# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056549
**Filing Date:** 2025-8
**Character Count:** 461562
**Document Hash:** f9d024acaf9f8562ba265b947207204f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056549.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056549

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275374

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### Core Bond Trust (Series ID: S000008222)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022374 | NAV          | JVCNX           |
| C000022375 | Series I     | JADKX           |
| C000022376 | Series II    | JAAEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

- **b. EDGAR series identifier (if any):** S000008222

- **c. LEI of Series:** 5493000JHYET8HXSSN85

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $803235156.75

**Total Liabilities:** $26785281.65

**Net Assets:** $776449875.10

**Delayed Delivery Securities:** $22402657.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1644.688236000000 | **1-Year:** -37181.347499000000 | **5-Year:** -117348.433913000000 | **10-Year:** -154998.379837000000 | **30-Year:** -48306.505605000000

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

- **3-Month:** -8.717841000000 | **1-Year:** -340.372742000000 | **5-Year:** -691.194075000000 | **10-Year:** -673.046822000000 | **30-Year:** -563.835933000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022374 | 0.27%                | -0.62%               | 1.51%                |
| Class ID C000022375 | 0.35%                | -0.70%               | 1.50%                |
| Class ID C000022376 | 0.26%                | -0.70%               | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-118558.88              | $-387437.33                                |
| Month 2  | $-1031400.76             | $-6909123.13                               |
| Month 3  | $-414067.06              | $9576228.03                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC POOL FR 01/46 FIXED 3                                               | FREDDIE MAC POOL FR 01/46 FIXED 3                              | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509467 | PA      | $465162.89    | 0.06%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/45 FIXED 3                                               | FREDDIE MAC POOL FR 04/45 FIXED 3                              | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    792850 | PA      | $720211.33    | 0.09%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/43 FIXED 3                                               | FREDDIE MAC POOL FR 08/43 FIXED 3                              | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765104 | PA      | $695653.90    | 0.09%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/43 FIXED 3                                               | FREDDIE MAC POOL FR 05/43 FIXED 3                              | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038665 | PA      | $948158.39    | 0.12%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/46 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/46 FIXED 2.5                            | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601774 | PA      | $515874.23    | 0.07%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/37 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/37 FIXED 2.5                            | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488881 | PA      | $459982.03    | 0.06%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/32 FIXED 2.5                                             | FREDDIE MAC POOL FR 10/32 FIXED 2.5                            | CUSIP: 3132CXLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9310474 | PA      | $8962672.30   | 1.15%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/33 FIXED 2.5                                             | FREDDIE MAC POOL FR 07/33 FIXED 2.5                            | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911878 | PA      | $891650.19    | 0.11%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/40 FIXED 2                                               | FREDDIE MAC POOL FR 12/40 FIXED 2                              | CUSIP: 3132D9DR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    479329 | PA      | $412743.74    | 0.05%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                              | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879272 | PA      | $783179.69    | 0.10%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/50 FIXED 4                                               | FREDDIE MAC POOL FR 03/50 FIXED 4                              | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1513286 | PA      | $1437273.02   | 0.19%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/49 FIXED 3                                               | FREDDIE MAC POOL FR 05/49 FIXED 3                              | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401308 | PA      | $357074.25    | 0.05%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/43 FIXED 3                                               | FREDDIE MAC POOL FR 04/43 FIXED 3                              | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166163 | PA      | $1061261.88   | 0.14%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/47 FIXED 3                                               | FREDDIE MAC POOL FR 02/47 FIXED 3                              | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211718 | PA      | $193265.91    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6                                               | FREDDIE MAC POOL FR 09/54 FIXED 6                              | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1687313 | PA      | $1749926.15   | 0.23%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 09/54 FIXED 6.5                            | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1908225 | PA      | $2011246.30   | 0.26%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 09/51 FIXED 2.5                            | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1624815 | PA      | $1371555.01   | 0.18%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                              | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2626514 | PA      | $2334546.24   | 0.30%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374086 | PA      | $332502.06    | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 2.5                            | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    579402 | PA      | $485831.33    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/41 FIXED 2                                               | FREDDIE MAC POOL FR 11/41 FIXED 2                              | CUSIP: 3133D4KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305837 | PA      | $261322.46    | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/41 FIXED 2                                               | FREDDIE MAC POOL FR 11/41 FIXED 2                              | CUSIP: 3133D4KR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448767 | PA      | $383506.84    | 0.05%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                            | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8305246 | PA      | $7002921.79   | 0.90%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/40 FIXED 3                                               | FREDDIE MAC POOL FR 04/40 FIXED 3                              | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431789 | PA      | $398094.02    | 0.05%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/40 FIXED 2                                               | FREDDIE MAC POOL FR 08/40 FIXED 2                              | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1387397 | PA      | $1199415.82   | 0.15%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/40 FIXED 2                                               | FREDDIE MAC POOL FR 06/40 FIXED 2                              | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1293152 | PA      | $1119417.49   | 0.14%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/40 FIXED 2                                               | FREDDIE MAC POOL FR 07/40 FIXED 2                              | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2343682 | PA      | $2027238.35   | 0.26%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/40 FIXED 2                                               | FREDDIE MAC POOL FR 10/40 FIXED 2                              | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1512493 | PA      | $1306178.44   | 0.17%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/40 FIXED 2                                               | FREDDIE MAC POOL FR 11/40 FIXED 2                              | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2537536 | PA      | $2189944.93   | 0.28%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/41 FIXED 2                                               | FREDDIE MAC POOL FR 01/41 FIXED 2                              | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367839 | PA      | $316830.93    | 0.04%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/41 FIXED 2                                               | FREDDIE MAC POOL FR 02/41 FIXED 2                              | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391780 | PA      | $337203.59    | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/42 FIXED 2                                               | FREDDIE MAC POOL FR 03/42 FIXED 2                              | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    699446 | PA      | $596362.32    | 0.08%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/42 FIXED 2.5                            | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239939 | PA      | $211748.93    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 05/42 FIXED 2.5                            | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    734184 | PA      | $647658.86    | 0.08%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 06/42 FIXED 2.5                            | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340425 | PA      | $300220.08    | 0.04%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/30 FIXED 2                                               | FREDDIE MAC POOL FR 12/30 FIXED 2                              | CUSIP: 3133LPS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267436 | PA      | $255668.79    | 0.03%             | 2030-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/30 FIXED 2                                               | FREDDIE MAC POOL FR 11/30 FIXED 2                              | CUSIP: 3133LPTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521466 | PA      | $498525.54    | 0.06%             | 2030-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/43 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/43 FIXED 2.5                            | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786678 | PA      | $692859.59    | 0.09%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 111 DB                                               | FANNIE MAE REMICS FNR 2011 111 DB                              | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383690 | PA      | $371558.03    | 0.05%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 127 FC                                               | FANNIE MAE REMICS FNR 2011 127 FC                              | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165832 | PA      | $163829.61    | 0.02%             | 2041-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 12 FA                                                | FANNIE MAE REMICS FNR 2012 12 FA                               | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164667 | PA      | $163044.65    | 0.02%             | 2042-02-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 142 EF                                               | FANNIE MAE REMICS FNR 2011 142 EF                              | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184973 | PA      | $183189.31    | 0.02%             | 2042-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 47 JF                                                | FANNIE MAE REMICS FNR 2012 47 JF                               | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221262 | PA      | $219063.36    | 0.03%             | 2042-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 106 FA                                               | FANNIE MAE REMICS FNR 2012 106 FA                              | CUSIP: 3136A9AN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149143 | PA      | $147248.79    | 0.02%             | 2042-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 151 NX                                               | FANNIE MAE REMICS FNR 2012 151 NX                              | CUSIP: 3136AA5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256472 | PA      | $220294.98    | 0.03%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 133 JF                                               | FANNIE MAE REMICS FNR 2012 133 JF                              | CUSIP: 3136AAZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305185 | PA      | $299733.65    | 0.04%             | 2042-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 11 AP                                                | FANNIE MAE REMICS FNR 2013 11 AP                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718469 | PA      | $662921.56    | 0.09%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 15 FA                                                | FANNIE MAE REMICS FNR 2013 15 FA                               | CUSIP: 3136ACK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367984 | PA      | $361374.28    | 0.05%             | 2043-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 49 AP                                                | FANNIE MAE REMICS FNR 2013 49 AP                               | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196605 | PA      | $166255.60    | 0.02%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 43 BP                                                | FANNIE MAE REMICS FNR 2013 43 BP                               | CUSIP: 3136ADY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309857 | PA      | $267129.97    | 0.03%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 25 EL                                                | FANNIE MAE REMICS FNR 2014 25 EL                               | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360035 | PA      | $332931.00    | 0.04%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 74 FC                                                | FANNIE MAE REMICS FNR 2014 74 FC                               | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186725 | PA      | $183889.50    | 0.02%             | 2044-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 8 AP                                                 | FANNIE MAE REMICS FNR 2015 8 AP                                | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623457 | PA      | $560216.96    | 0.07%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 32 FA                                                | FANNIE MAE REMICS FNR 2015 32 FA                               | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334814 | PA      | $326927.82    | 0.04%             | 2045-05-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 26 GF                                                | FANNIE MAE REMICS FNR 2015 26 GF                               | CUSIP: 3136ANQS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535643 | PA      | $525203.23    | 0.07%             | 2045-05-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 22 FA                                                | FANNIE MAE REMICS FNR 2016 22 FA                               | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446908 | PA      | $441769.35    | 0.06%             | 2046-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 22 FG                                                | FANNIE MAE REMICS FNR 2016 22 FG                               | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390893 | PA      | $386300.15    | 0.05%             | 2046-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 11 CF                                                | FANNIE MAE REMICS FNR 2016 11 CF                               | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173463 | PA      | $171293.60    | 0.02%             | 2046-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 11 FG                                                | FANNIE MAE REMICS FNR 2016 11 FG                               | CUSIP: 3136ARQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233332 | PA      | $230400.06    | 0.03%             | 2046-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 75 FE                                                | FANNIE MAE REMICS FNR 2016 75 FE                               | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277442 | PA      | $274885.45    | 0.04%             | 2046-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 86 FE                                                | FANNIE MAE REMICS FNR 2016 86 FE                               | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703117 | PA      | $694976.10    | 0.09%             | 2046-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 57 PC                                                | FANNIE MAE REMICS FNR 2016 57 PC                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2090944 | PA      | $1784925.02   | 0.23%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 48 MA                                                | FANNIE MAE REMICS FNR 2016 48 MA                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    931020 | PA      | $870306.11    | 0.11%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 12 FD                                                | FANNIE MAE REMICS FNR 2017 12 FD                               | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275762 | PA      | $273075.52    | 0.04%             | 2047-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 BF                                                 | FANNIE MAE REMICS FNR 2017 9 BF                                | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329062 | PA      | $325884.60    | 0.04%             | 2047-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 DF                                                 | FANNIE MAE REMICS FNR 2017 9 DF                                | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240623 | PA      | $238316.24    | 0.03%             | 2047-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 9 EF                                                 | FANNIE MAE REMICS FNR 2017 9 EF                                | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126372 | PA      | $125482.48    | 0.02%             | 2047-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 26 FA                                                | FANNIE MAE REMICS FNR 2017 26 FA                               | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723783 | PA      | $716467.29    | 0.09%             | 2047-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 35 MC                                                | FANNIE MAE REMICS FNR 2017 35 MC                               | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232410 | PA      | $224922.72    | 0.03%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 113 FB                                               | FANNIE MAE REMICS FNR 2017 113 FB                              | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114397 | PA      | $113064.59    | 0.01%             | 2048-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 82 FE                                                | FANNIE MAE REMICS FNR 2017 82 FE                               | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262648 | PA      | $261972.66    | 0.03%             | 2047-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 96 FB                                                | FANNIE MAE REMICS FNR 2017 96 FB                               | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440870 | PA      | $434020.64    | 0.06%             | 2047-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 1 FA                                                 | FANNIE MAE REMICS FNR 2018 1 FA                                | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143004 | PA      | $141004.95    | 0.02%             | 2048-02-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 14 KC                                                | FANNIE MAE REMICS FNR 2018 14 KC                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652919 | PA      | $623868.15    | 0.08%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 38 MA                                                | FANNIE MAE REMICS FNR 2018 38 MA                               | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510342 | PA      | $485873.72    | 0.06%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 64 A                                                 | FANNIE MAE REMICS FNR 2018 64 A                                | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364344 | PA      | $319591.07    | 0.04%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 85 EA                                                | FANNIE MAE REMICS FNR 2018 85 EA                               | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284010 | PA      | $275934.83    | 0.04%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 86 AF                                                | FANNIE MAE REMICS FNR 2018 86 AF                               | CUSIP: 3136B3TC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92148 | PA      | $91281.31     | 0.01%             | 2048-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 25 PA                                                | FANNIE MAE REMICS FNR 2019 25 PA                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635773 | PA      | $594436.70    | 0.08%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 13 PE                                                | FANNIE MAE REMICS FNR 2019 13 PE                               | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242715 | PA      | $219726.69    | 0.03%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 41 FG                                                | FANNIE MAE REMICS FNR 2019 41 FG                               | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514062 | PA      | $501881.06    | 0.06%             | 2059-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 43 FC                                                | FANNIE MAE REMICS FNR 2019 43 FC                               | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396885 | PA      | $390026.12    | 0.05%             | 2049-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 67 FB                                                | FANNIE MAE REMICS FNR 2019 67 FB                               | CUSIP: 3136B64V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219086 | PA      | $215270.54    | 0.03%             | 2049-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 81 LH                                                | FANNIE MAE REMICS FNR 2019 81 LH                               | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292686 | PA      | $263118.38    | 0.03%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 45 JL                                                | FANNIE MAE REMICS FNR 2020 45 JL                               | CUSIP: 3136BA7B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742803 | PA      | $684186.79    | 0.09%             | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 48 AB                                                | FANNIE MAE REMICS FNR 2020 48 AB                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334902 | PA      | $288437.51    | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 59 NC                                                | FANNIE MAE REMICS FNR 2020 59 NC                               | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440863 | PA      | $405840.93    | 0.05%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 42 AC                                                | FANNIE MAE REMICS FNR 2021 42 AC                               | CUSIP: 3136BGAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403346 | PA      | $351052.33    | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 27 EC                                                | FANNIE MAE REMICS FNR 2021 27 EC                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1444287 | PA      | $1165218.47   | 0.15%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 40 DW                                                | FANNIE MAE REMICS FNR 2021 40 DW                               | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99032 | PA      | $87304.65     | 0.01%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 78 ND                                                | FANNIE MAE REMICS FNR 2021 78 ND                               | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777175 | PA      | $637420.90    | 0.08%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 84 MA                                                | FANNIE MAE REMICS FNR 2021 84 MA                               | CUSIP: 3136BKCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408144 | PA      | $336301.65    | 0.04%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/60 FIXED 3                               | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3941485 | PA      | $3314124.81   | 0.43%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED 3                               | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303576 | PA      | $268717.75    | 0.03%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/50 FIXED 3                               | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1346373 | PA      | $1194604.12   | 0.15%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED 3.5                             | CUSIP: 3140FXUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189926 | PA      | $181340.59    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 3                               | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365431 | PA      | $324809.39    | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/47 FIXED 4                               | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79159 | PA      | $75504.34     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED 4                               | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86042 | PA      | $82015.73     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/30 FIXED 2                               | CUSIP: 3140HNAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216297 | PA      | $206894.99    | 0.03%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED VAR                             | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1093030 | PA      | $991302.36    | 0.13%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2612205 | PA      | $2370960.14   | 0.31%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                             | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297222 | PA      | $282942.29    | 0.04%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                             | CUSIP: 3140J9XG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210350 | PA      | $206479.80    | 0.03%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED VAR                             | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2494371 | PA      | $2233523.36   | 0.29%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FLOATING VAR                          | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1545266 | PA      | $1538626.07   | 0.20%             | 2052-10-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FLOATING VAR                          | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2702898 | PA      | $2713965.09   | 0.35%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FLOATING VAR                          | CUSIP: 3140JB6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2201891 | PA      | $2171201.04   | 0.28%             | 2053-04-01      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FLOATING VAR                          | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311548 | PA      | $298836.92    | 0.04%             | 2050-06-01      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FLOATING VAR                          | CUSIP: 3140JBYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595591 | PA      | $605028.93    | 0.08%             | 2050-03-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FLOATING VAR                          | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642837 | PA      | $644581.04    | 0.08%             | 2055-01-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                             | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263770 | PA      | $222326.36    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                             | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405157 | PA      | $339725.82    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676225 | PA      | $671712.90    | 0.09%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491758 | PA      | $493722.39    | 0.06%             | 2052-08-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FLOATING VAR                          | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611679 | PA      | $610970.29    | 0.08%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FLOATING VAR                          | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648466 | PA      | $631463.23    | 0.08%             | 2052-07-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FLOATING VAR                          | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804539 | PA      | $801502.55    | 0.10%             | 2052-07-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FLOATING VAR                          | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521397 | PA      | $519424.05    | 0.07%             | 2052-11-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873865 | PA      | $876568.43    | 0.11%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/40 FIXED 2                               | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474194 | PA      | $410368.89    | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED 2.5                             | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950230 | PA      | $803899.12    | 0.10%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 2                               | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3201308 | PA      | $2762514.45   | 0.36%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/46 FIXED 2                               | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2297356 | PA      | $1855339.80   | 0.24%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED 2.5                             | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1047481 | PA      | $930436.85    | 0.12%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/53 FIXED 6                               | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356545 | PA      | $368884.54    | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/54 FIXED 6                               | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571925 | PA      | $592969.25    | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/54 FIXED 6                               | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650405 | PA      | $674337.18    | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                             | CUSIP: 3140QV2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001813 | PA      | $1018711.94   | 0.13%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                             | CUSIP: 3140QV3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521357 | PA      | $531617.67    | 0.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6.5                             | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657371 | PA      | $691217.87    | 0.09%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                             | CUSIP: 3140QVK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1067574 | PA      | $1085582.75   | 0.14%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6                               | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284996 | PA      | $295571.75    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6.5                             | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445524 | PA      | $468498.15    | 0.06%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6                               | CUSIP: 3140QVLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111611 | PA      | $115439.22    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 6.5                             | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159256 | PA      | $167866.59    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                             | CUSIP: 3140QVQ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128913 | PA      | $1147955.53   | 0.15%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5.5                             | CUSIP: 3140QVWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030811 | PA      | $1048199.09   | 0.13%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665808 | PA      | $595440.90    | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/42 FIXED VAR                             | CUSIP: 3140W1RW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554269 | PA      | $476035.78    | 0.06%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/48 FIXED VAR                             | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549093 | PA      | $499430.34    | 0.06%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1110000 | PA      | $936637.54    | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                             | CUSIP: 3140X4HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728641 | PA      | $653477.21    | 0.08%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/40 FIXED VAR                             | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1336271 | PA      | $1153796.10   | 0.15%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/50 FIXED VAR                             | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344219 | PA      | $289920.55    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/31 FIXED VAR                             | CUSIP: 3140XAKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437561 | PA      | $417817.62    | 0.05%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140XAL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417504 | PA      | $379222.80    | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/47 FIXED VAR                             | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247326 | PA      | $220296.38    | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/51 FIXED VAR                             | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811350 | PA      | $682096.09    | 0.09%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SUBORDINATED 06/36 VAR                | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    467000 | PA      | $480122.27    | 0.06%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/51 3.5                          | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    313000 | PA      | $214384.12    | 0.03%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/52 4.25                         | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    577000 | PA      | $451620.73    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                                      | MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                     | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196230 | PA      | $172799.18    | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 03/38 6.3                         | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    395000 | PA      | $431121.26    | 0.06%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2022-1                                     | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4                 | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693000 | PA      | $699986.83    | 0.09%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-A                                           | MERCEDES-BENZ AUTO LEASE TRUST MBALT 2025 A A3                 | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1127662.05   | 0.15%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                     | MERCEDES-BENZ AUTO RECEIVABLES MBART 2025 1 A3                 | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    594000 | PA      | $601846.09    | 0.08%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 06/40 2.35                       | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    219000 | PA      | $153784.29    | 0.02%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 01/29 4.3     | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $401211.27    | 0.05%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 04/28 5.2     | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $270317.91    | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/32 5.65                  | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    339000 | PA      | $352384.03    | 0.05%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/35 6.05                  | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    928000 | PA      | $971211.95    | 0.13%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Company                                                      | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7                   | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    299000 | PA      | $185083.10    | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149242.67    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1                    | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    413000 | PA      | $271070.37    | 0.03%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/29 VAR                          | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    512000 | PA      | $526566.84    | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/35 VAR                          | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1251952.70   | 0.16%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/30 VAR                          | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1231574.26   | 0.16%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/31 VAR                          | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    964000 | PA      | $988224.97    | 0.13%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/31 VAR                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1331824.62   | 0.17%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MSBAM 2025 5C1 A3                                | MORGAN STANLEY BANK OF AMERICA MSBAM 2025 5C1 A3               | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $181825.21    | 0.02%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC SR UNSECURED 05/31 VAR                       | CUSIP: 639057AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    687000 | PA      | $698242.13    | 0.09%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A           | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334478 | PA      | $321975.15    | 0.04%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A                           | NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A          | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264544 | PA      | $261773.88    | 0.03%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A           | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129665 | PA      | $127127.69    | 0.02%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A           | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645834 | PA      | $626643.55    | 0.08%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A            | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60310 | PA      | $56031.82     | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A            | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236687 | PA      | $220415.82    | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A            | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928037 | PA      | $830325.19    | 0.11%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A            | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597001 | PA      | $528659.65    | 0.07%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-C                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 CA A 144A            | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550354 | PA      | $495220.24    | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 GA A 144A            | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149274 | PA      | $134825.72    | 0.02%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-B                                | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 BA A 144A            | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154019 | PA      | $140024.57    | 0.02%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A                              | NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A             | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492788 | PA      | $1366611.56   | 0.18%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5                                   | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5                  | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595359 | PA      | $590166.20    | 0.08%             | 2035-12-24      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                     | NETAPP INC SR UNSECURED 03/32 5.5                              | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    709000 | PA      | $730293.05    | 0.09%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 08/54 5.4                             | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    332000 | PA      | $327643.70    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 NQM4 A1 144A           | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89565 | PA      | $85435.85     | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FINANC COMPANY GUAR 03/34 5.35                          | NEWMONT CORP / NEWCREST FINANC COMPANY GUAR 03/34 5.35         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $393919.58    | 0.05%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | NISSAN AUTO LEASE TRUST 2025-A NALT 2025 A A3                  | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    907000 | PA      | $917203.21    | 0.12%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2022-B NAROT 2022 B A4                                  | NISSAN AUTO RECEIVABLES 2022-B NAROT 2022 B A4                 | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $415664.33    | 0.05%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2025-A NAROT 2025 A A3                                  | NISSAN AUTO RECEIVABLES 2025-A NAROT 2025 A A3                 | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $878749.24    | 0.11%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2025-A NAROT 2025 A A4                                  | NISSAN AUTO RECEIVABLES 2025-A NAROT 2025 A A4                 | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    656000 | PA      | $662789.08    | 0.09%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                            | NOMURA HOLDINGS INC SR UNSECURED 07/30 4.904                   | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    858000 | PA      | $860927.04    | 0.11%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                            | NOMURA HOLDINGS INC SR UNSECURED 06/35 5.491                   | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    493000 | PA      | $495930.43    | 0.06%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                   | N TX TOLLWAY AUTH REVENUE NRTTRN 01/49 FIXED 6.718             | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    343000 | PA      | $377545.18    | 0.05%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/MN 1ST MORTGAGE 03/54 5.4             | CUSIP: 665772CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $201490.67    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/MN 1ST MORTGAGE 05/35 5.05            | CUSIP: 665772CZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $570644.50    | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/WI 1ST MORTGAGE 06/54 5.65            | CUSIP: 665789BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $227346.83    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 07/30 4.65                  | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378287.00    | 0.05%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 07/35 5.25                  | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    348000 | PA      | $355087.23    | 0.05%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 06/34 5.4                       | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    398000 | PA      | $407736.54    | 0.05%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 03/35 5.2                       | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    203000 | PA      | $204371.89    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corporation                                           | OAKTREE SPECIALTY LENDING CORP SR UNSECURED 02/30 6.34         | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    447000 | PA      | $442934.75    | 0.06%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                             | OHIO EDISON CO SR UNSECURED 144A 12/29 4.95                    | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $343643.58    | 0.04%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/34 5.05                              | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132347.93    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/64 5.85                              | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97343.69     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 07/46 4                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    448000 | PA      | $345520.18    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/54 5.375                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55762.32     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 08/55 6                               | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    499000 | PA      | $498159.14    | 0.06%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                             | PECO ENERGY CO 1ST MORTGAGE 09/51 2.85                         | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    416000 | PA      | $261971.73    | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR          | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    603000 | PA      | $604386.50    | 0.08%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                        | PPL CAPITAL FUNDING INC COMPANY GUAR 09/34 5.25                | CUSIP: 69352PAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $241929.77    | 0.03%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 12/47 3.95            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    842000 | PA      | $594028.73    | 0.08%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/50 3.5             | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    131000 | PA      | $83995.18     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    985000 | PA      | $793917.76    | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO SR SECURED 06/41 4.2               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153808.14    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4                      | PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4     | CUSIP: 699149AH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    911000 | PA      | $778905.00    | 0.10%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/55 6.65                     | PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/55 6.65    | CUSIP: 699149BY5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    234000 | PA      | $233578.80    | 0.03%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A4 144A                              | PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A4 144A             | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155483 | PA      | $155318.88    | 0.02%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 03/28 3.25    | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $325905.71    | 0.04%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/36 5.5          | CUSIP: 715638FC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    663000 | PA      | $663430.95    | 0.09%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.46                    | CUSIP: 71654QBY7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    162050 | PA      | $157948.64    | 0.02%             | 2025-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/35 4.875        | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1015176.13   | 0.13%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                                   | PORT AUTH OF NEW YORK   NEW JE PORTRN 10/62 FIXED 4.458        | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    571000 | PA      | $479159.16    | 0.06%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                              | PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 08/51 3.15          | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    233000 | PA      | $145824.28    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 05/50 2.7          | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    161000 | PA      | $99920.03     | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/50 2.05         | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     96000 | PA      | $51016.82     | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/31 1.9          | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    592000 | PA      | $512376.76    | 0.07%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA SECURED 03/35 5.05              | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    398000 | PA      | $402291.32    | 0.05%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA SECURED 03/55 5.5               | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155819.53    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 12/32 2.85                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    322000 | PA      | $281812.47    | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 07/33 4.9                      | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    383000 | PA      | $381802.36    | 0.05%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 03/28 2.1                      | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236714.32    | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP COMPANY GUAR 01/30 3.4                      | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    267000 | PA      | $255561.99    | 0.03%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 09/29 2.95                     | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    609000 | PA      | $576232.63    | 0.07%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 01/34 5.25                     | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    522000 | PA      | $529600.76    | 0.07%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 07/32 5                        | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    384000 | PA      | $388391.12    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rollins Inc.                                                                    | ROLLINS INC COMPANY GUAR 02/35 5.25                            | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    316000 | PA      | $317141.86    | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A           | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $576913.07    | 0.07%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C SBALT 2024 C A4 144A                               | SBNA AUTO LEASE TRUST 2024-C SBALT 2024 C A4 144A              | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389000 | PA      | $388329.87    | 0.05%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A4 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A4 144A           | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484000 | PA      | $485777.20    | 0.06%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 3.875                     | CUSIP: 91282CNE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2867000 | PA      | $2873719.53   | 0.37%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/32 4.125                     | CUSIP: 91282CNF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2908000 | PA      | $2932536.25   | 0.38%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/35 4.55                             | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    113000 | PA      | $109711.77    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/27 4.8                              | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    654000 | PA      | $660291.03    | 0.09%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/31 4.95                             | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    392000 | PA      | $402440.01    | 0.05%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                             | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    654000 | PA      | $665878.35    | 0.09%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/55 5.25                           | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    373000 | PA      | $367355.95    | 0.05%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/65 5.3                            | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    373000 | PA      | $365220.02    | 0.05%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                               | ALTRIA GROUP INC COMPANY GUAR 09/46 3.875                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    357000 | PA      | $264031.99    | 0.03%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 01/31 VAR                     | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    357000 | PA      | $365379.02    | 0.05%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A             | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393752 | PA      | $331405.46    | 0.04%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7          | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1326044.02   | 0.17%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/39 5.45                          | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/39 5.45         | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $268536.99    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELEVANCE HEALTH INC SR UNSECURED 06/29 5.15                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    570000 | PA      | $586262.58    | 0.08%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO GENL REF MOR 05/35 5.25                        | CUSIP: 23338VAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $241330.49    | 0.03%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 326 F2                                  | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287997 | PA      | $286655.93    | 0.04%             | 2044-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2                                               | FREDDIE MAC POOL FR 12/51 FIXED 2                              | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295640 | PA      | $238203.85    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/47 FIXED 2                                               | FREDDIE MAC POOL FR 02/47 FIXED 2                              | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257013 | PA      | $206840.58    | 0.03%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 2.5                            | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160599 | PA      | $134863.71    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/46 FIXED 2.5                                             | FREDDIE MAC POOL FR 06/46 FIXED 2.5                            | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919768 | PA      | $810199.65    | 0.10%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Principal Strip                                                      | FANNIE MAE PRINCIPAL STRIP SR UNSECURED 11/30 0.00000          | CUSIP: 31358DDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2811000 | PA      | $2264098.16   | 0.29%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 117 FA                                               | FANNIE MAE REMICS FNR 2011 117 FA                              | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359092 | PA      | $355077.06    | 0.05%             | 2041-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 117 AF                                               | FANNIE MAE REMICS FNR 2011 117 AF                              | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155405 | PA      | $153633.62    | 0.02%             | 2041-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 48 FB                                                | FANNIE MAE REMICS FNR 2015 48 FB                               | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403173 | PA      | $393863.50    | 0.05%             | 2045-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 72 GL                                                | FANNIE MAE REMICS FNR 2015 72 GL                               | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249000 | PA      | $216047.19    | 0.03%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 84 PA                                                | FANNIE MAE REMICS FNR 2015 84 PA                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421820 | PA      | $396195.91    | 0.05%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 19 FD                                                | FANNIE MAE REMICS FNR 2016 19 FD                               | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066915 | PA      | $1057473.42   | 0.14%             | 2046-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 36 FD                                                | FANNIE MAE REMICS FNR 2018 36 FD                               | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589865 | PA      | $582574.73    | 0.08%             | 2048-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 45 TM                                                | FANNIE MAE REMICS FNR 2018 45 TM                               | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407172 | PA      | $368900.10    | 0.05%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 55 GA                                                | FANNIE MAE REMICS FNR 2018 55 GA                               | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389982 | PA      | $370905.28    | 0.05%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 15 FA                                                | FANNIE MAE REMICS FNR 2019 15 FA                               | CUSIP: 3136B36T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207543 | PA      | $202004.20    | 0.03%             | 2049-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 62 KA                                                | FANNIE MAE REMICS FNR 2022 62 KA                               | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301548 | PA      | $284685.74    | 0.04%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 14 EJ                                                | FANNIE MAE REMICS FNR 2023 14 EJ                               | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474810 | PA      | $440696.13    | 0.06%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 89 AY                                                | FANNIE MAE REMICS FNR 2022 89 AY                               | CUSIP: 3136BPQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623000 | PA      | $537815.22    | 0.07%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 37 FH                                                | FANNIE MAE REMICS FNR 2023 37 FH                               | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819562 | PA      | $806596.36    | 0.10%             | 2050-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/48 FIXED 4.5                             | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525768 | PA      | $515764.58    | 0.07%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FLOATING VAR                          | CUSIP: 3140JCQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574358 | PA      | $569727.01    | 0.07%             | 2054-12-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189305 | PA      | $183368.88    | 0.02%             | 2052-08-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/41 FIXED 2                               | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330100 | PA      | $284031.74    | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED 2                               | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383488 | PA      | $308625.23    | 0.04%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 6                               | CUSIP: 3140QV3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805399 | PA      | $833020.50    | 0.11%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 6                               | CUSIP: 3140QV4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826975 | PA      | $857662.29    | 0.11%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6                               | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605337 | PA      | $627799.64    | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/54 FIXED 6                               | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927188 | PA      | $958986.62    | 0.12%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED VAR                             | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2371867 | PA      | $2153680.77   | 0.28%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/41 FIXED VAR                             | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567818 | PA      | $505559.17    | 0.07%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                             | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050821 | PA      | $905785.82    | 0.12%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED VAR                             | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442079 | PA      | $355778.53    | 0.05%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/40 FIXED 3                               | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994180 | PA      | $916597.58    | 0.12%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/40 FIXED 2                               | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314511 | PA      | $1137018.46   | 0.15%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/40 FIXED 2                               | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3059294 | PA      | $2644809.24   | 0.34%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/40 FIXED 2                               | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1482240 | PA      | $1280792.96   | 0.16%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/54 FIXED 6.5                            | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290850 | PA      | $306575.45    | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6                                               | FREDDIE MAC POOL FR 10/54 FIXED 6                              | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523601 | PA      | $541558.29    | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/54 FIXED 6.5                            | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288867 | PA      | $303762.82    | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/31 5.5                | CUSIP: 350930AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $415406.95    | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2021-3                                               | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2021 3A A1A 144A          | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626038 | PA      | $547632.75    | 0.07%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5                                   | NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5                  | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184983 | PA      | $184176.60    | 0.02%             | 2037-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-1                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 1 A5                  | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    969815 | PA      | $960014.58    | 0.12%             | 2033-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-2                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 2 A5                  | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    894329 | PA      | $885399.08    | 0.11%             | 2037-03-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| The Ohio State University                                                       | OHIO STATE UNIVERSITY/THE OHSHGR 06/11 FIXED OID 4.8           | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     41000 | PA      | $34303.50     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 144A 04/35 5.35      | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    317000 | PA      | $322929.27    | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SECURED 144A 04/55 5.8          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371601.60    | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/54 5.7                               | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $521519.26    | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3           | CUSIP: 716973AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     64000 | PA      | $60416.59     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/25 5            | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    548000 | PA      | $548749.40    | 0.07%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/28 4.125        | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1144756.10   | 0.15%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 04/30 4.375        | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    971000 | PA      | $968650.93    | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/38 6.625        | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1180000 | PA      | $1197700.00   | 0.15%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                      | UNITED PARCEL SERVICE INC SR UNSECURED 05/35 5.25              | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    453000 | PA      | $461962.52    | 0.06%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                      | UNITED PARCEL SERVICE INC SR UNSECURED 05/55 5.95              | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    408000 | PA      | $418687.17    | 0.05%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                      | UNITED PARCEL SERVICE INC SR UNSECURED 05/65 6.05              | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    521000 | PA      | $533199.82    | 0.07%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/30 4                         | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9082000 | PA      | $9169981.88   | 1.18%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/28 3.875                     | CUSIP: 91282CNH0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2382000 | PA      | $2394654.38   | 0.31%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2025 2 A 144A                               | VERIZON MASTER TRUST SERIES 20 VZMT 2025 2 A 144A              | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1557000 | PA      | $1595876.58   | 0.21%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2025 3 A1A                           | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1408000 | PA      | $1414180.28   | 0.18%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2025 4 A 144A                        | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1408000 | PA      | $1429867.93   | 0.18%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                          | WF CARD ISSUANCE TRUST WFCIT 2024 A2 A                         | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092000 | PA      | $1097132.95   | 0.14%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 04/29 VAR                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1370918.36   | 0.18%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 04/31 VAR                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1166521.68   | 0.15%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 C64 A5                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 C64 A5                | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $262212.37    | 0.03%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust                                | WORLD FINANCIAL NETWORK CREDIT WFNMT 2024 A A                  | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202000 | PA      | $206352.62    | 0.03%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 06/35 5.3                            | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    339000 | PA      | $344821.71    | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 11/29 4.62                                             | AUTONATION FINANCE TRUST 11/29 4.62                            | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518000 | PA      | $522065.57    | 0.07%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 06/30 4.76                                             | AUTONATION FINANCE TRUST 06/30 4.76                            | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269000 | PA      | $271987.25    | 0.04%             | 2030-06-10      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA CREDIT CARD TRUST BACCT 2024 A1 A                           | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    618000 | PA      | $627154.50    | 0.08%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA CREDIT CARD TRUST BACCT 2025 A1 A                           | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1569000 | PA      | $1579625.11   | 0.20%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/47 4.54                       | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    548000 | PA      | $442686.49    | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1958002 | PA      | $1951882.88   | 0.25%             | 2036-09-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 05/31 VAR                                         | CUSIP: 056121AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    689000 | PA      | $701569.29    | 0.09%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 05/36 VAR                                         | CUSIP: 056121AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    584000 | PA      | $601606.65    | 0.08%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST BMO 2025 C11 A5                                     | BMO 2025-C11 MORTGAGE TRUST BMO 2025 C11 A5                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376000 | PA      | $393249.08    | 0.05%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 MORTGAGE TRUST BMO 2025 5C10 A3                                   | BMO 2025-5C10 MORTGAGE TRUST BMO 2025 5C10 A3                  | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $388461.53    | 0.05%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 MORTGAGE TRUST BMO 2025 C12 A5                                     | BMO 2025-C12 MORTGAGE TRUST BMO 2025 C12 A5                    | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $264679.73    | 0.03%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc.                                             | BAIN CAPITAL SPECIALTY FINANCE SR UNSECURED 03/30 5.95         | CUSIP: 05684BAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $345984.61    | 0.04%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/31 2.25          | CUSIP: 059165EN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $306269.06    | 0.04%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/35 5.45          | CUSIP: 059165ET3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $464319.22    | 0.06%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 02/31 VAR                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    513000 | PA      | $468554.52    | 0.06%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/31 VAR                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    228000 | PA      | $198835.30    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1595017.23   | 0.21%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTWA KRAJOWEGO GOVT GUARANT 144A 07/54 6.25       | CUSIP: 06237MAD5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    763000 | PA      | $756420.76    | 0.10%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR          | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    743000 | PA      | $758728.25    | 0.10%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44 BANK 2022 BNK44 A5                                              | BANK 2022-BNK44 BANK 2022 BNK44 A5                             | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $316940.24    | 0.04%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BANK5 TRUST 2025-5YR13 BANK5 2025 5YR13 A3                                      | BANK5 TRUST 2025-5YR13 BANK5 2025 5YR13 A3                     | CUSIP: 06650CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $130301.90    | 0.02%             | 2058-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                           | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $648940.13    | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 10/34 4.8                            | CUSIP: 11135FCD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    917000 | PA      | $905921.48    | 0.12%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025 5C33 A4                               | BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025 5C33 A4              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557000 | PA      | $1629762.50   | 0.21%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C34 BBCMS 2025 5C34 A3                               | BBCMS MORTGAGE TRUST 2025-5C34 BBCMS 2025 5C34 A3              | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338000 | PA      | $352516.39    | 0.05%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 03/34 5.8                        | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    395000 | PA      | $408975.89    | 0.05%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO 1ST MORTGAGE 03/50 2.95                        | CUSIP: 23338VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $261327.63    | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A4                                | BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A4               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223232.60    | 0.03%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V15 MORTGAGE TR BMARK 2025 V15 A3                                | BENCHMARK 2025-V15 MORTGAGE TR BMARK 2025 V15 A3               | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249000 | PA      | $261151.05    | 0.03%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO GENL REF MOR 03/52 3.65                        | CUSIP: 23338VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $135229.96    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA COMPANY GUAR 06/35 5.125                           | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    227000 | PA      | $230902.48    | 0.03%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                    | BLUE OWL CREDIT INCOME CORP SR UNSECURED 09/29 6.6             | CUSIP: 09581CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    519000 | PA      | $534023.84    | 0.07%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 08/31 2.5           | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    426000 | PA      | $371262.73    | 0.05%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio L.P.                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55                     | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204029.48    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio L.P.                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5                      | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    271000 | PA      | $276816.21    | 0.04%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 144A 02/31 2.45                      | CUSIP: 11135FBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $361254.70    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 05/37 4.926                     | CUSIP: 11135FBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $358123.32    | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/55 5.875                           | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    519000 | PA      | $517835.86    | 0.07%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Export Finance and Insurance Corporation                                        | EXPORT FINANCE and INSURANCE COR GOVT GUARANT 144A 10/27 4.625 | CUSIP: 30220L2B9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    845000 | PA      | $859719.21    | 0.11%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/29 5.05                           | CUSIP: 11135FBX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    943000 | PA      | $965649.60    | 0.12%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 11/31 5.15                           | CUSIP: 11135FBY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1718057.32   | 0.22%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                            | FS KKR CAPITAL CORP SR UNSECURED 01/30 6.125                   | CUSIP: 302635AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743000 | PA      | $737903.18    | 0.10%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 03/53 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 03/53 FLOATING VAR                | CUSIP: 31288QWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    887308 | PA      | $875218.39    | 0.11%             | 2053-03-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/28 4.15                           | CUSIP: 11135FCA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    643000 | PA      | $641128.91    | 0.08%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                     | BUNGE LTD FINANCE CORP COMPANY GUAR 09/29 4.2                  | CUSIP: 120568BE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $537974.18    | 0.07%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 05/53 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 05/53 FLOATING VAR                | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1318788 | PA      | $1312861.28   | 0.17%             | 2053-05-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/54 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/54 FLOATING VAR                | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273066 | PA      | $275233.20    | 0.04%             | 2054-02-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A                              | BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A             | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145038 | PA      | $141565.59    | 0.02%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc.                                                              | CBRE SERVICES INC COMPANY GUAR 06/35 5.5                       | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    343000 | PA      | $345194.21    | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 01/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 01/55 FLOATING VAR                | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725296 | PA      | $729623.59    | 0.09%             | 2055-01-01      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 31288RFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2065000 | PA      | $2071404.60   | 0.27%             | 2055-06-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 264 30                                  | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798074 | PA      | $730769.40    | 0.09%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 271 F5                                  | CUSIP: 3128HXT88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235972 | PA      | $233152.87    | 0.03%             | 2042-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC23 MORTGAGE TRUST COMM 2015 LC23 A3                                 | COMM 2015-LC23 MORTGAGE TRUST COMM 2015 LC23 A3                | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188900 | PA      | $188439.21    | 0.02%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc.                                                        | CRH AMERICA FINANCE INC COMPANY GUAR 01/35 5.5                 | CUSIP: 12636YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $457063.78    | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 272 F1                                  | CUSIP: 3128HXYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372424 | PA      | $367987.41    | 0.05%             | 2042-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 280 F1                                  | CUSIP: 3128HXZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378090 | PA      | $373560.78    | 0.05%             | 2042-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/38 4.78                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    287000 | PA      | $263388.09    | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1024912.65   | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 09/46 FIXED 3                         | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783949 | PA      | $698438.40    | 0.09%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5                       | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29056 | PA      | $28456.40     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 06/31 5.55                        | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    519000 | PA      | $539138.54    | 0.07%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                                     | CADENCE DESIGN SYSTEMS INC SR UNSECURED 09/34 4.7              | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    744000 | PA      | $735023.25    | 0.09%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5                       | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33306 | PA      | $32609.25     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/43 FIXED 3                                               | FREDDIE MAC POOL FR 03/43 FIXED 3                              | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301377 | PA      | $274046.40    | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                  | CAIXABANK SA 144A 07/29 VAR                                    | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    862000 | PA      | $864146.94    | 0.11%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                  | CAIXABANK SA 144A 07/31 VAR                                    | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    862000 | PA      | $865392.87    | 0.11%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/45 FIXED 3                                               | FREDDIE MAC POOL FR 02/45 FIXED 3                              | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    956934 | PA      | $858710.57    | 0.11%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/45 FIXED 3                                               | FREDDIE MAC POOL FR 05/45 FIXED 3                              | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    579711 | PA      | $519321.72    | 0.07%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                  | CAIXABANK SA CAIXABANK SA                                      | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    519000 | PA      | $524323.38    | 0.07%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 02/35 VAR              | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1053849.29   | 0.14%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/54 FIXED 6                                               | FREDDIE MAC POOL FR 09/54 FIXED 6                              | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3166054 | PA      | $3274636.75   | 0.42%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 82 FH                                                | FANNIE MAE REMICS FNR 2016 82 FH                               | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564762 | PA      | $558504.60    | 0.07%             | 2046-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-2                                                  | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025 2 A3                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1223000 | PA      | $1234198.64   | 0.16%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                | CATERPILLAR INC SR UNSECURED 05/35 5.2                         | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    861000 | PA      | $877660.74    | 0.11%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 82 FE                                                | FANNIE MAE REMICS FNR 2016 82 FE                               | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613609 | PA      | $608117.04    | 0.08%             | 2046-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 78 FA                                                | FANNIE MAE REMICS FNR 2016 78 FA                               | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179646 | PA      | $177471.52    | 0.02%             | 2044-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                      | CATERPILLAR FINANCIAL SERVICES SR UNSECURED 02/29 4.85         | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    519000 | PA      | $530961.88    | 0.07%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Deere and Company                                                               | DEERE and CO SR UNSECURED 01/35 5.45                           | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1230252.11   | 0.16%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 79 FH                                                | FANNIE MAE REMICS FNR 2016 79 FH                               | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275609 | PA      | $273045.24    | 0.04%             | 2046-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 84 FB                                                | FANNIE MAE REMICS FNR 2016 84 FB                               | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269591 | PA      | $266510.64    | 0.03%             | 2046-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Deere and Company                                                               | DEERE and CO SR UNSECURED 01/55 5.7                            | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    546000 | PA      | $564433.94    | 0.07%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4184 FN                                                  | FREDDIE MAC REMICS FHR 4184 FN                                 | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131491 | PA      | $129279.19    | 0.02%             | 2043-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 91 AF                                                | FANNIE MAE REMICS FNR 2016 91 AF                               | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252538 | PA      | $250515.80    | 0.03%             | 2046-12-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 88 CF                                                | FANNIE MAE REMICS FNR 2016 88 CF                               | CUSIP: 3136AUTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474892 | PA      | $470549.83    | 0.06%             | 2046-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4205 PA                                                  | FREDDIE MAC REMICS FHR 4205 PA                                 | CUSIP: 3137B26P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251930 | PA      | $216782.76    | 0.03%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4719 LM                                                  | FREDDIE MAC REMICS FHR 4719 LM                                 | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264121 | PA      | $236687.99    | 0.03%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 23 FA                                                | FANNIE MAE REMICS FNR 2017 23 FA                               | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312809 | PA      | $309456.76    | 0.04%             | 2047-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 13 PA                                                | FANNIE MAE REMICS FNR 2017 13 PA                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415309 | PA      | $387375.95    | 0.05%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4742 PA                                                  | FREDDIE MAC REMICS FHR 4742 PA                                 | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    682598 | PA      | $625535.40    | 0.08%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4753 BD                                                  | FREDDIE MAC REMICS FHR 4753 BD                                 | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287792 | PA      | $259311.78    | 0.03%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4826 KF                                                  | FREDDIE MAC REMICS FHR 4826 KF                                 | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222291 | PA      | $217258.06    | 0.03%             | 2048-09-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4854 FB                                                  | FREDDIE MAC REMICS FHR 4854 FB                                 | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633205 | PA      | $624786.31    | 0.08%             | 2049-01-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 24 PG                                                | FANNIE MAE REMICS FNR 2017 24 PG                               | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042525 | PA      | $912263.18    | 0.12%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 38 FC                                                | FANNIE MAE REMICS FNR 2023 38 FC                               | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629816 | PA      | $626385.48    | 0.08%             | 2040-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4857 JA                                                  | FREDDIE MAC REMICS FHR 4857 JA                                 | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    986252 | PA      | $943929.21    | 0.12%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4880 DA                                                  | FREDDIE MAC REMICS FHR 4880 DA                                 | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538068 | PA      | $495753.60    | 0.06%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 38 FD                                                | FANNIE MAE REMICS FNR 2023 38 FD                               | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198843 | PA      | $197138.14    | 0.03%             | 2039-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR 2024 64 KY                                                       | FANNIE MAE FNR 2024 64 KY                                      | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303000 | PA      | $255739.64    | 0.03%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED VAR                             | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606082 | PA      | $542945.35    | 0.07%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4240 FA                                                  | FREDDIE MAC REMICS FHR 4240 FA                                 | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    681602 | PA      | $673134.34    | 0.09%             | 2043-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4281 FA                                                  | FREDDIE MAC REMICS FHR 4281 FA                                 | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103525 | PA      | $102702.84    | 0.01%             | 2043-12-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4527 GA                                                  | FREDDIE MAC REMICS FHR 4527 GA                                 | CUSIP: 3137BM4N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    469488 | PA      | $451276.20    | 0.06%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4582 HA                                                  | FREDDIE MAC REMICS FHR 4582 HA                                 | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182936 | PA      | $1123810.06   | 0.14%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4587 AF                                                  | FREDDIE MAC REMICS FHR 4587 AF                                 | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326249 | PA      | $323611.09    | 0.04%             | 2046-06-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4611 BF                                                  | FREDDIE MAC REMICS FHR 4611 BF                                 | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2350970 | PA      | $2324198.30   | 0.30%             | 2041-06-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4604 FB                                                  | FREDDIE MAC REMICS FHR 4604 FB                                 | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615853 | PA      | $608887.87    | 0.08%             | 2046-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4903 NF                                                  | FREDDIE MAC REMICS FHR 4903 NF                                 | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206466 | PA      | $203124.42    | 0.03%             | 2049-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4927 BG                                                  | FREDDIE MAC REMICS FHR 4927 BG                                 | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458180 | PA      | $423807.34    | 0.05%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4620 LF                                                  | FREDDIE MAC REMICS FHR 4620 LF                                 | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333363 | PA      | $330123.21    | 0.04%             | 2046-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4628 KF                                                  | FREDDIE MAC REMICS FHR 4628 KF                                 | CUSIP: 3137BSVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370476 | PA      | $362931.31    | 0.05%             | 2055-01-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4957 MY                                                  | FREDDIE MAC REMICS FHR 4957 MY                                 | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317000 | PA      | $263030.56    | 0.03%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4993 KF                                                  | FREDDIE MAC REMICS FHR 4993 KF                                 | CUSIP: 3137FU6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080612 | PA      | $1998433.18   | 0.26%             | 2050-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5058 BC                                                  | FREDDIE MAC REMICS FHR 5058 BC                                 | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293640 | PA      | $289995.55    | 0.04%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4709 FA                                                  | FREDDIE MAC REMICS FHR 4709 FA                                 | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247227 | PA      | $243597.41    | 0.03%             | 2047-08-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4988 KF                                                  | FREDDIE MAC REMICS FHR 4988 KF                                 | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354879 | PA      | $352293.51    | 0.05%             | 2050-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5004 FM                                                  | FREDDIE MAC REMICS FHR 5004 FM                                 | CUSIP: 3137FVAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416256 | PA      | $396708.84    | 0.05%             | 2050-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4719 LA                                                  | FREDDIE MAC REMICS FHR 4719 LA                                 | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341847 | PA      | $316785.03    | 0.04%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 06/29 4.75                     | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    394000 | PA      | $402168.65    | 0.05%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5020 ET                                                  | FREDDIE MAC REMICS FHR 5020 ET                                 | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405125 | PA      | $372656.95    | 0.05%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5092 HE                                                  | FREDDIE MAC REMICS FHR 5092 HE                                 | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481052 | PA      | $398678.52    | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 06/31 4.85                     | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    262000 | PA      | $268721.16    | 0.03%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                           | HOWMET AEROSPACE INC SR UNSECURED 10/31 4.85                   | CUSIP: 443201AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $354452.00    | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 11/49 3.25                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $82335.93     | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/41 2.8                              | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    222000 | PA      | $149190.18    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/43 5.625                            | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    148000 | PA      | $140802.96    | 0.02%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/54 5.6                              | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119262.26    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 02/34 4.7                                | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    522000 | PA      | $519786.21    | 0.07%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC SR UNSECURED 05/32 4.85                             | CUSIP: 49177JAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $225682.22    | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY OP LLC COMPANY GUAR 03/35 4.85                    | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    354000 | PA      | $346553.36    | 0.04%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY OP LLC COMPANY GUAR 02/36 5.3                     | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    407000 | PA      | $409833.75    | 0.05%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 06/30 5.15                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    452000 | PA      | $461500.92    | 0.06%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                  | KROGER CO/THE SR UNSECURED 09/54 5.5                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    126000 | PA      | $119605.76    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/55 5.5                        | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    327000 | PA      | $329037.82    | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/65 5.6                        | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    361000 | PA      | $365304.27    | 0.05%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITAL LLC SR UNSECURED 11/30 2.75                      | CUSIP: 862121AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $347213.33    | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITAL LLC SR UNSECURED 12/31 2.7                       | CUSIP: 862121AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $131460.80    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITAL LLC SR UNSECURED 144A 04/30 5.4                  | CUSIP: 862123AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $267479.33    | 0.03%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 02/30 4.85                           | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    739000 | PA      | $753964.57    | 0.10%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/28 4.65                           | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    394000 | PA      | $398010.60    | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/30 4.85                           | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    564000 | PA      | $571822.62    | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/32 5                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    451000 | PA      | $456833.24    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc.                                                                   | SYNOPSYS INC SR UNSECURED 04/55 5.7                            | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112351.20    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/41 1.75                      | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  28583000 | PA      | $18976432.34  | 2.44%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/41 2                         | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  18874000 | PA      | $12980298.69  | 1.67%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/42 2.375                     | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1430000 | PA      | $1040325.00   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/55 4.625                     | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12200000 | PA      | $11875937.50  | 1.53%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/45 5                         | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11788000 | PA      | $12108486.25  | 1.56%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/27 0.5                       | CUSIP: 91282CAU5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    595000 | PA      | $552606.25    | 0.07%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                     | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2686000 | PA      | $2359483.13   | 0.30%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5091 AB                                                  | FREDDIE MAC REMICS FHR 5091 AB                                 | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    807332 | PA      | $655545.74    | 0.08%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5116 PB                                                  | FREDDIE MAC REMICS FHR 5116 PB                                 | CUSIP: 3137H0K64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497196 | PA      | $439025.70    | 0.06%             | 2051-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 160 NE                 | CUSIP: 38383AZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2627263 | PA      | $2230495.59   | 0.29%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 215 GA                 | CUSIP: 38383D2L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2279729 | PA      | $1981512.51   | 0.26%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 5 BA                   | CUSIP: 38383FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2141593 | PA      | $1808738.49   | 0.23%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5119 QF                                                  | FREDDIE MAC REMICS FHR 5119 QF                                 | CUSIP: 3137H0SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615018 | PA      | $575598.16    | 0.07%             | 2051-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5118 CA                                                  | FREDDIE MAC REMICS FHR 5118 CA                                 | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474000 | PA      | $437372.98    | 0.06%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5178 TP                                                  | FREDDIE MAC REMICS FHR 5178 TP                                 | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    653612 | PA      | $581756.72    | 0.07%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5182 M                                                   | FREDDIE MAC REMICS FHR 5182 M                                  | CUSIP: 3137H5CE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387196 | PA      | $341285.09    | 0.04%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 BH                                                  | FREDDIE MAC REMICS FHR 5202 BH                                 | CUSIP: 3137H5ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288724 | PA      | $266719.76    | 0.03%             | 2047-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 KA                                                  | FREDDIE MAC REMICS FHR 5202 KA                                 | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433506 | PA      | $384129.03    | 0.05%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 TA                                                  | FREDDIE MAC REMICS FHR 5202 TA                                 | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    836846 | PA      | $769319.53    | 0.10%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5201 CA                                                  | FREDDIE MAC REMICS FHR 5201 CA                                 | CUSIP: 3137H64V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561242 | PA      | $495923.15    | 0.06%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5207 PA                                                  | FREDDIE MAC REMICS FHR 5207 PA                                 | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628730 | PA      | $565170.29    | 0.07%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5217 CD                                                  | FREDDIE MAC REMICS FHR 5217 CD                                 | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453535 | PA      | $423083.02    | 0.05%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5210 DC                                                  | FREDDIE MAC REMICS FHR 5210 DC                                 | CUSIP: 3137H6WG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441861 | PA      | $413723.82    | 0.05%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5396 HF                                                  | FREDDIE MAC REMICS FHR 5396 HF                                 | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1108813 | PA      | $1114883.52   | 0.14%             | 2054-04-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5399 FB                                                  | FREDDIE MAC REMICS FHR 5399 FB                                 | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642979 | PA      | $641399.90    | 0.08%             | 2054-04-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5410 JY                                                  | FREDDIE MAC REMICS FHR 5410 JY                                 | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484000 | PA      | $418812.41    | 0.05%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR 5452 KY                                                         | FREDDIE MAC FHR 5452 KY                                        | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519000 | PA      | $445364.75    | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5451 FD                                                  | FREDDIE MAC REMICS FHR 5451 FD                                 | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363917 | PA      | $358796.48    | 0.05%             | 2044-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5529 HA                                                  | FREDDIE MAC REMICS FHR 5529 HA                                 | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292120 | PA      | $278257.92    | 0.04%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED VAR                             | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415973 | PA      | $411263.81    | 0.05%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/46 FIXED VAR                             | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574381 | PA      | $552037.67    | 0.07%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/45 FIXED VAR                             | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156622 | PA      | $150645.10    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/45 FIXED VAR                             | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655610 | PA      | $644858.05    | 0.08%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/45 FIXED VAR                             | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310095 | PA      | $281358.93    | 0.04%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/42 FIXED 3                               | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319832 | PA      | $291224.08    | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED 3                               | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501743 | PA      | $456525.92    | 0.06%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED 3                               | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410512 | PA      | $372479.29    | 0.05%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/45 FIXED 3                               | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1279882 | PA      | $1147391.51   | 0.15%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/43 FIXED 3                               | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563543 | PA      | $511323.30    | 0.07%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/46 FIXED 4.5                             | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29545 | PA      | $28927.13     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 414 A35                          | CUSIP: 31395QDZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842560 | PA      | $795013.93    | 0.10%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 55 FH                                                | FANNIE MAE REMICS FNR 2011 55 FH                               | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131536 | PA      | $130292.97    | 0.02%             | 2041-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED 3.5                             | CUSIP: 3140FXHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335190 | PA      | $321313.08    | 0.04%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 3                               | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2465871 | PA      | $2200964.21   | 0.28%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/48 FIXED 4                               | CUSIP: 3140FXK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2044721 | PA      | $1952876.19   | 0.25%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3                               | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562419 | PA      | $533924.10    | 0.07%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/54 FIXED 4                                             | GINNIE MAE II POOL G2 11/54 FIXED 4                            | CUSIP: 3618N5AZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1139076 | PA      | $1060116.36   | 0.14%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 02/49 FIXED 4.5                                           | GINNIE MAE II POOL G2 02/49 FIXED 4.5                          | CUSIP: 3622AACC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437791 | PA      | $425233.52    | 0.05%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/47 FIXED 3                                              | GINNIE MAE I POOL GN 11/47 FIXED 3                             | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1588216 | PA      | $1434798.56   | 0.18%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/50 FIXED 3                                             | GINNIE MAE II POOL G2 10/50 FIXED 3                            | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1368475 | PA      | $1207789.93   | 0.16%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 01/53 FIXED 6                                             | GINNIE MAE II POOL G2 01/53 FIXED 6                            | CUSIP: 3622ACCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1219539 | PA      | $1252546.31   | 0.16%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/37 FIXED 2.5                                           | GINNIE MAE II POOL G2 12/37 FIXED 2.5                          | CUSIP: 3622ACGT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    552855 | PA      | $521383.70    | 0.07%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/38 FIXED 2.5                                           | GINNIE MAE II POOL G2 06/38 FIXED 2.5                          | CUSIP: 3622ACMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1040017 | PA      | $980813.86    | 0.13%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4               | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $883589.05    | 0.11%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A             | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434000 | PA      | $443595.09    | 0.06%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2025 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2025 1 A 144A             | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2759000 | PA      | $2787769.20   | 0.36%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust 2025-2                                    | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 A3                 | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353000 | PA      | $355254.36    | 0.05%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/36 2.625     | CUSIP: 36321PAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    459000 | PA      | $389962.19    | 0.05%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/34 2.16      | CUSIP: 36321PAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    541068 | PA      | $479705.62    | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                    | GENERAL DYNAMICS CORP COMPANY GUAR 08/35 4.95                  | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511950.63    | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/31 2.7          | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    985000 | PA      | $862304.05    | 0.11%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/30 5.35         | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    276000 | PA      | $279361.60    | 0.04%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 03/35 5.2                        | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136878.61    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc.                                                               | GERDAU TRADE INC COMPANY GUAR 06/35 5.75                       | CUSIP: 37373WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    531000 | PA      | $531371.70    | 0.07%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 09/36 4                       | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    264000 | PA      | $240802.67    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 2 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 2 A 144A             | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424000 | PA      | $426464.92    | 0.05%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust 2023-3                                    | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A4                 | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264000 | PA      | $265088.52    | 0.03%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/30 VAR             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    406000 | PA      | $412741.35    | 0.05%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/35 VAR             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    808000 | PA      | $815024.95    | 0.10%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/30 VAR             | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    787000 | PA      | $789363.80    | 0.10%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/31 VAR             | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1063320.63   | 0.14%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/56 VAR             | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369933.99    | 0.05%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/31 VAR             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1639249.15   | 0.21%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                          | GOLDMAN SACHS BANK USA/NEW YOR SR UNSECURED 05/27 VAR          | CUSIP: 38151LAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657000 | PA      | $662422.25    | 0.09%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                              | GOLDMAN SACHS PRIVATE CREDIT C SR UNSECURED 144A 05/30 6.25    | CUSIP: 38152BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $534165.45    | 0.07%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 163 NC                 | CUSIP: 38377RKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398836 | PA      | $396984.64    | 0.05%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 152 HA                 | CUSIP: 38378UWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    443775 | PA      | $410912.84    | 0.05%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 133 BP                 | CUSIP: 38379GQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340584 | PA      | $306336.15    | 0.04%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 149 KP                 | CUSIP: 38379GSW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293542 | PA      | $269587.59    | 0.03%             | 2044-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 181 L                  | CUSIP: 38379HMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313901 | PA      | $284981.33    | 0.04%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 144 CA                 | CUSIP: 38379QD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    479724 | PA      | $424421.29    | 0.05%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 93 AB                  | CUSIP: 38379XX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600007 | PA      | $495835.52    | 0.06%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 136 A                  | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277415 | PA      | $250828.81    | 0.03%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 167 BQ                 | CUSIP: 38380H3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344670 | PA      | $324449.59    | 0.04%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 63 UD                  | CUSIP: 38382FFR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307039 | PA      | $253689.24    | 0.03%             | 2050-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 8 CY                   | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385683 | PA      | $383030.64    | 0.05%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 Q                   | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390002 | PA      | $387392.21    | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 BD                  | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434047 | PA      | $431283.77    | 0.06%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 NT                  | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    436885 | PA      | $429608.63    | 0.06%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 CW                  | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    551415 | PA      | $547954.37    | 0.07%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 24 BC                  | CUSIP: 38382NPQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    481670 | PA      | $372237.67    | 0.05%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 89 LK                  | CUSIP: 38382QB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    823806 | PA      | $705309.10    | 0.09%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 105 P                  | CUSIP: 38382TXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1479328 | PA      | $1197314.88   | 0.15%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 107 DB                 | CUSIP: 38382UDH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1393225 | PA      | $1128594.67   | 0.15%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 135 A                  | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341741 | PA      | $275442.23    | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 03/32 5.5                                 | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    896000 | PA      | $924700.96    | 0.12%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 03/55 6.2                                 | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    589000 | PA      | $593195.07    | 0.08%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                             | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |  29246615 | NS      | $29246614.51  | 3.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A           | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    904000 | PA      | $907983.02    | 0.12%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A                            | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A           | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153000 | PA      | $155126.23    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A3 144A                              | SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A3 144A             | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343398 | PA      | $344418.86    | 0.04%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A4 144A                              | SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A4 144A             | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176644.13    | 0.02%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A            | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    829496 | PA      | $746663.70    | 0.10%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2017-D LLC                                       | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 D A2FX 144A           | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6707 | PA      | $6625.70      | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A                            | SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649000 | PA      | $644198.37    | 0.08%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 05/35 VAR              | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    414000 | PA      | $432325.87    | 0.06%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 03/31 VAR              | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    339000 | PA      | $348000.37    | 0.04%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3                 | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $668308.31    | 0.09%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A3                 | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    661000 | PA      | $665840.50    | 0.09%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                       | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/30 4.75              | CUSIP: 80414L2X2<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |    233000 | PA      | $234138.65    | 0.03%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/32 4.9                 | CUSIP: 82622RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    688000 | PA      | $697917.40    | 0.09%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/35 5.2                 | CUSIP: 82622RAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    688000 | PA      | $700613.73    | 0.09%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    851000 | PA      | $852973.52    | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA SUBORDINATED 144A 01/53 7.367              | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    208000 | PA      | $217935.36    | 0.03%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA SUBORDINATED 144A 01/55 VAR                | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    208000 | PA      | $211832.61    | 0.03%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A                             | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A            | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472261 | PA      | $411216.37    | 0.05%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 03/48 4.125         | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $188577.26    | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A                            | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A           | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88229 | PA      | $83270.90     | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| STAR 2021-1 TRUST STAR 2021 1 A1 144A                                           | STAR 2021-1 TRUST STAR 2021 1 A1 144A                          | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143256 | PA      | $134031.32    | 0.02%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A              | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109731 | PA      | $105805.52    | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A              | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452471 | PA      | $396074.54    | 0.05%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                        | STATE STREET CORP SR UNSECURED 02/30 4.729                     | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1067955.59   | 0.14%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A3 144A                            | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A3 144A           | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1406000 | PA      | $1411555.25   | 0.18%             | 2028-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                   | SUN COMMUNITIES OPERATING LP COMPANY GUAR 04/32 4.2            | CUSIP: 866677AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $462715.49    | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                   | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025 A1 A                  | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    891000 | PA      | $904759.27    | 0.12%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                      | SYNCHRONY CARD FUNDING LLC SYNIT 2025 A2 A                     | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1727000 | PA      | $1743040.72   | 0.22%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 05/35 5.3                        | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    454000 | PA      | $459691.55    | 0.06%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 11/55 5.875                      | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    271000 | PA      | $270888.05    | 0.03%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2022-1                                                        | T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                  | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168516 | PA      | $168630.20    | 0.02%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 03/53 5                     | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    309000 | PA      | $285014.75    | 0.04%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 02/54 5.15                  | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    261000 | PA      | $245958.66    | 0.03%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 05/30 4.5                   | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    565000 | PA      | $571039.12    | 0.07%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 05/35 5.1                   | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    565000 | PA      | $575627.05    | 0.07%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital                                                           | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/64 5.638              | CUSIP: 89157XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    130000 | PA      | $126021.46    | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital                                                           | TOTALENERGIES CAPITAL SA COMPANY GUAR 09/64 5.425              | CUSIP: 89157XAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    136000 | PA      | $127234.36    | 0.02%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2023-B TAOT 2023 B A3                  | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652084 | PA      | $653271.66    | 0.08%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2025-1                                     | TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2025 1A A 144A            | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    654000 | PA      | $662727.96    | 0.09%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2023-C TAOT 2023 C A3                  | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903924 | PA      | $908812.13    | 0.12%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B TAOT 2025 B A3                                   | TOYOTA AUTO RECEIVABLES 2025-B TAOT 2025 B A3                  | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408000 | PA      | $410510.34    | 0.05%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                        | TOYOTA MOTOR CORP TOYOTA MOTOR CORP                            | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    488000 | PA      | $489996.92    | 0.06%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                        | TOYOTA MOTOR CORP SR UNSECURED 06/35 5.053                     | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    464000 | PA      | $468101.24    | 0.06%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/30 4.8                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441938.28    | 0.06%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-D Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A4                  | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378000 | PA      | $384447.89    | 0.05%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                         | TRANS-ALLEGHENY INTERSTATE LIN SR UNSECURED 144A 01/31 5       | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $499552.88    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8                   | CUSIP: 90353TAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $653187.21    | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/54 5.35                  | CUSIP: 90353TAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $291020.75    | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A                               | USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A              | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $594748.20    | 0.08%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 05/31 2.375                    | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    246000 | PA      | $221170.96    | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 24 AH                  | CUSIP: 38383FX73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147380 | PA      | $125394.26    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 225 YC                 | CUSIP: 38383FZF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270885 | PA      | $226504.55    | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 31 GH                  | CUSIP: 38383GS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1096809 | PA      | $988845.07    | 0.13%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 205 A                  | CUSIP: 38383HAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    667002 | PA      | $538687.18    | 0.07%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 197 LF                 | CUSIP: 38383LFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1717526 | PA      | $1698253.63   | 0.22%             | 2052-11-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 34 DN                  | CUSIP: 38383MFU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    873890 | PA      | $822041.79    | 0.11%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 50 CA                  | CUSIP: 38383PLD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1542764 | PA      | $1377920.53   | 0.18%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 46 LY                  | CUSIP: 38383PXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202000 | PA      | $166498.46    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 66 CG                  | CUSIP: 38383RGE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    955559 | PA      | $910482.99    | 0.12%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 84 A                   | CUSIP: 38383RU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    534275 | PA      | $448996.38    | 0.06%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 78 HW                  | CUSIP: 38383RWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349000 | PA      | $270882.74    | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 107 C                  | CUSIP: 38383TLM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1804820 | PA      | $1489944.58   | 0.19%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 138 PT                 | CUSIP: 38383YCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2161614 | PA      | $1794851.73   | 0.23%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 153 KA                 | CUSIP: 38383YJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    447492 | PA      | $440422.93    | 0.06%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 81 YJ                  | CUSIP: 38384BFM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2042000 | PA      | $1750249.25   | 0.23%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 07/50 3.875        | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    299000 | PA      | $210250.49    | 0.03%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 03/54 5.75         | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    427000 | PA      | $395198.57    | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/35 VAR                   | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    404000 | PA      | $411119.38    | 0.05%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 03/50 3.3                                | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    212000 | PA      | $146876.62    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                     | BUNGE LTD FINANCE CORP COMPANY GUAR 08/25 1.63                 | CUSIP: 120568BB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $264902.45    | 0.03%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP COMPANY GUAR 144A 02/29 6                   | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    478000 | PA      | $485674.95    | 0.06%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crowley Conro LLC                                                               | CROWLEY CONRO LLC US GOVT GUAR 08/43 4.181                     | CUSIP: 228023AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419215 | PA      | $370638.60    | 0.05%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 04/31 2.1                        | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    437000 | PA      | $374930.93    | 0.05%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5                | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    348000 | PA      | $201350.42    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4                 | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    344000 | PA      | $304347.54    | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Eaton Capital Unlimited Company                                                 | EATON CAPITAL ULC COMPANY GUAR 05/30 4.45                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    349000 | PA      | $350634.99    | 0.05%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                | EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 02/35 5.98         | CUSIP: 29082HAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    682000 | PA      | $703005.60    | 0.09%             | 2035-02-11      | Fixed         | 5.98%                 | 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        |    150000 | PA      | $146286.20    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15                 | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    488000 | PA      | $499134.42    | 0.06%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75                 | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    433000 | PA      | $401920.59    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9                  | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    131000 | PA      | $121244.50    | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55                 | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    676000 | PA      | $683338.90    | 0.09%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/64 5.55                     | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    719000 | PA      | $702633.58    | 0.09%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 11/48 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 11/48 FLOATING VAR                | CUSIP: 31288QAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268593 | PA      | $274698.27    | 0.04%             | 2048-11-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/50 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/50 FLOATING VAR                | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454753 | PA      | $452839.60    | 0.06%             | 2050-02-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4286 VF                                                  | FREDDIE MAC REMICS FHR 4286 VF                                 | CUSIP: 3137B6VQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510018 | PA      | $503348.75    | 0.06%             | 2043-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4303 FA                                                  | FREDDIE MAC REMICS FHR 4303 FA                                 | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186405 | PA      | $182759.58    | 0.02%             | 2044-02-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4427 CE                                                  | FREDDIE MAC REMICS FHR 4427 CE                                 | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64088 | PA      | $63181.03     | 0.01%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4446 CP                                                  | FREDDIE MAC REMICS FHR 4446 CP                                 | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308451 | PA      | $274935.97    | 0.04%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                             | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1467751 | PA      | $1289456.94   | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/48 FIXED VAR                             | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373943 | PA      | $334595.14    | 0.04%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED VAR                             | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579717 | PA      | $517354.97    | 0.07%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                             | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863479 | PA      | $767492.88    | 0.10%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/48 FIXED VAR                             | CUSIP: 3140XMG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438321 | PA      | $398375.86    | 0.05%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED VAR                             | CUSIP: 3140XMLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3479286 | PA      | $3092522.50   | 0.40%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XMRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    992060 | PA      | $881781.06    | 0.11%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493598 | PA      | $439191.30    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 06/43 FIXED 3                                             | GINNIE MAE II POOL G2 06/43 FIXED 3                            | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553860 | PA      | $499409.57    | 0.06%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2024 4A A1 144A            | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1016000 | PA      | $1027700.76   | 0.13%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2025 2A A 144A             | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1367000 | PA      | $1380120.88   | 0.18%             | 2030-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 07/30 5.45         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    659000 | PA      | $668254.10    | 0.09%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/34 5.634             | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $310864.72    | 0.04%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/35 5.673             | CUSIP: 378272CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711000 | PA      | $725333.43    | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/55 6.141             | CUSIP: 378272CB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $269897.97    | 0.03%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 139 GA                 | CUSIP: 38380HEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1099783 | PA      | $997375.82    | 0.13%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 65 DC                  | CUSIP: 38380WV71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410000 | PA      | $379185.59    | 0.05%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/49 5.25                                | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    336000 | PA      | $298488.81    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/53 5.9                                 | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    196000 | PA      | $189248.48    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2022-A                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A4                  | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341000 | PA      | $338053.15    | 0.04%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A4                  | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599000 | PA      | $599861.84    | 0.08%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1        | IMPACT FUNDING AFFORDABLE MULT IFUND 2010 1 A1 144A            | CUSIP: 45257HAA5<br>LEI: 5493007PF8OVQKUTNC92 | Long             | ABS-MBS          | CORP              | US        |     19833 | PA      | $19728.49     | 0.00%             | 2051-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC COMPANY GUAR 144A 07/35 5.625      | CUSIP: 45262BAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    526000 | PA      | $527785.18    | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 03/36 VAR                            | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    920000 | PA      | $936541.44    | 0.12%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 08/31 2            | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $65561.63     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 04/32 4.15         | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $419344.80    | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/34 4.7                        | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    519000 | PA      | $518699.64    | 0.07%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/64 5.1                        | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    261000 | PA      | $242473.55    | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 08/29 4.2                        | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    822000 | PA      | $824917.61    | 0.11%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 08/34 4.6                        | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    677000 | PA      | $670854.27    | 0.09%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                              | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 04/31 VAR          | CUSIP: 606822DK7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    914000 | PA      | $935702.20    | 0.12%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                              | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 04/36 VAR          | CUSIP: 606822DL5<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    803000 | PA      | $825736.42    | 0.11%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3                                  | MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3                 | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372926 | PA      | $326517.23    | 0.04%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc.                                                      | DICK'S SPORTING GOODS INC SR UNSECURED 01/52 4.1               | CUSIP: 253393AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    836000 | PA      | $597377.47    | 0.08%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 03/35 5.35                    | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    677000 | PA      | $673434.60    | 0.09%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/51 3.5                        | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    214000 | PA      | $146966.85    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 04/31 2.55              | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    157000 | PA      | $142067.59    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/32 2.85              | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    428000 | PA      | $383950.36    | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/52 3.55              | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    312000 | PA      | $224916.11    | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 01/53 5.35              | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    302000 | PA      | $289560.98    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/35 5.25              | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    376000 | PA      | $384530.03    | 0.05%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 10/46 3.7                | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     78000 | PA      | $58875.60     | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/47 5.3                      | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    264000 | PA      | $232854.92    | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 05/54 5.95                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1009326.51   | 0.13%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 07/29 5.25                     | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    659000 | PA      | $675138.90    | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/35 5.7                      | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    771000 | PA      | $785335.60    | 0.10%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/55 6.2                      | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51193.76     | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65                   | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $181410.63    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS LLC 1ST MORTGAGE 01/33 5.15                   | CUSIP: 29366MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $529778.47    | 0.07%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/29 VAR                          | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1354420.71   | 0.17%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/55 5.8                 | CUSIP: 82622RAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    348000 | PA      | $358341.17    | 0.05%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A4 144A                               | USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A4 144A              | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $178162.32    | 0.02%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 04/55 5.8                 | CUSIP: 29366WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $337191.33    | 0.04%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 69 BF                                                | FANNIE MAE REMICS FNR 2016 69 BF                               | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359074 | PA      | $355564.94    | 0.05%             | 2046-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 61 BF                                                | FANNIE MAE REMICS FNR 2016 61 BF                               | CUSIP: 3136ATQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107949 | PA      | $107381.29    | 0.01%             | 2046-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 64 BC                                                | FANNIE MAE REMICS FNR 2016 64 BC                               | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425603 | PA      | $397760.49    | 0.05%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 11 FA                                                | FANNIE MAE REMICS FNR 2017 11 FA                               | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115722 | PA      | $114836.73    | 0.01%             | 2047-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED VAR                             | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1944163 | PA      | $1570102.16   | 0.20%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                             | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6597943 | PA      | $5993650.82   | 0.77%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4316122 | PA      | $3836334.40   | 0.49%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                             | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1384508 | PA      | $1216035.07   | 0.16%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/42 FIXED VAR                             | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551067 | PA      | $473500.49    | 0.06%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 144A 03/32 6.55         | CUSIP: 03770DAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $398343.35    | 0.05%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/50 2.65                              | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    205000 | PA      | $128591.84    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/41 2.375                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    188000 | PA      | $131404.77    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/51 2.65                              | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    158000 | PA      | $98100.87     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/45 FIXED VAR                             | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561884 | PA      | $511028.19    | 0.07%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/35 FIXED VAR                             | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481172 | PA      | $478488.86    | 0.06%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/52 3.95                              | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    495000 | PA      | $394552.01    | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/28 4                                 | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    394000 | PA      | $394747.90    | 0.05%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1438676 | PA      | $1307495.31   | 0.17%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/27 FIXED VAR                             | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140438 | PA      | $139764.58    | 0.02%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/30 4.2                               | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    678000 | PA      | $681025.20    | 0.09%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                     | ARES MANAGEMENT CORP COMPANY GUAR 10/54 5.6                    | CUSIP: 03990BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $371827.05    | 0.05%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/41 FIXED VAR                             | CUSIP: 3140XJKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280760 | PA      | $241826.88    | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/44 FIXED VAR                             | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550422 | PA      | $500081.28    | 0.06%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2              | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $521512.77    | 0.07%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 12/31 2.4                            | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28074.50     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9            | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $129712.56    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/42 3.5            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $464194.59    | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/43 FIXED VAR                             | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532239 | PA      | $482920.54    | 0.06%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED VAR                             | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939224 | PA      | $839428.06    | 0.11%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/53 5.25           | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $271019.89    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/63 5.5            | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $114998.06    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619351 | PA      | $557899.93    | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/43 FIXED VAR                             | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435304 | PA      | $397888.02    | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/29 6.1            | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $712968.98    | 0.09%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A                             | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A            | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416000 | PA      | $414476.23    | 0.05%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                             | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475642 | PA      | $417863.42    | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED VAR                             | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202473 | PA      | $194941.87    | 0.03%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                            | CHASE ISSUANCE TRUST CHAIT 2024 A2 A                           | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   2709000 | PA      | $2757380.03   | 0.36%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                           | CHILE ELECTRICITY LUX MPC II S GOVT GUARANT 144A 10/35 5.58    | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    336262 | PA      | $336289.33    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156839 | PA      | $1028242.74   | 0.13%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498710 | PA      | $452423.95    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                           | CHILE ELECTRICITY LUX MPC II S GOVT GUARANT 144A 10/35 5.672   | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    528000 | PA      | $531896.25    | 0.07%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/37 5.65                          | CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/37 5.65         | CUSIP: 168863EE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    369000 | PA      | $380106.90    | 0.05%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477022 | PA      | $432559.24    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 196 E                  | CUSIP: 38384GUU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536432 | PA      | $509810.33    | 0.07%             | 2048-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 02/35 VAR                           | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    287000 | PA      | $292844.59    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 01/36 VAR                           | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1460276.60   | 0.19%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 45 BD                  | CUSIP: 38384KGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352184 | PA      | $322920.71    | 0.04%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 110 JC                 | CUSIP: 38384QH76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2678492 | PA      | $2526032.25   | 0.33%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                             | CITIBANK CREDIT CARD ISSUANCE CCCIT 2025 A1 A                  | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1307000 | PA      | $1314615.50   | 0.17%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                             | CITIBANK CREDIT CARD ISSUANCE CCCIT 2025 A2 A                  | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1307000 | PA      | $1316353.94   | 0.17%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | CITIBANK NA SR UNSECURED 05/27 4.576                           | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1982830.52   | 0.26%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | CITIBANK NA SR UNSECURED 05/30 4.914                           | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1728561.42   | 0.22%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 110 JL                 | CUSIP: 38384QXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540000 | PA      | $460025.41    | 0.06%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 7 EL                   | CUSIP: 38385BN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233000 | PA      | $166004.60    | 0.02%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                           | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    257000 | PA      | $269035.02    | 0.03%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 09/30 VAR                           | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    426000 | PA      | $424069.01    | 0.05%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 1 GC                   | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6524337 | PA      | $6240510.22   | 0.80%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                              | HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/54 5.6           | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    281000 | PA      | $259525.63    | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 03/29 VAR                           | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    920000 | PA      | $926607.38    | 0.12%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A                              | COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184200 | PA      | $185645.29    | 0.02%             | 2046-11-26      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A             | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262655 | PA      | $251425.02    | 0.03%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A             | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142576 | PA      | $139574.60    | 0.02%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 5.15           | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    834000 | PA      | $844017.14    | 0.11%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2022-A                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A3                  | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65510 | PA      | $65400.69     | 0.01%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A             | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507752 | PA      | $426577.18    | 0.05%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A                              | COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A             | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546760 | PA      | $465404.20    | 0.06%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3                  | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292779 | PA      | $294657.79    | 0.04%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A3 144A                             | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A3 144A            | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1021000 | PA      | $1028022.13   | 0.13%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/52 4.049                          | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188067.58    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/63 2.987                          | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $163064.00    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 05/53 5.35                           | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    420000 | PA      | $389176.01    | 0.05%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT HEALTH SR SECURED 10/29 3.347                     | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    242000 | PA      | $231403.11    | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 03/54 5.55                      | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191139.02    | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 01/55 5.5                       | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    359000 | PA      | $340626.00    | 0.04%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 11/59 3.7           | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    131000 | PA      | $90823.97     | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 12/51 3.2           | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     77000 | PA      | $51029.04     | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 03/34 5.5           | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    316000 | PA      | $328609.28    | 0.04%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 05/34 5.375         | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268362.74    | 0.03%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 02/35 4.875        | CUSIP: 46188BAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $380719.03    | 0.05%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 01/33 4.5          | CUSIP: 46514BRA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    408000 | PA      | $389304.02    | 0.05%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 03/55 5.5           | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    463000 | PA      | $448757.23    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                        | CONSUMERS ENERGY CO 1ST MORTGAGE 01/31 4.5                     | CUSIP: 210518DY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $680651.94    | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 02/30 5.375        | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1110000 | PA      | $1131177.12   | 0.15%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 02/35 5.625        | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    630000 | PA      | $640235.91    | 0.08%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                        | CONSUMERS ENERGY CO 1ST MORTGAGE 05/35 5.05                    | CUSIP: 210518DZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $504469.12    | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                                | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2800000 | PA      | $2802781.52   | 0.36%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 05/32 3                              | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 05/32 3             | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    510000 | PA      | $446485.67    | 0.06%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    687000 | PA      | $628185.72    | 0.08%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/28 4.65                | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    458000 | PA      | $464916.40    | 0.06%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 06/30 4.55                | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    608000 | PA      | $613634.90    | 0.08%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/52 6.5                            | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/52 6.5           | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    401000 | PA      | $416053.14    | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75          | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    434000 | PA      | $446117.28    | 0.06%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/28 4.95                    | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1057003.31   | 0.14%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/30 5.25                    | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1189587.26   | 0.15%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                         | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    739000 | PA      | $750543.56    | 0.10%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR            | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1065692.67   | 0.14%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 09/34 5.2                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    881000 | PA      | $855571.38    | 0.11%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 09/54 5.75                      | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    434000 | PA      | $390721.55    | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2                  | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    261000 | PA      | $264565.09    | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 9 GA                   | CUSIP: 38383FR62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396564 | PA      | $326321.01    | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 03/29 VAR                       | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1114000 | PA      | $1123435.42   | 0.14%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 03/31 VAR                       | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1114000 | PA      | $1128874.14   | 0.15%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3                                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3               | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139000 | PA      | $136999.12    | 0.02%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR                   | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    789000 | PA      | $721378.96    | 0.09%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/36 VAR                   | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196905.23    | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 04/66 6.375                    | JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 04/66 6.375   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $137002.32    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/36 VAR                       | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1084000 | PA      | $1114931.08   | 0.14%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 11/53 7.25                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 11/53 7.25          | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    772000 | PA      | $869173.18    | 0.11%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 144A 03/32 2.75  | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $332247.80    | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 01/35 5.1        | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $306092.42    | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/29 1.875                     | CUSIP: 91282CEB3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    177000 | PA      | $165875.27    | 0.02%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/30 3.625                     | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    494000 | PA      | $490468.67    | 0.06%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/35 4.25                      | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8969000 | PA      | $8983014.06   | 1.16%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    248000 | PA      | $194547.37    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/53 3.5                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    384000 | PA      | $259913.23    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/55 3.55                             | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    384000 | PA      | $259103.18    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/59 3.65                             | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    243000 | PA      | $163029.71    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 12/57 3.8                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    338000 | PA      | $236499.03    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 05/35 4.5                              | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39612.25     | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    964000 | PA      | $922068.32    | 0.12%             | 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        |    274000 | PA      | $240162.84    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/49 4.25                             | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    951000 | PA      | $783444.18    | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/30 4.875                            | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    526000 | PA      | $538623.92    | 0.07%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/35 5.2                              | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    611000 | PA      | $624237.88    | 0.08%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/55 5.6                              | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60021.35     | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | ACCENTURE CAPITAL INC COMPANY GUAR 10/31 4.25                  | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1038203.68   | 0.13%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | ACCENTURE CAPITAL INC COMPANY GUAR 10/34 4.5                   | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    577000 | PA      | $561544.56    | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/28 2                                  | CUSIP: 008513AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $377749.70    | 0.05%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/33 2.6                                | CUSIP: 008513AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $91399.79     | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 10/32 4.8                                | CUSIP: 008513AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $239357.15    | 0.03%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/35 5.6                                | CUSIP: 008513AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $402075.39    | 0.05%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/34 5.125                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1001000 | PA      | $961087.70    | 0.12%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/54 5.8                        | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    157000 | PA      | $143126.52    | 0.02%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                           | ALABAMA POWER CO SR UNSECURED 04/35 5.1                        | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    366000 | PA      | $368852.54    | 0.05%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                                       | ALCON FINANCE CORP COMPANY GUAR 144A 12/32 5.375               | CUSIP: 01400EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1096371.79   | 0.14%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                         | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11800000 | PA      | $11795385.02  | 1.52%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                         | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1398522.72   | 0.18%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                         | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101613.31    | 0.01%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                              | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2024 2 A4                 | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402000 | PA      | $400732.94    | 0.05%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-3                                              | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                 | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331000 | PA      | $332850.62    | 0.04%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/30 4                              | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490367.22    | 0.06%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/35 4.5                            | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1049041.98   | 0.14%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 01/36 VAR                     | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    467000 | PA      | $476717.07    | 0.06%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 04/29 VAR                     | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    985000 | PA      | $996201.09    | 0.13%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 04/31 VAR                     | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    914000 | PA      | $933298.44    | 0.12%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 04/36 VAR                     | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    343000 | PA      | $355186.44    | 0.05%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 1 A                  | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2270000 | PA      | $2298542.30   | 0.30%             | 2029-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 2 A                  | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2246000 | PA      | $2259738.11   | 0.29%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 4 A                  | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1701000 | PA      | $1756769.16   | 0.23%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/32 3.625              | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $410600.92    | 0.05%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/52 4.3                | CUSIP: 02666TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $154833.61    | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 07/34 5.5                | CUSIP: 02666TAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $183415.28    | 0.02%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 06/30 4.95               | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $342459.65    | 0.04%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems Incorporated                                      | AMERICAN TRANSMISSION SYSTEMS SR UNSECURED 144A 01/32 2.65     | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $141649.05    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-2                                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A3                 | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599000 | PA      | $603492.32    | 0.08%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2022-2                                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2022 2 A3                 | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68856 | PA      | $68836.62     | 0.01%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 1 A3                 | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217700 | PA      | $218546.55    | 0.03%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/43 5.6                               | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    377000 | PA      | $373989.01    | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115214.72    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 5 A1 144A             | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39190 | PA      | $37601.00     | 0.00%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 2 A1A 144A                             | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 2 A1A 144A            | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85668 | PA      | $81111.49     | 0.01%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELEVANCE HEALTH INC SR UNSECURED 02/30 4.75                    | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    447000 | PA      | $452298.97    | 0.06%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELEVANCE HEALTH INC SR UNSECURED 11/31 4.95                    | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    401000 | PA      | $406607.04    | 0.05%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELEVANCE HEALTH INC SR UNSECURED 02/55 5.7                     | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121131.68    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc.                                                   | APOLLO GLOBAL MANAGEMENT INC COMPANY GUAR 05/54 5.8            | CUSIP: 03769MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $159001.21    | 0.02%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/55 6.25                       | CUSIP: 05526DCD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $392974.77    | 0.05%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 91 AB                                                | FANNIE MAE REMICS FNR 2021 91 AB                               | CUSIP: 3136BK2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492527 | PA      | $437406.37    | 0.06%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 95 CP                                                | FANNIE MAE REMICS FNR 2021 95 CP                               | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235450 | PA      | $199229.14    | 0.03%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 3 N                                                  | FANNIE MAE REMICS FNR 2022 3 N                                 | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1363026 | PA      | $1211011.29   | 0.16%             | 2047-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3693 FC                                                  | FREDDIE MAC REMICS FHR 3693 FC                                 | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187280 | PA      | $185588.16    | 0.02%             | 2040-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3919 FA                                                  | FREDDIE MAC REMICS FHR 3919 FA                                 | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180166 | PA      | $178430.00    | 0.02%             | 2041-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3958 AF                                                  | FREDDIE MAC REMICS FHR 3958 AF                                 | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168884 | PA      | $166989.05    | 0.02%             | 2041-11-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3975 FA                                                  | FREDDIE MAC REMICS FHR 3975 FA                                 | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156391 | PA      | $154934.05    | 0.02%             | 2041-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3990 FG                                                  | FREDDIE MAC REMICS FHR 3990 FG                                 | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195756 | PA      | $193607.30    | 0.02%             | 2042-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4059 FP                                                  | FREDDIE MAC REMICS FHR 4059 FP                                 | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225036 | PA      | $222309.03    | 0.03%             | 2042-06-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 BX                                                  | FREDDIE MAC REMICS FHR 4091 BX                                 | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379105 | PA      | $356196.04    | 0.05%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 EX                                                  | FREDDIE MAC REMICS FHR 4091 EX                                 | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242338 | PA      | $227676.54    | 0.03%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 FN                                                  | FREDDIE MAC REMICS FHR 4091 FN                                 | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221329 | PA      | $217983.95    | 0.03%             | 2042-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4091 MX                                                  | FREDDIE MAC REMICS FHR 4091 MX                                 | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291469 | PA      | $271956.20    | 0.04%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4117 HB                                                  | FREDDIE MAC REMICS FHR 4117 HB                                 | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253300 | PA      | $225466.78    | 0.03%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4122 FP                                                  | FREDDIE MAC REMICS FHR 4122 FP                                 | CUSIP: 3137AUZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254817 | PA      | $250968.15    | 0.03%             | 2042-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4160 HP                                                  | FREDDIE MAC REMICS FHR 4160 HP                                 | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242507 | PA      | $232202.47    | 0.03%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/48 FIXED VAR                             | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448957 | PA      | $400453.22    | 0.05%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED VAR                             | CUSIP: 3140XN6S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776539 | PA      | $661984.76    | 0.09%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED VAR                             | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6804479 | PA      | $6815066.09   | 0.88%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/53 FIXED VAR                             | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403091 | PA      | $424601.02    | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140XPPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615939 | PA      | $559365.85    | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                             | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681140 | PA      | $573267.97    | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/37 FIXED VAR                             | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527395 | PA      | $493417.74    | 0.06%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/55 FIXED 6                               | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4466817 | PA      | $4555102.50   | 0.59%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/55 FLOATING VAR                          | CUSIP: 3140Y6LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519673 | PA      | $522919.06    | 0.07%             | 2055-04-01      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/55 FIXED 5.5                             | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3580669 | PA      | $3596310.47   | 0.46%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/55 FIXED 6                               | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2661942 | PA      | $2714554.75   | 0.35%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED 2.5                             | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341964 | PA      | $301503.14    | 0.04%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                               | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1166915 | PA      | $1037199.17   | 0.13%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3                               | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945889 | PA      | $840742.66    | 0.11%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/46 FIXED 3                               | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2218292 | PA      | $1971703.23   | 0.25%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/40 FIXED 2                               | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2204283 | PA      | $1903719.75   | 0.25%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/30 FIXED 2                               | CUSIP: 31418DU34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252562 | PA      | $241457.91    | 0.03%             | 2030-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/31 FIXED 2                               | CUSIP: 31418DW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780643 | PA      | $745482.46    | 0.10%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/31 FIXED 2                               | CUSIP: 31418DXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478331 | PA      | $456783.73    | 0.06%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/41 FIXED 2                               | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284845 | PA      | $244929.34    | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/42 FIXED 2.5                             | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218568 | PA      | $192876.97    | 0.02%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 2.5                             | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674072 | PA      | $594730.31    | 0.08%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED 2.5                             | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    680149 | PA      | $600114.53    | 0.08%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470448 | PA      | $418151.80    | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/49 FIXED 3                                               | FREDDIE MAC POOL FR 11/49 FIXED 3                              | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483542 | PA      | $429790.56    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/55 FIXED 6                                               | FREDDIE MAC POOL FR 06/55 FIXED 6                              | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3395431 | PA      | $3454980.87   | 0.44%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 07/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 07/55 FLOATING VAR                | CUSIP: 3142AWP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231000 | PA      | $232453.20    | 0.03%             | 2055-07-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 3142B3WE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433000 | PA      | $435108.02    | 0.06%             | 2055-06-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 05/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 05/55 FLOATING VAR                | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250817 | PA      | $252910.99    | 0.03%             | 2055-05-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 06/55 FLOATING VAR                | CUSIP: 3142BGWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2306945 | PA      | $2299743.39   | 0.30%             | 2055-06-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/52 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/52 FLOATING VAR                | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464471 | PA      | $448717.43    | 0.06%             | 2052-08-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6                                               | FREDDIE MAC POOL FR 10/54 FIXED 6                              | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313393 | PA      | $325022.66    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 6.5                                             | FREDDIE MAC POOL FR 11/54 FIXED 6.5                            | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144762 | PA      | $152589.20    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/55 FIXED 5.5                            | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3080281 | PA      | $3092774.52   | 0.40%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 6                                               | FREDDIE MAC POOL FR 05/55 FIXED 6                              | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000961 | PA      | $3060274.49   | 0.39%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2 FORDL 2025 A A3                                  | FORD CREDIT AUTO LEASE TRUST 2 FORDL 2025 A A3                 | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $483794.74    | 0.06%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2022 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2022 1 A 144A             | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $997327.03    | 0.13%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A1 144A            | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1688000 | PA      | $1690661.81   | 0.22%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 4 A 144A             | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $750989.18    | 0.10%             | 2031-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2 FORDL 2024 A A4                                  | FORD CREDIT AUTO LEASE TRUST 2 FORDL 2024 A A4                 | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303000 | PA      | $305073.31    | 0.04%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-D                                             | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A4                 | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299000 | PA      | $301952.89    | 0.04%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2025 1 A1                 | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1276000 | PA      | $1290081.55   | 0.17%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2025 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST/F FORDR 2025 1 A 144A             | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1789000 | PA      | $1824636.16   | 0.23%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2024 D A3                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2024 D A3                 | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303002.22    | 0.04%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $1888560.00   | 0.24%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/33 5.9                | CUSIP: 350930AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $382535.31    | 0.05%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1                | CUSIP: 350930AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $259687.90    | 0.03%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/37 6.2                | CUSIP: 350930AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $417395.39    | 0.05%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/39 6.3                | CUSIP: 350930AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $217578.36    | 0.03%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 07/50 FIXED 2.5                                           | GINNIE MAE II POOL G2 07/50 FIXED 2.5                          | CUSIP: 36179VQH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2956838 | PA      | $2462578.32   | 0.32%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4                                             | GINNIE MAE II POOL G2 08/52 FIXED 4                            | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6502373 | PA      | $6099386.87   | 0.79%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/43 FIXED 3                                             | GINNIE MAE II POOL G2 08/43 FIXED 3                            | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169530 | PA      | $152811.85    | 0.02%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/30 5.186             | CUSIP: 378272BZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    786000 | PA      | $801360.27    | 0.10%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/52 3.625                    | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    252000 | PA      | $183425.00    | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/53 5.7                              | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223353.24    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/63 5.9                              | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    194000 | PA      | $182174.41    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 08/54 5.05                       | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59136.50     | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/32 4.9                        | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204400.70    | 0.03%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO SR UNSECURED 02/35 5.1                        | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    282000 | PA      | $289040.19    | 0.04%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 02/32 2.8                      | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    333000 | PA      | $300172.93    | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/44 4.75         | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    358000 | PA      | $281441.70    | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/46 4.6          | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    348000 | PA      | $262249.32    | 0.03%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/48 4.6          | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    373000 | PA      | $276635.45    | 0.04%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/34 3.5          | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    304000 | PA      | $254752.00    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/52 4.4          | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $143469.25    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/46 2.5                       | CUSIP: 912810RS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7784000 | PA      | $5376129.04   | 0.69%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/46 2.25                      | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    863000 | PA      | $565366.13    | 0.07%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/48 3                         | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11583000 | PA      | $8606259.46   | 1.11%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/48 3.125                     | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5499000 | PA      | $4172151.46   | 0.54%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/48 3                         | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4099000 | PA      | $3031498.70   | 0.39%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                         | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2606000 | PA      | $1920092.67   | 0.25%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05                 | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    121000 | PA      | $88922.06     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/53 5.875                | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    666000 | PA      | $667278.33    | 0.09%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 04/27 4.6                  | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543231.96    | 0.07%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/34 5.15                 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    551000 | PA      | $556563.74    | 0.07%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/44 5.5                  | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    316000 | PA      | $307781.12    | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/54 5.625                | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    844000 | PA      | $818697.95    | 0.11%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/64 5.75                 | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    279000 | PA      | $271361.37    | 0.03%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 06/35 5.3                  | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    865000 | PA      | $881628.03    | 0.11%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | BOARD OF REGENTS OF THE UNIVER UNIHGR 08/49 FIXED 2.439        | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $128557.53    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 10/56 2.987            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    389000 | PA      | $234120.89    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 04/35 5.25             | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    679000 | PA      | $684657.19    | 0.09%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2023 4 A1A                           | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1984000 | PA      | $2000827.49   | 0.26%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2024 7 A 144A                        | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198000 | PA      | $1200462.25   | 0.15%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 201 VERUS 2019 INV3 A1 144A                          | VERUS SECURITIZATION TRUST 201 VERUS 2019 INV3 A1 144A         | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29180 | PA      | $28894.97     | 0.00%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A            | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201101 | PA      | $179238.45    | 0.02%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A           | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108344 | PA      | $104606.24    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R3 A1 144A           | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170469 | PA      | $161815.10    | 0.02%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 2 A1 144A            | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399384 | PA      | $354433.23    | 0.05%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A            | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462456 | PA      | $422288.81    | 0.05%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A            | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454226 | PA      | $376891.22    | 0.05%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A            | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353515 | PA      | $310162.72    | 0.04%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    214259 | NS      | $2143108.87   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 11/51 2.95         | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    345000 | PA      | $215476.30    | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FI COMPANY GUAR 144A 03/35 5.8     | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    527000 | PA      | $530845.52    | 0.07%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A3                                   | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A3                  | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    808090 | PA      | $811769.14    | 0.10%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                      | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2024 1 A3                  | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387000 | PA      | $390992.64    | 0.05%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC SR UNSECURED 04/30 4.35                            | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    924000 | PA      | $934579.87    | 0.12%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC SR UNSECURED 04/35 4.9                             | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1223507.19   | 0.16%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/33 VAR                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    408000 | PA      | $408079.32    | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/29 VAR                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $265367.31    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/29 VAR                      | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    262000 | PA      | $276904.59    | 0.04%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 04/28 VAR                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    409000 | PA      | $417881.66    | 0.05%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 12/35 VAR                      | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    421000 | PA      | $422619.47    | 0.05%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT WFNMT 2024 B A                                   | WORLD FINANCIAL NETWORK CREDIT WFNMT 2024 B A                  | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578000 | PA      | $582258.65    | 0.07%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 2A A 144A            | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    524000 | PA      | $533046.44    | 0.07%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB                                  | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB                 | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133047 | PA      | $132614.49    | 0.02%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022 C17 A5                                 | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022 C17 A5                | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $582006.24    | 0.07%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/53 7.081                      | CUSIP: 054989AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $159280.72    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/36 VAR                            | CUSIP: 06738ECZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1266000 | PA      | $1293963.19   | 0.17%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    456000 | PA      | $437304.36    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/54 6.858                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    273000 | PA      | $298857.44    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 11/25 3.15                           | CUSIP: 11135FBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $301408.36    | 0.04%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 06/34 5.7                         | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    532000 | PA      | $547744.67    | 0.07%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                     | CRH SMW FINANCE DAC COMPANY GUAR 01/30 5.125                   | CUSIP: 12704PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    446000 | PA      | $457279.75    | 0.06%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                                     | CADENCE DESIGN SYSTEMS INC SR UNSECURED 09/27 4.2              | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    488000 | PA      | $488697.70    | 0.06%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                                     | CADENCE DESIGN SYSTEMS INC SR UNSECURED 09/29 4.3              | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1356224.20   | 0.17%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                      | CATERPILLAR FINANCIAL SERVICES SR UNSECURED 05/27 5            | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    786000 | PA      | $799381.04    | 0.10%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                      | CATERPILLAR FINANCIAL SERVICES SR UNSECURED 08/29 4.375        | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    539000 | PA      | $543092.40    | 0.07%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE 1ST MORTGAGE 03/52 3.6          | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    255000 | PA      | $183401.93    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/41 3.5            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $96490.66     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 03/56 VAR                           | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    631000 | PA      | $619359.02    | 0.08%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 03/36 VAR                           | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    927000 | PA      | $934273.95    | 0.12%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                           | COCA-COLA CO/THE SR UNSECURED 01/55 5.2                        | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    126000 | PA      | $120623.31    | 0.02%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 05/31 VAR                              | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    918000 | PA      | $935118.37    | 0.12%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/27 4.15                | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    515000 | PA      | $516074.04    | 0.07%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/26 5.15                | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    481000 | PA      | $486777.54    | 0.06%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 06/29 4.85                | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87089.71     | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 01/27 4.5                 | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    650000 | PA      | $654085.23    | 0.08%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4937 MD                                                  | FREDDIE MAC REMICS FHR 4937 MD                                 | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453352 | PA      | $403548.50    | 0.05%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4940 AG                                                  | FREDDIE MAC REMICS FHR 4940 AG                                 | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282063 | PA      | $267374.27    | 0.03%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4941 GA                                                  | FREDDIE MAC REMICS FHR 4941 GA                                 | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262289 | PA      | $220677.27    | 0.03%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4954 LB                                                  | FREDDIE MAC REMICS FHR 4954 LB                                 | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280679 | PA      | $246878.29    | 0.03%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5220 QK                                                  | FREDDIE MAC REMICS FHR 5220 QK                                 | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885751 | PA      | $846869.22    | 0.11%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5228 TN                                                  | FREDDIE MAC REMICS FHR 5228 TN                                 | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311511 | PA      | $299310.90    | 0.04%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5338 FH                                                  | FREDDIE MAC REMICS FHR 5338 FH                                 | CUSIP: 3137HAKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761080 | PA      | $745842.20    | 0.10%             | 2045-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5335 FB                                                  | FREDDIE MAC REMICS FHR 5335 FB                                 | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    812110 | PA      | $813725.13    | 0.10%             | 2039-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2010 107 FB                                               | FANNIE MAE REMICS FNR 2010 107 FB                              | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174030 | PA      | $172169.80    | 0.02%             | 2040-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/55 FLOATING VAR                          | CUSIP: 3140AXCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684863 | PA      | $692185.65    | 0.09%             | 2055-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN DD8211                                      | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623577 | PA      | $623581.55    | 0.08%             | 2055-05-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3                               | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664909 | PA      | $590996.27    | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                       | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375             | CUSIP: 80414L3F0<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |   1103000 | PA      | $1102587.52   | 0.14%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/55 VAR                                  | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71119.11     | 0.01%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/28 4.35                | CUSIP: 82622RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    855000 | PA      | $861590.77    | 0.11%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/30 4.6                 | CUSIP: 82622RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    570000 | PA      | $575696.58    | 0.07%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2024-2 TMUST 2024 2A A 144A                                   | T-MOBILE US TRUST 2024-2 TMUST 2024 2A A 144A                  | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $715830.83    | 0.09%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-1                                                        | T-MOBILE US TRUST 2025-1 TMUST 2025 1A A 144A                  | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673000 | PA      | $681520.85    | 0.09%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/40 1.125                     | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    877000 | PA      | $539526.29    | 0.07%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/40 1.375                     | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4871000 | PA      | $3103169.48   | 0.40%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer