                                                | CUSIP: 87168YAN0<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    555000 | PA      | $554094.80    | 0.03%             | 2038-01-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-37A AR2 144A                   | SYMPHONY CLO LTD SYMP 2022 37A AR2 144A                                                                               | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |   1530000 | PA      | $1527221.52   | 0.08%             | 2037-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 02/31 2.55                                                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236313.18    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 02/31 2.875                                                                             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221084.91    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 02/36 5                                                                                 | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1370839.25   | 0.07%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/27 3.75                                                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393376.63    | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/29 3.375                                                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $873153.98    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/31 3.5                                                                               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132434.16    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/34 5.15                                                                              | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240953.74    | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 04/40 4.375                                                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    980000 | PA      | $856478.71    | 0.05%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 07/28 4.8                                                                               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232018.33    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 10/52 3.4                                                                               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    860000 | PA      | $560469.67    | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 11/31 2.25                                                                              | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13171.53     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T MOBILE USA INC COMPANY GUAR 11/35 4.95                                                                              | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1756975.21   | 0.09%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund                                                                                 | CUSIP: 000000000<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  72628146 | NS      | $72628145.82  | 3.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE            | TAKE TWO INTERACTIVE SOF SR UNSECURED 03/28 4.95                                                                      | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584401.06    | 0.03%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                 | TAKE TWO INTERACTIVE SOF SR UNSECURED 06/34 5.6                                                                       | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489496.24    | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                    | TAKEDA PHARMACEUTICAL SR UNSECURED 11/28 5                                                                            | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1160000 | PA      | $1174844.35   | 0.06%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                                                                           | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172070.55    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP COMPANY GUAR 07/27 5.2                                                                           | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1269265.17   | 0.07%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                 | TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5                                                                         | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $202732.66    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                 | TARGA RESOURCES PARTNERS COMPANY GUAR 03/30 5.5                                                                       | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $465581.78    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY 144A            | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27                                                                 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16010.88     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                 | TELEDYNE TECHNOLOGIES IN COMPANY GUAR 04/28 2.25                                                                      | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124874.48    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                 | TELEDYNE TECHNOLOGIES IN COMPANY GUAR 04/31 2.75                                                                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    870000 | PA      | $795226.64    | 0.04%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                 | TELEFONICA EMISIONES SAU COMPANY GUAR 06/36 7.045                                                                     | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1060000 | PA      | $1169824.46   | 0.06%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | TEXAS INSTRUMENTS INC SR UNSECURED 03/39 3.875                                                                        | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    190000 | PA      | $167003.03    | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | TEXAS INSTRUMENTS INC SR UNSECURED 05/63 5.05                                                                         | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1684557.35   | 0.09%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | TEXAS INSTRUMENTS INC SR UNSECURED 09/31 1.9                                                                          | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1675052.90   | 0.09%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| TX NATURAL GAS SECZ FIN CORP TXBL TR A2  | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169                                                                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30150.90     | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TX ST PRIV ACT NTE MAN PROJ TAXABLE SR B | TEXAS ST PRIV ACTIVITY BOND SU TXSTRN 12/49 FIXED 3.922                                                               | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $23587.65     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                     | THE HUNTINGTON NATIONAL BANK HACLN 2025 1 B 144A                                                                      | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261913 | PA      | $262691.15    | 0.01%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC SR SECURED 05/37 6.55                                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532766.34    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC SR SECURED 06/39 6.75                                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108987.08    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250918.32    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC SR SECURED 09/41 5.5                                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    660000 | PA      | $568731.26    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                              | TJX COS INC SR UNSECURED 05/31 1.6                                                                                    | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26279.83     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                              | TJX COS INC SR UNSECURED 09/26 2.25                                                                                   | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238362.83    | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SR UNSECURED 06/32 4.456                                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $93553.89     | 0.00%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SR UNSECURED 07/26 5.532                                                                        | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100302.77    | 0.01%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SR UNSECURED 07/28 5.523                                                                        | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $348118.29    | 0.02%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SR UNSECURED 12/26 5.264                                                                        | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1580490.96   | 0.08%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO DOMINION BANK SUBORDINATED 09/31 VAR                                                                          | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $238863.80    | 0.01%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                  | TOTALENERGI CAP USA LLC COMPANY GUAR 01/33 4.569                                                                      | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1533704.45   | 0.08%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                    | TOTALENERGIES CAP INTL COMPANY GUAR 05/50 3.127                                                                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1450000 | PA      | $961326.76    | 0.05%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/34 5.15                                                                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $245163.44    | 0.01%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA COMPANY GUAR 09/54 5.275                                                                     | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $139861.56    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA COMPANY GUAR 10/28 3.883                                                                     | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $238975.23    | 0.01%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1B 144A                     | TOWD POINT MORTGAGE TRUST TPMT 2024 2 A1B 144A                                                                        | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3704747 | PA      | $3736477.90   | 0.20%             | 2064-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| TPMT 2026-1 A1A 144A                     | TOWD POINT MORTGAGE TRUST TPMT 2026 1 A1A 144A                                                                        | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635154 | PA      | $1619858.89   | 0.09%             | 2066-01-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/27 3.2                                                                       | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238432.81    | 0.01%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/29 3.65                                                                      | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1122436.38   | 0.06%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/29 4.65                                                                      | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60559.34     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/34 4.8                                                                       | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119698.18    | 0.01%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/28 1.9                                                                       | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115093.32    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/29 5.05                                                                      | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61233.17     | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/28 5.25                                                                      | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    970000 | PA      | $991728.37    | 0.05%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 10/31 4.6                                                                       | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80080.86     | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                        | TRACTOR SUPPLY CO SR UNSECURED 11/30 1.75                                                                             | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211922.42    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TRANSCANADA PIPELINES SR UNSECURED 01/39 7.625                                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $141437.26    | 0.01%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TRANSCANADA PIPELINES SR UNSECURED 03/34 4.625                                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1060000 | PA      | $1025419.65   | 0.05%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TRANSCANADA PIPELINES SR UNSECURED 03/36 5.85                                                                         | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207345.39    | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                  | TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6                                                                        | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8381.35      | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO 144A               | TRANSURBAN FINANCE CO SR SECURED 144A 03/31 2.45                                                                      | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $27066.73     | 0.00%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                        | TRAVELERS COS INC SR UNSECURED 11/40 5.35                                                                             | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238448.09    | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL        | TREASURY RESERVE FUND - Collateral                                                                                    | CUSIP: 76105YYY9<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   7004222 | NS      | $7004222.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TCN 2021-SFR1 A 144A                     | TRICON RESIDENTIAL TCN 2021 SFR1 A 144A                                                                               | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1362054 | PA      | $1353680.19   | 0.07%             | 2038-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TCN 2022-SFR1 A 144A                     | TRICON RESIDENTIAL TCN 2022 SFR1 A 144A                                                                               | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751795 | PA      | $1739113.80   | 0.09%             | 2039-04-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1R2 144A                  | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                                                                              | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    905000 | PA      | $903971.92    | 0.05%             | 2035-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                 | TWDC ENTERPRISES 18 CORP COMPANY GUAR 03/32 7                                                                         | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    440000 | PA      | $492934.76    | 0.03%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                 | TWDC ENTERPRISES 18 CORP COMPANY GUAR 07/26 1.85                                                                      | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119291.70    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU A 144A                       | TX TRUST 24 HOU TX 2024 HOU A 144A                                                                                    | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100003.52    | 0.01%             | 2039-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                 | TYCO ELECTRONICS GROUP S COMPANY GUAR 02/36 4.875                                                                     | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    735000 | PA      | $723445.33    | 0.04%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC SR UNSECURED 03/29 4.35                                                                               | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119612.50    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC SR UNSECURED 03/29 5.4                                                                                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675442.22    | 0.04%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC SR UNSECURED 06/27 3.55                                                                               | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178456.96    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1 B 144A                      | U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A                                                                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34633 | PA      | $34902.71     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC SR UNSECURED 09/54 5.35                                                                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36860.35     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                            | UBS AG LONDON SR UNSECURED 09/28 5.65                                                                                 | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $824484.53    | 0.04%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FB USA INC                 | UBS AMERICAS INC COMPANY GUAR 07/32 7.125                                                                             | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |    220000 | PA      | $245451.32    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                        | UNION ELECTRIC CO 1ST MORTGAGE 04/34 5.2                                                                              | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223432.11    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                 | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15                                                                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36680 | PA      | $35700.16     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                  | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875                                                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174246 | PA      | $176766.33    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | UNITED MEXICAN STATES SR UNSECURED 02/34 3.5                                                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $600084.02    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | UNITED MEXICAN STATES SR UNSECURED 02/38 6.125                                                                        | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    610000 | PA      | $603564.59    | 0.03%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | UNITED MEXICAN STATES SR UNSECURED 03/44 4.75                                                                         | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $243421.69    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | UNITED MEXICAN STATES SR UNSECURED 05/31 2.659                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $2492168.11   | 0.13%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 01/29 4.25                                                                        | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1937185.00   | 0.10%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 01/32 4.95                                                                        | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121593.09    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 01/47 4.2                                                                         | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27992.74     | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35                                                                        | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154321.05    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8                                                                         | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230517.49    | 0.01%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 04/34 5                                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100137.31    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 05/30 2                                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2554735.08   | 0.14%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 05/32 4.2                                                                         | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $838791.07    | 0.04%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 05/62 4.95                                                                        | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $278844.73    | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 06/28 3.85                                                                        | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59566.48     | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 07/64 5.75                                                                        | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114789.64    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 08/39 3.5                                                                         | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $604260.55    | 0.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC SR UNSECURED 12/28 3.875                                                                       | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118801.71    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED BABS SER H  | UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/48 FIXED 6.548                                                               | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $627566.58    | 0.03%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS POOLED REV SR F BABS       | UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/49 FIXED 6.583                                                               | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $523759.15    | 0.03%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| UNIV OF VA REF TAXABLE SER B             | UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 11/51 FIXED 2.584                                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $44875.52     | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| N/A                                      | US 10YR ULTRA FUT JUN26 XCBT 20260618                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        55 | NC      | $-178828.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | US 2YR NOTE (CBT) JUN26 XCBT 20260630                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       148 | NC      | $-55327.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | US 5YR NOTE (CBT) JUN26 XCBT 20260630                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       271 | NC      | $-378527.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                               | US BANCORP SR UNSECURED 10/27 VAR                                                                                     | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222551.89    | 0.01%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                               | US BANCORP SR UNSECURED 10/33 VAR                                                                                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1782463.24   | 0.09%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                               | US BANCORP SUBORDINATED 07/33 VAR                                                                                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238492.27    | 0.01%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 01/30 4.25                                                                                            | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37305000 | PA      | $37666392.19  | 2.00%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 01/31 3.75                                                                                            | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7612171.88   | 0.40%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/28 4                                                                                               | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1130000 | PA      | $1132251.17   | 0.06%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/28 4.25                                                                                            | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1195000 | PA      | $1202375.40   | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/29 4.25                                                                                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1356873.83   | 0.07%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/30 4                                                                                               | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46755000 | PA      | $46802485.78  | 2.48%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/31 3.5                                                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $8408515.67   | 0.45%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/33 3.5                                                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $191781.25    | 0.01%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/43 3.875                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $123375.00    | 0.01%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/45 4.75                                                                                            | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23100000 | PA      | $22493625.00  | 1.19%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/52 2.25                                                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $208250.00    | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/53 3.625                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $162398.44    | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/54 4.25                                                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $309585.94    | 0.02%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 02/55 4.625                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11625000 | PA      | $10949296.88  | 0.58%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 03/28 3.875                                                                                           | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53900000 | PA      | $53885261.58  | 2.86%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 03/30 4                                                                                               | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18016875.00  | 0.96%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 04/30 3.875                                                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7970000.00   | 0.42%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/28 3.625                                                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $795687.50    | 0.04%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/30 4                                                                                               | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15400000 | PA      | $15410828.20  | 0.82%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/33 3.375                                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $536308.59    | 0.03%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/40 4.375                                                                                           | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $6843734.38   | 0.36%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/43 3.875                                                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355000 | PA      | $2069456.25   | 0.11%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/44 4.625                                                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $201895.31    | 0.01%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/45 5                                                                                               | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11650000 | PA      | $11697328.13  | 0.62%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/53 3.625                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3180000 | PA      | $2517168.75   | 0.13%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 05/55 4.75                                                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11495000 | PA      | $11051364.84  | 0.59%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 06/30 3.875                                                                                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5675507.84   | 0.30%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/28 3.625                                                                                           | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2485351.58   | 0.13%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/29 3.625                                                                                           | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $564344.53    | 0.03%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/30 3.625                                                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21580000 | PA      | $21256300.00  | 1.13%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/31 1.25                                                                                            | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $511456.25    | 0.03%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/34 3.875                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $223207.81    | 0.01%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/35 4.25                                                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $9021085.98   | 0.48%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/41 1.75                                                                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710000 | PA      | $1135012.50   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/42 3.375                                                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $95378.13     | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/44 4.125                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $660696.09    | 0.04%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/45 4.875                                                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32820000 | PA      | $32425134.38  | 1.72%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/51 2                                                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1665000 | PA      | $936042.19    | 0.05%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/54 4.25                                                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $168090.63    | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 08/55 4.75                                                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13800000 | PA      | $13276031.25  | 0.70%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 09/29 3.5                                                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1281718.75   | 0.07%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 09/30 3.625                                                                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13990000 | PA      | $13779057.10  | 0.73%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 10/28 3.5                                                                                             | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5448007.84   | 0.29%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 10/30 3.625                                                                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $4036257.83   | 0.21%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/29 4.125                                                                                           | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1960968.75   | 0.10%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/30 3.5                                                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36300000 | PA      | $35534296.88  | 1.89%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/34 4.25                                                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18070000 | PA      | $17979650.00  | 0.95%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/35 4                                                                                               | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1649929.70   | 0.09%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/41 3.125                                                                                           | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2272375.00   | 0.12%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/44 4.625                                                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43960000 | PA      | $42153518.75  | 2.24%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/45 4.625                                                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6881625.00   | 0.37%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/53 4.75                                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $254482.81    | 0.01%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/54 4.5                                                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44460000 | PA      | $41021296.88  | 2.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 11/55 4.625                                                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5657812.50   | 0.30%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 12/28 3.5                                                                                             | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52000000 | PA      | $51480000.00  | 2.73%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 12/28 3.75                                                                                            | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $194207.81    | 0.01%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 12/29 4.375                                                                                           | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $253515.63    | 0.01%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | US TREASURY N/B 12/30 3.625                                                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19700000 | PA      | $19378336.04  | 1.03%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                      | US ULTRA BOND CBT JUN26 XCBT 20260618                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       154 | NC      | $-596724.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                  | VALE SA SR UNSECURED 09/42 5.625                                                                                      | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    120000 | PA      | $118921.95    | 0.01%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                         | VENTAS REALTY LP COMPANY GUAR 01/29 4.4                                                                               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745934.09    | 0.04%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                         | VENTAS REALTY LP COMPANY GUAR 01/30 3                                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56631.44     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                         | VENTAS REALTY LP COMPANY GUAR 01/35 5                                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78702.98     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                         | VENTAS REALTY LP COMPANY GUAR 07/34 5.625                                                                             | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236504.91    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                     | VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A                                                                          | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46130 | PA      | $46704.16     | 0.00%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A B 144A                      | VERDANT RECEIVABLES LLC VERD 2025 1A B 144A                                                                           | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101284.70    | 0.01%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                             | VERISIGN INC SR UNSECURED 07/27 4.75                                                                                  | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    880000 | PA      | $879813.04    | 0.05%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 01/33 4.75                                                                        | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1185007.13   | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355                                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131172.57    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 03/50 4                                                                           | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7508.80      | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 09/28 4.329                                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300795.28   | 0.07%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS SR UNSECURED 11/40 2.65                                                                        | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $490083.10    | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VZMT 2026-1 A1A                          | VERIZON MASTER TRUST VZMT 2026 1 A1A                                                                                  | CUSIP: 92348KFC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1795000 | PA      | $1788981.37   | 0.09%             | 2031-02-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-2 A1 144A                     | VERUS SECURITIZATION TRUST VERUS 2025 2 A1 144A                                                                       | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    469058 | PA      | $470463.89    | 0.02%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 144A                     | VERUS SECURITIZATION TRUST VERUS 2025 3 A1 144A                                                                       | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    334165 | PA      | $336676.22    | 0.02%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1F 144A                    | VERUS SECURITIZATION TRUST VERUS 2025 7 A1F 144A                                                                      | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   1453435 | PA      | $1456082.76   | 0.08%             | 2070-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| VISA INC                                 | VISA INC SR UNSECURED 04/27 1.9                                                                                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441734.41    | 0.02%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                 | VISA INC SR UNSECURED 04/40 2.7                                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    915000 | PA      | $693373.97    | 0.04%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                 | VISA INC SR UNSECURED 12/45 4.3                                                                                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59583.05     | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A            | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 04/33 5.25                                                                 | CUSIP: 92840VBB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2131066.81   | 0.11%             | 2033-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                               | VMWARE LLC SR UNSECURED 08/26 1.4                                                                                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223193.70    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                               | VMWARE LLC SR UNSECURED 08/28 1.8                                                                                     | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113377.73    | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A            | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/29 4.95                                                                 | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200647.49    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                  | WALT DISNEY COMPANY/THE COMPANY GUAR 01/31 2.65                                                                       | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $965193.18    | 0.05%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                  | WALT DISNEY COMPANY/THE COMPANY GUAR 09/29 2                                                                          | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120988.71    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                  | WALT DISNEY COMPANY/THE COMPANY GUAR 11/26 3.375                                                                      | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219164.61    | 0.01%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                  | WALT DISNEY COMPANY/THE COMPANY GUAR 12/34 6.2                                                                        | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    280000 | PA      | $307587.96    | 0.02%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                    | WASHINGTON UNIVERSITY SR UNSECURED 04/54 3.524                                                                        | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85633.51     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                    | WASTE CONNECTIONS INC SR UNSECURED 03/34 5                                                                            | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1225715.41   | 0.07%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                    | WASTE CONNECTIONS INC SR UNSECURED 06/32 3.2                                                                          | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $60004.41     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WB 2024-HQ A 144A                        | WB COMMERCIAL MORTGAGE TRUST WB 2024 HQ A 144A                                                                        | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200245.10    | 0.01%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1508355.11   | 0.08%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    860000 | PA      | $870003.69    | 0.05%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 04/36 VAR                                                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2560076.35   | 0.14%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1586423.90   | 0.08%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 05/45 3.9                                                                          | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $392862.78    | 0.02%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR                                                                          | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $694551.15    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR                                                                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261053.79    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR                                                                          | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    690000 | PA      | $718012.91    | 0.04%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR                                                                          | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $693878.40    | 0.04%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                      | WELLS FARGO BANK NA SR UNSECURED 12/26 5.254                                                                          | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    760000 | PA      | $764752.10    | 0.04%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54 A4                         | WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C54 A4                                                                       | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $568323.00    | 0.03%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                         | WELLTOWER OP LLC COMPANY GUAR 03/29 4.125                                                                             | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238424.62    | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                         | WELLTOWER OP LLC COMPANY GUAR 04/28 4.25                                                                              | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369479.72    | 0.02%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                            | WELLTOWER OP LLC COMPANY GUAR 06/31 2.8                                                                               | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    920000 | PA      | $844286.78    | 0.04%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                         | WELLTOWER OP LLC COMPANY GUAR 07/35 5.125                                                                             | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1312406.76   | 0.07%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                 | WESTERN MIDSTREAM OPERAT SR UNSECURED 01/29 6.35                                                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    640000 | PA      | $665979.20    | 0.04%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                 | WESTERN MIDSTREAM OPERAT SR UNSECURED 11/34 5.45                                                                      | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447608.67    | 0.02%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                   | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7                                                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331069.19    | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                     | WESTPAC BANKING CORP SR UNSECURED 03/27 3.35                                                                          | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $576185.65    | 0.03%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                     | WESTPAC BANKING CORP SUBORDINATED 08/33 VAR                                                                           | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $203034.55    | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                     | WESTPAC BANKING CORP SUBORDINATED 11/31 VAR                                                                           | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $239389.95    | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-1A A1 144A                     | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A A1 144A                                                                   | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1244213 | PA      | $1249692.14   | 0.07%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-2A A1 144A                     | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 2A A1 144A                                                                   | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3295000 | PA      | $3302499.75   | 0.18%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WHEELS 2026-1 A2A 144A                   | WHEELS FLEET LEASE FUNDING LLC WHEELS 2026 1A A2A 144A                                                                | CUSIP: 96329JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290000 | PA      | $1289159.57   | 0.07%             | 2039-04-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                         | WILLIAMS COMPANIES INC SR UNSECURED 03/32 8.75                                                                        | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $142833.49    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COMPANIES INC SR UNSECURED 03/34 5.15                                                                        | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585335.42    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COMPANIES INC SR UNSECURED 06/30 4.625                                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1023623.50   | 0.05%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COMPANIES INC SR UNSECURED 08/28 5.3                                                                         | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    920000 | PA      | $937417.46    | 0.05%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                 | WILLIS NORTH AMERICA INC COMPANY GUAR 03/36 5.15                                                                      | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2356773.39   | 0.13%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WINDR 2019-3A AR3 144A                   | WIND RIVER CLO LTD WINDR 2019 3A AR3 144A                                                                             | CUSIP: 97314JBC8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    660000 | PA      | $658819.26    | 0.03%             | 2038-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                      | WINGSPIRE EQUIPMENT FINANCE LL WEF 2025 1A A2 144A                                                                    | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $220012.98    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A                | WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5                                                                      | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $19921.10     | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                             | WP CAREY INC SR UNSECURED 10/26 4.25                                                                                  | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119883.67    | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                | WRKCO INC COMPANY GUAR 03/29 4.9                                                                                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907306.27    | 0.05%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WYETH                                    | WYETH LLC COMPANY GUAR 02/36 6                                                                                        | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    220000 | PA      | $234785.95    | 0.01%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH                                    | WYETH LLC COMPANY GUAR 04/37 5.95                                                                                     | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    240000 | PA      | $255488.16    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC SR UNSECURED 06/28 4                                                                                  | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89328.29     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC SR UNSECURED 06/32 4.6                                                                                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1387583.38   | 0.07%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC SR UNSECURED 08/33 5.45                                                                               | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122506.06    | 0.01%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA 144A              | YARA INTERNATIONAL ASA SR UNSECURED 144A 11/32 7.378                                                                  | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $111052.29    | 0.01%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                               | ZOETIS INC SR UNSECURED 08/28 4.15                                                                                    | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2875117.60   | 0.15%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-04

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President