# EDGAR Filing Document

**Accession Number:** 0000736054
**File Stem:** 0000736054-26-000188
**Filing Date:** 2026-6
**Character Count:** 1289481
**Document Hash:** c3e06e75bff3d774c1f8121d8fecb4f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000736054-26-000188.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000736054-26-000188

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD STAR FUNDS
- **CENTRAL INDEX KEY:** 0000736054

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03919
- **FILM NUMBER:** 261128212

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD STAR FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD SPECIAL TAX ADVANTAGED RETIREMENT FUND
- **DATE OF NAME CHANGE:** 19850318

## Series and Classes Contracts Data

### Vanguard STAR Core-Plus Bond Fund (Series ID: S000090502)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000257760 | Institutional Shares | VCPSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD STAR FUNDS

- **b. Investment Company Act file number:** 811-03919

- **c. CIK number of Registrant:** 0000736054

- **d. LEI of Registrant:** 5493005RYBM6XD8JKF03

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD STAR CORE-PLUS BOND FUND

- **b. EDGAR series identifier (if any):** S000090502

- **c. LEI of Series:** 529900AUA36TVNWN3965

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9986664099.77

**Total Liabilities:** $1462950838.02

**Net Assets:** $8523713261.75

**Delayed Delivery Securities:** $699812007.15

**Cash Not Reported:** $12479579.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12427.23362497 | **1-Year:** -310430.92637101 | **5-Year:** -889488.35279966 | **10-Year:** -1246441.99056591 | **30-Year:** -506166.67954452

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

- **3-Month:** -3523.57495272 | **1-Year:** -84417.69420874 | **5-Year:** -153096.91798179 | **10-Year:** -78509.16964924 | **30-Year:** -12188.47162395

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257760 | 1.48%                | -1.98%               | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19177961.47             | $72129704.17                               |
| Month 2  | $-2262154.74             | $-214909767.79                             |
| Month 3  | $-2655314.68             | $26660297.00                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Universal Bond Index

- **Index Identifier:** I00037

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GUGGENHEIM GCM_26-1A                                                            | GCM_26-1A-A1 7/20/2039             | CUSIP: 36275KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2780000 | PA      | $2780013.90    | 0.03%             | 2039-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GUGGENHEIM GCM_26-1A                                                            | GCM_26-1A-B 7/20/2039              | CUSIP: 36275KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1130000 | PA      | $1130000.00    | 0.01%             | 2039-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Co Inc                                                         | GRAHAM PKG CO IN                   | CUSIP: 38469EAH6<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |      185000 | PA      | $184614.65     | 0.00%             | 2033-01-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/PLN FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1573.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/EUR FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1872.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53089.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $227691.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $277646.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $91080.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $101989.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9482.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75328.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6573.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33782.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $103547.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24677.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $574506.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26936.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $394103.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $285587.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $259684.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-434.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3434.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-86879.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2548.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39840.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23069.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3479.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2719.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15108.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $188647.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $217582.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71902.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21593.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53302.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68433.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $61480.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $947.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-159493.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18355.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10876.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $546.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28195.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121114.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14546.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-811052.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-745551.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1650.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45690.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-831861.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7.04          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33189.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1447142.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6237.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42388.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1387893.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1112149.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1348192.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1373415.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-154.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-332815.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18099.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4643.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-174.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1501.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-588.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11996.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7905.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18592.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38333.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8324.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17826.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1952.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3825.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4450.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-78081.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32163.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $60934.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21375.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5335.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $143151.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6945.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26518.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16197.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2210.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1322.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2614.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3219.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                       | KOMMUNALKREDIT                     | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |     4200000 | PA      | $5080620.01    | 0.06%             | 2029-03-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                               | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |     4100000 | PA      | $4961113.78    | 0.06%             | 2034-06-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                               | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |     2200000 | PA      | $2651462.85    | 0.03%             | 2035-12-04      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      530000 | PA      | $380623.19     | 0.00%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                    | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      480000 | PA      | $335856.78     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |     1640000 | PA      | $1163249.51    | 0.01%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                   | BRISBANE AIRPORT                   | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |      390000 | PA      | $265633.96     | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |     1180000 | PA      | $827759.11     | 0.01%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                         | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $919773.26     | 0.01%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                         | VICTORIA POWER N                   | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |      600000 | PA      | $405337.93     | 0.00%             | 2028-04-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                      | NETWORK FINANCE                    | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     1700000 | PA      | $1142566.51    | 0.01%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      490000 | PA      | $332385.43     | 0.00%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      130000 | PA      | $93904.76      | 0.00%             | 2032-06-07      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     1033000 | PA      | $745724.69     | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      700000 | PA      | $504357.54     | 0.01%             | 2031-06-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     1800000 | PA      | $1298038.01    | 0.02%             | 2031-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      980000 | PA      | $707173.70     | 0.01%             | 2027-01-14      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      240000 | PA      | $175993.94     | 0.00%             | 2032-06-07      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     1600000 | PA      | $1164602.75    | 0.01%             | 2027-11-11      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $732502.18     | 0.01%             | 2029-03-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      687000 | PA      | $507777.98     | 0.01%             | 2033-05-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $73920.76      | 0.00%             | 2033-06-23      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      480000 | PA      | $353776.42     | 0.00%             | 2033-10-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $147007.37     | 0.00%             | 2034-04-03      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      796893 | NS      | $79681378.47   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CAN 10YR BOND FUT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -351 | NC      | $674496.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oldenburgische Landesbank AG                                                    | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1695106.20    | 0.02%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $867535.13     | 0.01%             | 2049-09-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN                   | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      753000 | PA      | $882147.18     | 0.01%             | 2028-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                    | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $772362.42     | 0.01%             | 2034-04-24      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     2400000 | PA      | $2859827.98    | 0.03%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                       | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $893547.54     | 0.01%             | 2040-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1489348.20    | 0.02%             | 2041-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -954 | NC      | $134039.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     4720000 | PA      | $5298591.58    | 0.06%             | 2056-10-31      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                         | JUNTA DE ANDALUC                   | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |    17179000 | PA      | $19828716.17   | 0.23%             | 2036-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                            | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |    31900000 | PA      | $36495163.76   | 0.43%             | 2035-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     9000000 | PA      | $4704250.80    | 0.06%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    32866609 | PA      | $18432941.05   | 0.22%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                     | CUSIP: ZR4414242<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $697638.64     | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     6500000 | PA      | $8449411.79    | 0.10%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                              | TELEPERFORMANCE                    | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347961.51     | 0.00%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $580651.08     | 0.01%             | 2053-04-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $819882.48     | 0.01%             | 2035-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                              | TELEPERFORMANCE                    | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1408699.56    | 0.02%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPSOS SA                                                                        | IPSOS SA                           | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $935125.07     | 0.01%             | 2030-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                        | ACCOR                              | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1119163.88    | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET                   | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |    24400000 | PA      | $28288558.42   | 0.33%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE                   | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |    33800000 | PA      | $33416150.30   | 0.39%             | 2031-02-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        3137 | NC      | $-1635994.14   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -134 | NC      | $356132.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     7510000 | PA      | $8503801.89    | 0.10%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    11750000 | PA      | $13029471.15   | 0.15%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | Euro-BTP Future   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -1166 | NC      | $1557700.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | JPN 10Y BOND(OSE) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -139 | NC      | $2178398.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   621300000 | PA      | $1945036.29    | 0.02%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  3400000000 | PA      | $11179175.24   | 0.13%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-OAT Future   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -509 | NC      | $272390.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -790 | NC      | $562998.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     4790000 | PA      | $1162987.91    | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     5988000 | PA      | $1795883.79    | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     7186000 | PA      | $2135269.98    | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    11576000 | PA      | $12622575.84   | 0.15%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         765 | NC      | $-399264.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    22160430 | PA      | $25130021.13   | 0.29%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    13190000 | PA      | $15143381.60   | 0.18%             | 2046-02-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        3822 | NC      | $-2191462.27   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1100 | NC      | $-607282.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BUXL 30Y BND Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -658 | NC      | $2524841.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                          | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3430136.13    | 0.04%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                          | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     4570000 | PA      | $4492804.42    | 0.05%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                           | ADT SEC CORP                       | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      425000 | PA      | $418524.89     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      620000 | PA      | $629899.24     | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9087.71       | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMC Global Media Inc                                                            | AMC GLOBAL MEDIA                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       49000 | PA      | $42922.07      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                            | AMSR 2024-SFR2 A                   | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      905151 | PA      | $883069.93     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                            | AMSR 2024-SFR2 B                   | CUSIP: 00179UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594755 | PA      | $575029.24     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                            | AMSR 2025-SFR2 B                   | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1110000 | PA      | $1067147.78    | 0.01%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                      | AMSR 2025-SFR1 A                   | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2130000 | PA      | $2031510.93    | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2179000 | PA      | $2170474.09    | 0.03%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1121233.49    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2486000 | PA      | $1914386.02    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    10510000 | PA      | $10236008.18   | 0.12%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4490000 | PA      | $4429751.37    | 0.05%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6004000 | PA      | $5788401.38    | 0.07%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      425000 | PA      | $425165.59     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    24645000 | PA      | $24051738.40   | 0.28%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     7190000 | PA      | $6928649.62    | 0.08%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $1744834.10    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     6905000 | PA      | $6769848.45    | 0.08%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2433539.84    | 0.03%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Acushnet Co                                                                     | ACUSHNET                           | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      360000 | PA      | $361643.72     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      465000 | PA      | $479732.59     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1204312.09    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                | ADVOCATE HEALTH                    | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1520920.78    | 0.02%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                | ADVOCATE HEALTH                    | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1046634.23    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1875000 | PA      | $1877787.26    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3708000 | PA      | $3640212.21    | 0.04%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                               | AFRMT 2025-3A A                    | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5460000 | PA      | $5443089.29    | 0.06%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                               | AFRMT 2025-3A B                    | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $288881.79     | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                               | AFRMT 2025-3A C                    | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2286832.73    | 0.03%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFRMT 2026-1A A                    | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4210000 | PA      | $4189395.84    | 0.05%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFRMT 2026-1A D                    | CUSIP: 00833BAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $397988.96     | 0.00%             | 2034-02-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                                       | AFFRM 2025-X2 C                    | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $290297.37     | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $102739.06     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     2930000 | PA      | $2924957.24    | 0.03%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1557575.95    | 0.02%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2841404.33    | 0.03%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                          | SUMISHO AIR LEAS                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      663000 | PA      | $618741.30     | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                          | SUMISHO AIR LEAS                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $1234186.38    | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO                   | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     5253000 | PA      | $5220192.90    | 0.06%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3348000 | PA      | $3372598.44    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $228852.14     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1233114.82    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                      | ALCOA NEDERLAND                    | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      135000 | PA      | $135030.51     | 0.00%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84304.04      | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1317306.20    | 0.02%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                    | ALLEGION PLC                       | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |      595000 | PA      | $573210.73     | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                      | ALLIANT ENERGY F                   | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21146.87      | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $99186.44      | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $815358.65     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL                   | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      775000 | PA      | $797478.83     | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89782.82      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3193926.09    | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      360000 | PA      | $363136.82     | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2 5/26                        | CUSIP: 01F020653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -15000000 | PA      | $-12014649.00  | -0.14%            | 2026-05-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2.5 5/26                      | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28000000 | PA      | $23472968.40   | 0.28%             | 2026-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 5/26                        | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57000000 | PA      | $49937346.60   | 0.59%             | 2026-05-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 5/26                        | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -116250000 | PA      | $-101845904.25 | -1.19%            | 2026-05-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3.5 5/26                      | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28000000 | PA      | $25525936.80   | 0.30%             | 2026-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4 5/26                        | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -74000000 | PA      | $-69481952.20  | -0.82%            | 2026-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4 5/26                        | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42000000 | PA      | $39435702.60   | 0.46%             | 2026-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 4.5 5/26                      | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $992734.40     | 0.01%             | 2026-05-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 5/26                      | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   167000000 | PA      | $160848404.70  | 1.89%             | 2026-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 5/26                      | CUSIP: 01F042657<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -84000000 | PA      | $-80905784.40  | -0.95%            | 2026-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 5/26                        | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83700000 | PA      | $82529505.72   | 0.97%             | 2026-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 5/26                        | CUSIP: 01F050650<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2000000 | PA      | $-1972031.20   | -0.02%            | 2026-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 5/26                      | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -236000000 | PA      | $-237281409.20 | -2.78%            | 2026-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6 5/26                        | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -93650000 | PA      | $-95632748.44  | -1.12%            | 2026-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                      | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     2414000 | PA      | $1920402.23    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1771916.43    | 0.02%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ABCLN 2024-B A2                    | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      173883 | PA      | $175087.28     | 0.00%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ABCLN 2024-B B                     | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124238 | PA      | $124969.43     | 0.00%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ABCLN 2024-B C                     | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      403146 | PA      | $405663.37     | 0.00%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                | ABCLN 2025-A C                     | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      847882 | PA      | $849809.53     | 0.01%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                | ABCLN 2025-A D                     | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      402744 | PA      | $403049.01     | 0.00%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                | ABCLN 2025-B C                     | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1010784 | PA      | $1010013.62    | 0.01%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                | ABCLN 2025-B D                     | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      382029 | PA      | $381630.05     | 0.00%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ABCLN 2024-A C                     | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      437118 | PA      | $443353.72     | 0.01%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                              | ALLYA 2023-1 C                     | CUSIP: 02007WAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      254000 | PA      | $257840.73     | 0.00%             | 2029-03-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                              | ALLYA 2023-1 D                     | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $168194.75     | 0.00%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                              | ALLYA 2024-1 C                     | CUSIP: 02008FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184000 | PA      | $186444.86     | 0.00%             | 2029-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                              | ALLYA 2024-1 D                     | CUSIP: 02008FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      182000 | PA      | $185195.12     | 0.00%             | 2032-02-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                              | ALLYA 2023-A D                     | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175000 | PA      | $179359.62     | 0.00%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3247059.41    | 0.04%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     3229000 | PA      | $3189720.36    | 0.04%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     5964000 | PA      | $5865551.08    | 0.07%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1438000 | PA      | $1449654.80    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                     | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     2280000 | PA      | $2343533.35    | 0.03%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $2350673.49    | 0.03%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     3215000 | PA      | $2993233.70    | 0.04%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     6760000 | PA      | $6672588.62    | 0.08%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     5960000 | PA      | $5870885.36    | 0.07%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1461749 | PA      | $1454133.01    | 0.02%             | 2032-05-28      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1160380.66    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                 | AMCAR 2024-1 B                     | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1205315.42    | 0.01%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      114000 | PA      | $112598.06     | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      430000 | PA      | $410368.99     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American National Group Inc                                                     | AMERICAN NATL GR                   | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      975000 | PA      | $987548.81     | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1059000 | PA      | $1078219.31    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1141638.71    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1090860.37    | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1679860.51    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1396000 | PA      | $1403347.92    | 0.02%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1627234.03    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      588000 | PA      | $587744.85     | 0.01%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     4640000 | PA      | $4556631.81    | 0.05%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WGY1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1218816.12    | 0.01%             | 2033-04-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                 | AHART 2024-1A A4                   | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      241000 | PA      | $242768.89     | 0.00%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| American Municipal Power Inc                                                    | AMERN MUN PWR-E-RMKT               | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     2905000 | PA      | $2959158.50    | 0.03%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                | AMERICAN NATL GF                   | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      799000 | PA      | $811414.64     | 0.01%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                     | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    10190000 | PA      | $10203485.94   | 0.12%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                 | AMCAR 2023-2 C                     | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $531593.14     | 0.01%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameritex Holdco Intermediate LLC                                                | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $238947.94     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1204400.91    | 0.01%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     2201000 | PA      | $2273991.81    | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      897000 | PA      | $833905.91     | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6015000 | PA      | $5766950.25    | 0.07%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $2226015.43    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      136000 | PA      | $137659.62     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3372000 | PA      | $3351611.40    | 0.04%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1683000 | PA      | $1668303.91    | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     2819000 | PA      | $2776725.06    | 0.03%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1518000 | PA      | $1483821.53    | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     2977000 | PA      | $2876797.09    | 0.03%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1757000 | PA      | $1643608.27    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                             | ANTARES HOLDINGS                   | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      627000 | PA      | $624738.10     | 0.01%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1451000 | PA      | $1443249.21    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1192939.48    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1948614.13    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3008011.68    | 0.04%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2322710.32    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | ANTERO MIDSTREAM                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $675150.51     | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                      | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     2098000 | PA      | $2040295.30    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XLVII Ltd                                                            | APID 2024-47A A1R                  | CUSIP: 03770QAN4<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-MBS          | CORP              | JE        |     2790000 | PA      | $2796441.55    | 0.03%             | 2039-04-26      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XLVII Ltd                                                            | APID 2024-47A BR                   | CUSIP: 03770QAQ7<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-MBS          | CORP              | JE        |     1640000 | PA      | $1643996.84    | 0.02%             | 2039-04-26      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                            | APLD COMPUTE 2                     | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      815000 | PA      | $807938.02     | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                  | ARC FALC I/ARC/H                   | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1323576.70    | 0.02%             | 2033-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      690000 | PA      | $694982.30     | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Finco Ltd                                                              | ARDONAGH FINCO                     | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $203977.01     | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd                                                      | ARDONAGH GROUP                     | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |       45000 | PA      | $44853.37      | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR                   | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1964000 | PA      | $1988427.92    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    21484080 | PA      | $18516493.01   | 0.22%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     7585000 | PA      | $5886527.40    | 0.07%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     6187273 | PA      | $4346539.90    | 0.05%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      422673 | PA      | $376861.79     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2190630.83    | 0.03%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1310639.82    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                          | ARSENAL AIC PARE                   | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2095252.92    | 0.02%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH                   | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      974000 | PA      | $982872.24     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22745.65      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1437454.01    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | ASCENT RESOUR/AR                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1315522.24    | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | ASURION LLC/CO                     | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1170657.91    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | ASURION LLC/CO                     | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      960000 | PA      | $947767.25     | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Assurant Inc                                                                    | ASSURANT INC                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101391.14     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      539915 | PA      | $539802.71     | 0.01%             | 2030-09-19      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1579380.15    | 0.02%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3988000 | PA      | $2435646.04    | 0.03%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     2143000 | PA      | $2069364.05    | 0.02%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH GRP                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     2769023 | PA      | $2757254.21    | 0.03%             | 2029-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | AUGUSTA SPINCO C                   | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4030000 | PA      | $4010528.33    | 0.05%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                 | DRVPNK 2025-1A C                   | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $566124.61     | 0.01%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                 | DRVPNK 2025-1A D                   | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      730000 | PA      | $737020.92     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                                                 | DRVPNK 2026-1A C                   | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $446779.35     | 0.01%             | 2031-10-14      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                                                 | DRVPNK 2026-1A D                   | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1429605.94    | 0.02%             | 2034-01-11      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                   | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45167.08      | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | AVIATION CAPITAL                   | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     3860000 | PA      | $3737395.40    | 0.04%             | 2033-01-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2023-1A C                    | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      258000 | PA      | $261442.08     | 0.00%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2023-7A A                    | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $132184.75     | 0.00%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2023-8A A                    | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1306000 | PA      | $1350238.27    | 0.02%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2024-1A A                    | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      599000 | PA      | $610998.75     | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2024-3A A                    | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      575000 | PA      | $584881.95     | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2024-3A B                    | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $334871.26     | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-1A A                    | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1420000 | PA      | $1427235.47    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-1A B                    | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     2230000 | PA      | $2242127.19    | 0.03%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-1A C                    | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $211353.66     | 0.00%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-2A B                    | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $506738.90     | 0.01%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-2A C                    | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $223726.76     | 0.00%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-2A A                    | CUSIP: 05377RLG7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1060000 | PA      | $1047967.20    | 0.01%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-2A B                    | CUSIP: 05377RLH5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      710000 | PA      | $699738.16     | 0.01%             | 2032-08-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-1A A                    | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1010000 | PA      | $999721.74     | 0.01%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                    | BBCMS 2018-C2 A5                   | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      677338 | PA      | $669469.84     | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                      | BBCMS 2019-C5 A4                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145942 | PA      | $138471.55     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust 2026-1CON                                              | BHG 2026-1CON A                    | CUSIP: 05494TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1188707.78    | 0.01%             | 2036-06-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5330000 | PA      | $5681687.59    | 0.07%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12475000 | PA      | $12222231.87   | 0.14%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      490000 | PA      | $494907.77     | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5930000 | PA      | $5978350.54    | 0.07%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     4482000 | PA      | $4644707.71    | 0.05%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP FINANCE USA                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     2621000 | PA      | $2447410.58    | 0.03%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                      | BBCMS 2019-C3 A4                   | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      532920 | PA      | $516798.96     | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                   | BBCMS 2022-C16 A1                  | CUSIP: 05552YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71076 | PA      | $70846.80      | 0.00%             | 2055-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                  | BBCMS 2024-5C25 A3                 | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $4744908.74    | 0.06%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                  | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1375125 | PA      | $1422345.69    | 0.02%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                  | BBCMS 2024-5C29 A3                 | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3245442 | PA      | $3293293.45    | 0.04%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2026-5C40                                                  | BBCMS 2026-5C40 A3                 | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2030000 | PA      | $2072477.95    | 0.02%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13 Mortgage Trust                                                     | BMO 2025-C13 A5                    | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3850000 | PA      | $3911725.13    | 0.05%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                      | BMO 2024-C9 A5                     | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $1076614.09    | 0.01%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      365000 | PA      | $359218.37     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3207481.89    | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                              | BX 2019-OC11 A                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3640000 | PA      | $3452219.68    | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                              | BX 2025-ARIA A                     | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5120000 | PA      | $5154504.19    | 0.06%             | 2042-12-13      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Bahrain Government International Bond                                           | BAHRAIN                            | CUSIP: 056909AB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     2471000 | PA      | $2415394.45    | 0.03%             | 2038-02-03      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                       | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6497078.13    | 0.08%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                       | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4580000 | PA      | $4519028.04    | 0.05%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                              | BOBA 2023-2A A1R                   | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |     1630000 | PA      | $1628084.26    | 0.02%             | 2036-10-20      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                              | BOBA 2023-2A BR                    | CUSIP: 05766JAQ4<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |     1760000 | PA      | $1765099.95    | 0.02%             | 2036-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      173000 | PA      | $157569.44     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      230000 | PA      | $230440.77     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2006-H Trust                                            | BAFC 2006-H 2A2                    | CUSIP: 05950PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113694 | PA      | $99314.34      | 0.00%             | 2046-09-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2600000 | PA      | $2583908.25    | 0.03%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                 | BANK 2018-BN15 A4                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72208 | PA      | $71924.44      | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7328000 | PA      | $6679926.43    | 0.08%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5286955.93    | 0.06%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8921.47       | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2149249.40    | 0.03%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1406408.67    | 0.02%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      460000 | PA      | $357849.05     | 0.00%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6852000 | PA      | $5251596.85    | 0.06%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6662.91       | 0.00%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2539418.96    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3616000 | PA      | $3638779.51    | 0.04%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2051000 | PA      | $2104689.28    | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5066.62       | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1769452.15    | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7148.25       | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12505000 | PA      | $12413636.21   | 0.15%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                             | BACM 2015-UBS7 C                   | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81361 | PA      | $74772.39      | 0.00%             | 2048-09-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                                 | BANK5 2024-5YR7 A3                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1078045 | PA      | $1110718.71    | 0.01%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1450564.26    | 0.02%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      412000 | PA      | $417972.95     | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9861000 | PA      | $9982747.48    | 0.12%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RCM7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     8505000 | PA      | $8437797.12    | 0.10%             | 2037-04-23      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1217000 | PA      | $1238491.14    | 0.01%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK 2025-BNK50 AS                 | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890000 | PA      | $922798.99     | 0.01%             | 2068-05-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                 | BANK 2019-BN16 A4                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167554 | PA      | $164680.97     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                 | BANK 2019-BN24 A3                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      626995 | PA      | $590963.54     | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 A4                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197810 | PA      | $195821.79     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40 A4                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $6978728.25    | 0.08%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                 | BANK 2019-BN23 A3                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      463403 | PA      | $436599.31     | 0.01%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                  | BANK 2017-BNK7 A5                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      158655 | PA      | $156452.57     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                  | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332566 | PA      | $325176.18     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      488000 | PA      | $491503.39     | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4300000 | PA      | $4171490.58    | 0.05%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                        | BABSN 2025-7A A1                   | CUSIP: 06765FAC2<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |     1110000 | PA      | $1109364.19    | 0.01%             | 2038-01-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                        | BABSN 2025-7A B                    | CUSIP: 06765FAG3<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |     2920000 | PA      | $2931176.30    | 0.03%             | 2038-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                           | BARK 2021-1A AR                    | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     1390000 | PA      | $1390386.98    | 0.02%             | 2034-04-20      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                           | BARK 2021-1A BR                    | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     1870000 | PA      | $1870950.33    | 0.02%             | 2034-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA TOLL-F-2                  | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     2650000 | PA      | $2740105.04    | 0.03%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                   | BAYLOR SCOTT & W                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     2507000 | PA      | $1566913.71    | 0.02%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                              | BVABS 2024-SN1 B                   | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      206000 | PA      | $206825.52     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                              | BVABS 2024-SN1 C                   | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231000 | PA      | $233023.14     | 0.00%             | 2028-12-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                              | BVABS 2024-SN1 D                   | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279000 | PA      | $283658.91     | 0.00%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VI Trust 2021-INV6                              | BVINV 2021-6 A2                    | CUSIP: 07335UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      950742 | PA      | $787630.65     | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2                             | BVINV 2021-2 A2                    | CUSIP: 07336LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202955 | PA      | $168008.93     | 0.00%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                   | BBCMS 2025-C35 A5                  | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1641313.01    | 0.02%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                   | BBCMS 2025-C35 AS                  | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $616899.60     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | BEACH ACQUISITIO                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     2992500 | PA      | $3004655.54    | 0.04%             | 2032-09-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | BEACH ACQUISITIO                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      189728 | PA      | $208620.82     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-3                                                   | BSARM 2007-3 1A1                   | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      149737 | PA      | $135684.42     | 0.00%             | 2047-05-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-4                                                   | BSARM 2006-4 2A1                   | CUSIP: 073882AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      153958 | PA      | $130413.29     | 0.00%             | 2036-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1993000 | PA      | $2012385.68    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                           | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2020003.28    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      768514 | PA      | $758039.77     | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                               | BMARK 2024-V10 A3                  | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      352907 | PA      | $359281.45     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                              | BSP 2014-IVA AR5                   | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     1970000 | PA      | $1974526.47    | 0.02%             | 2038-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                              | BSP 2014-IVA BR5                   | CUSIP: 08180FCJ8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     2240000 | PA      | $2247499.30    | 0.03%             | 2038-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                | BMARK 2024-V6 A3                   | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500895 | PA      | $516408.27     | 0.01%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                               | BMARK 2025-B41 AS                  | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1020000 | PA      | $1047204.22    | 0.01%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                    | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     2401000 | PA      | $1545259.52    | 0.02%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                         | BFLD 2025-5MW A                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2890000 | PA      | $2869494.58    | 0.03%             | 2042-10-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      662000 | PA      | $663270.66     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                     | BIOMARIN PHARM                     | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248275.95     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                         | BLACK PEARL COMP                   | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $319729.73     | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | BLACKSTONE SEC                     | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      496000 | PA      | $494748.41     | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      384000 | PA      | $397299.08     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                | BLUE OWL TECHNOL                   | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      730000 | PA      | $726926.61     | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     9918000 | PA      | $9712770.11    | 0.11%             | 2034-01-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                     | BMO 2024-5C3 A3                    | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      663607 | PA      | $679507.89     | 0.01%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                     | BMO 2024-5C4 A3                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      456135 | PA      | $477424.01     | 0.01%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                              | BMO 2024-5C8 A3                    | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1074762 | PA      | $1104475.30    | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BMO 2026-C14 Mortgage Trust                                                     | BMO 2026-C14 A5                    | CUSIP: 096942AV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4760000 | PA      | $4827107.43    | 0.06%             | 2059-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BMO 2026-C14 Mortgage Trust                                                     | BMO 2026-C14 AS                    | CUSIP: 096942AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2150000 | PA      | $2156506.76    | 0.03%             | 2059-02-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $1715547.81    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      571000 | PA      | $580050.58     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1200446.91    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3524000 | PA      | $3696019.07    | 0.04%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9990456.13    | 0.12%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4598000 | PA      | $5123489.05    | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2103520.39    | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $626292.04     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                            | BOOTS GROUP FINC                   | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      324188 | PA      | $325808.44     | 0.00%             | 2032-08-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $2005521.30    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      230000 | PA      | $214014.29     | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                         | BRAZIL REP OF                      | CUSIP: 105756CP3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    30255000 | PA      | $29839889.67   | 0.35%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                            | BLAST 2025-3 C                     | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      940000 | PA      | $942681.82     | 0.01%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1                            | BLAST 2026-1 C                     | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1239039.00    | 0.01%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                            | BLAST 2025-4 C                     | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $640946.18     | 0.01%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-2                            | BLAST 2026-2 C                     | CUSIP: 10807VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $668960.70     | 0.01%             | 2032-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC/ Brightstar Global Solutions Corp                        | BRIGHTSTAR/BRIGH                   | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      305000 | PA      | $298579.77     | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                      | CUSIP: 11070TAP3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    55505000 | PA      | $55131919.11   | 0.65%             | 2031-04-23      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      295000 | PA      | $283228.59     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3441000 | PA      | $3427729.88    | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    19432000 | PA      | $19510139.08   | 0.23%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1941000 | PA      | $1957043.11    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $7976501.52    | 0.09%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4710000 | PA      | $4676074.71    | 0.05%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2401702.15    | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                        | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      315000 | PA      | $318149.43     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                    | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      160000 | PA      | $155881.56     | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                    | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      160000 | PA      | $148988.19     | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                    | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      330000 | PA      | $278886.46     | 0.00%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2472000 | PA      | $2151890.10    | 0.03%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5821.07       | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      334000 | PA      | $324201.28     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      360000 | PA      | $346899.96     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $55995.43      | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $120404.92     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2630716.28    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $85315.64      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2605000 | PA      | $2290506.56    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $416371.05     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $424075.16     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 AM                     | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144416 | PA      | $141520.40     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      405000 | PA      | $404150.07     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143908 | PA      | $134161.00     | 0.00%             | 2051-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 A4                     | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185606 | PA      | $183407.05     | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168774 | PA      | $93425.29      | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                      | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356975 | PA      | $353712.00     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                      | CD 2017-CD3 A4                     | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      272308 | PA      | $267113.67     | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                      | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225361 | PA      | $221187.27     | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                  | CENT 2025-CITY A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3880000 | PA      | $3898031.14    | 0.05%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HYB2                                       | CWHL 2007-HYB2 3A1                 | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122227 | PA      | $114672.35     | 0.00%             | 2047-02-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      161000 | PA      | $172869.46     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1078002.36    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                                        | CIFC 2023-2A AR                    | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      950000 | PA      | $948822.38     | 0.01%             | 2037-01-21      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                                        | CIFC 2023-2A BR                    | CUSIP: 125488AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     2730000 | PA      | $2738646.46    | 0.03%             | 2037-01-21      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                    | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8996.88       | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                    | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2592851.73    | 0.03%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLIF 2024-1A A                     | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-CBDO         | CORP              | US        |     1019312 | PA      | $1023562.21    | 0.01%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                     | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      966000 | PA      | $965260.30     | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                        | CSAIL 2019-C17 A4                  | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68394 | PA      | $64796.68      | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41769 | PA      | $41374.16      | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $1645467.67    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1432021.32    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                         | CSAIL 2015-C3 C                    | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      181895 | PA      | $175756.41     | 0.00%             | 2048-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH AMERICA FIN                    | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    14009000 | PA      | $13836929.41   | 0.16%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH AMERICA FIN                    | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     2608000 | PA      | $2565133.40    | 0.03%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                         | CSAIL 2016-C7 A5                   | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |      263052 | PA      | $261843.80     | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1621000 | PA      | $1243522.95    | 0.01%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      247000 | PA      | $183282.69     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      595000 | PA      | $619677.46     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      605000 | PA      | $599981.67     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                    | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     3054000 | PA      | $2583300.14    | 0.03%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1959483.60    | 0.02%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1908000 | PA      | $1951612.26    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2006-HYB1                                       | CWHL 2006-HYB1 1A1                 | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102778 | PA      | $98067.97      | 0.00%             | 2036-03-20      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      383000 | PA      | $267989.73     | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     3305000 | PA      | $3388942.50    | 0.04%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1542676.08    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     4010000 | PA      | $3857369.23    | 0.05%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1344272.00    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET                   | CUSIP: 12802D2T2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     8860000 | PA      | $8747895.77    | 0.10%             | 2031-02-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CA BUYER/ATLANTI                   | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      695000 | PA      | $691467.92     | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp                                                       | CALIFORNIA RESOU                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      920000 | PA      | $937403.37     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                             | CA ST-BABS                         | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     4400000 | PA      | $5034232.72    | 0.06%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV-B               | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3580000 | PA      | $2371809.43    | 0.03%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1407000 | PA      | $1408809.04    | 0.02%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      973000 | PA      | $993485.17     | 0.01%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |        6000 | PA      | $6137.80       | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CAN PAC RR CO                      | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2990000 | PA      | $2849915.21    | 0.03%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canpack Group Inc / CANPACK SA                                                  | CANPACK GROUP/SA                   | CUSIP: 13804MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $300032.48     | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1186412.70    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1206412.96    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1194354.01    | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      864000 | PA      | $877515.11     | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2619000 | PA      | $2690346.89    | 0.03%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3649000 | PA      | $3783024.38    | 0.04%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7336000 | PA      | $7487858.76    | 0.09%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    10663000 | PA      | $10857661.40   | 0.13%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5979000 | PA      | $5791345.79    | 0.07%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3470000 | PA      | $3408174.47    | 0.04%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                     | CAPST 2025-1 A                     | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2710000 | PA      | $2705540.70    | 0.03%             | 2029-08-16      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                                     | CAPST 2026-1 A                     | CUSIP: 14051LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4500135.00    | 0.05%             | 2030-05-16      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                    | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     2439000 | PA      | $2473100.55    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                        | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     2197000 | PA      | $1948515.44    | 0.02%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 A4                    | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383000 | PA      | $385794.83     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 B                     | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | PA      | $123029.35     | 0.00%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 C                     | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      134000 | PA      | $135108.07     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 D                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      108000 | PA      | $108517.35     | 0.00%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                  | CARMX 2025-3 C                     | CUSIP: 14290FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $382256.78     | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                  | CARMX 2025-3 D                     | CUSIP: 14290FAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $399574.36     | 0.00%             | 2032-05-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-2                                                  | CARMX 2026-2 D                     | CUSIP: 142935AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $239058.84     | 0.00%             | 2033-04-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                           | CARLYLE GRP INC                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     1179000 | PA      | $1141694.27    | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                  | CARMX 2024-3 C                     | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124000 | PA      | $125706.38     | 0.00%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                  | CARMX 2024-3 D                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       88000 | PA      | $89421.45      | 0.00%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                  | CARMX 2025-1 B                     | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       78000 | PA      | $78666.00      | 0.00%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                  | CARMX 2025-1 C                     | CUSIP: 14319WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146000 | PA      | $147083.35     | 0.00%             | 2030-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                  | CARMX 2025-1 D                     | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123000 | PA      | $124044.43     | 0.00%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CARMX 2025-2 B                     | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $545886.22     | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $334620.36     | 0.00%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                  | CARMX 2025-4 C                     | CUSIP: 14320HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480000 | PA      | $481378.66     | 0.01%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                  | CARMX 2025-4 D                     | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $189026.46     | 0.00%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                                  | CARMX 2026-1 C                     | CUSIP: 14320XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      580000 | PA      | $575931.71     | 0.01%             | 2032-03-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                                  | CARMX 2026-1 D                     | CUSIP: 14320XAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $266225.16     | 0.00%             | 2033-01-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      400000 | PA      | $405950.34     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4535000 | PA      | $4601395.93    | 0.05%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1430000 | PA      | $1424922.00    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                          | CRVNA 2021-P3 A4                   | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       67118 | PA      | $66962.88      | 0.00%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    42687000 | PA      | $42222730.41   | 0.50%             | 2030-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                               | CELULOSA ARAUCO                    | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1432000 | PA      | $1412644.63    | 0.02%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2476000 | PA      | $2539212.19    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                                  | CENT AMERICAN BK                   | CUSIP: 15238PAL0<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |    29954000 | PA      | $29642687.42   | 0.35%             | 2029-01-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                             | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1511000 | PA      | $793275.00     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  3 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                   | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $9630.00       | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| Champ Acquisition Corp                                                          | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1922000 | PA      | $2032237.25    | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      600000 | PA      | $573847.42     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4013000 | PA      | $3694750.45    | 0.04%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2398000 | PA      | $2359393.14    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3362000 | PA      | $3326960.00    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10160000 | PA      | $8519498.17    | 0.10%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1588737.54    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3458146.92    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1966000 | PA      | $2039611.34    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $815670.53     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2398881.57    | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                   | CHAOT 2024-1A B                    | CUSIP: 16144BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94074 | PA      | $95261.57      | 0.00%             | 2029-11-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                   | CHAOT 2024-1A C                    | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       87971 | PA      | $89056.39      | 0.00%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                   | CHAOT 2024-3A B                    | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219168 | PA      | $222858.50     | 0.00%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                   | CHAOT 2024-3A C                    | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147467 | PA      | $149529.83     | 0.00%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                   | CHAOT 2025-2A C                    | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $227805.64     | 0.00%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                   | CHAOT 2025-2A D                    | CUSIP: 16144MAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      660000 | PA      | $652549.39     | 0.01%             | 2033-02-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                   | CHAOT 2024-5A C                    | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195776 | PA      | $194970.15     | 0.00%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                   | CHAOT 2024-4A B                    | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      361042 | PA      | $365657.78     | 0.00%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                   | CHAOT 2024-4A C                    | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390536 | PA      | $396754.78     | 0.00%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                   | CHAOT 2025-1A C                    | CUSIP: 16145NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $340995.76     | 0.00%             | 2030-12-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                   | CHAOT 2025-1A D                    | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      370000 | PA      | $370449.07     | 0.00%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49925.46      | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      780000 | PA      | $748796.87     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      650000 | PA      | $664811.56     | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                    | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4519864.02    | 0.05%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                 | CHICAGO TRANSIT SER A              | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5821181 | PA      | $6486768.50    | 0.08%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     5719000 | PA      | $5216109.61    | 0.06%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     6128000 | PA      | $6059244.12    | 0.07%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863EF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      269000 | PA      | $265611.76     | 0.00%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                     | CHOBANI LLC                        | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      279300 | PA      | $280766.33     | 0.00%             | 2032-10-28      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                          | CHOBANI LLC/FIN                    | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $326600.49     | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      103000 | PA      | $102131.36     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      166000 | PA      | $165835.69     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                        | CIFC 2025-6A A1                    | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      490000 | PA      | $491084.08     | 0.01%             | 2038-10-23      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                        | CIFC 2025-6A B                     | CUSIP: 171933AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      900000 | PA      | $904362.57     | 0.01%             | 2038-10-23      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | CIPHER COMPUTE                     | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505000 | PA      | $523693.34     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citadel Finance LLC                                                             | CITADEL FINANCE                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1333761.99    | 0.02%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1682845.98    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1744546.95    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4962.16       | 0.00%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8842.14       | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      958000 | PA      | $890897.91     | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2420187.95    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    33925000 | PA      | $33990630.22   | 0.40%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      413000 | PA      | $390519.62     | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-AR8                                          | CMLTI 2007-AR8 2A1A                | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7298 | PA      | $6521.09       | 0.00%             | 2037-07-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 B                    | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193234 | PA      | $174881.72     | 0.00%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 C                    | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109838 | PA      | $90069.97      | 0.00%             | 2050-09-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                     | CGCMT 2017-C4 A4                   | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254764 | PA      | $251353.32     | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5021000 | PA      | $5000852.18    | 0.06%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1223739.15    | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                     | CGCMT 2018-B2 A4                   | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253238 | PA      | $250892.66     | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                     | CGCMT 2019-C7 A4                   | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      939629 | PA      | $890030.78     | 0.01%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      290000 | PA      | $304179.31     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $2123976.09    | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      605000 | PA      | $624486.01     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      235000 | PA      | $240202.47     | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN                   | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      775000 | PA      | $782678.60     | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      305000 | PA      | $302946.14     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      145000 | PA      | $139796.04     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2198084.06    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      393000 | PA      | $400361.67     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      410000 | PA      | $417032.57     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      625000 | PA      | $631180.38     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      825000 | PA      | $809911.01     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2269941.20    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325EV3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     8413000 | PA      | $8373374.76    | 0.10%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $2556494.66    | 0.03%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4803000 | PA      | $3544561.66    | 0.04%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2058790.48    | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                                      | FIFTH THIRD FIN                    | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $107245.63     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL                   | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      770000 | PA      | $770183.86     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL                   | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      410000 | PA      | $409560.84     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $1995703.00    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                        | COMPOSECURE HOLD                   | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $225185.28     | 0.00%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2025-3A A2                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3740000 | PA      | $3691382.24    | 0.04%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2026-1A A21                   | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2540000 | PA      | $2516115.62    | 0.03%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2026-1A A22                   | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1490000 | PA      | $1481214.22    | 0.02%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | CMPDC 2025-2A A1                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3020000 | PA      | $2964383.08    | 0.03%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                     | TUNES 2025-1A A2                   | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4280000 | PA      | $4295511.15    | 0.05%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                                    | CAS 2023-R07 2M1                   | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122654 | PA      | $122880.63     | 0.00%             | 2043-09-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                    | CAS 2025-R05 2A1                   | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1292630 | PA      | $1295217.78    | 0.02%             | 2045-07-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R02                                    | CAS 2026-R02 1A1                   | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1711305 | PA      | $1712971.83    | 0.02%             | 2046-02-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                    | CAS 2024-R04 1A1                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      252920 | PA      | $253157.78     | 0.00%             | 2044-05-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                    | CAS 2024-R01 1M1                   | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470944 | PA      | $470943.65     | 0.01%             | 2044-01-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                    | CAS 2023-R06 1M1                   | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42057 | PA      | $42148.43      | 0.00%             | 2043-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                    | CAS 2024-R02 1M1                   | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45654 | PA      | $45653.59      | 0.00%             | 2044-02-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                    | CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400415 | PA      | $401065.71     | 0.00%             | 2045-02-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R03                                    | CAS 2026-R03 2A1                   | CUSIP: 20754UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1940000 | PA      | $1944243.75    | 0.02%             | 2046-04-25      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                    | CAS 2025-R03 2A1                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1458556 | PA      | $1466577.78    | 0.02%             | 2045-03-25      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                    | CAS 2024-R05 2A1                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      689501 | PA      | $690361.07     | 0.01%             | 2044-07-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                    | CAS 2025-R06 1A1                   | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1438771 | PA      | $1439622.60    | 0.02%             | 2045-09-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                   | CAS 2025-R01 1A1                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      396354 | PA      | $396603.29     | 0.00%             | 2045-01-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                    | CAS 2024-R06 1A1                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446378 | PA      | $447763.54     | 0.01%             | 2044-09-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                    | CAS 2025-R04 1A1                   | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850144 | PA      | $851227.57     | 0.01%             | 2045-05-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      465000 | PA      | $391097.87     | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |        8000 | PA      | $5844.25       | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2885.64       | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2029237.14    | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7516.71       | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5643.78       | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1819000 | PA      | $1777938.19    | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN                   | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2465154.06    | 0.03%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN                   | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1164303.53    | 0.01%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                    | CUSIP: 219868CP9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    37947000 | PA      | $37370654.90   | 0.44%             | 2036-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5 5/26                        | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23170000 | PA      | $22983805.88   | 0.27%             | 2026-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5 5/26                        | CUSIP: 21H050656<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -24420000 | PA      | $-24223760.88  | -0.28%            | 2026-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5.5 5/26                      | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    46340000 | PA      | $46675696.23   | 0.55%             | 2026-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5.5 5/26                      | CUSIP: 21H052652<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -46340000 | PA      | $-46675696.23  | -0.55%            | 2026-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 6 5/26                        | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23170000 | PA      | $23627968.95   | 0.28%             | 2026-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 6 5/26                        | CUSIP: 21H060655<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -23170000 | PA      | $-23627968.95  | -0.28%            | 2026-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT DEFENSE LP                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      920000 | PA      | $860298.88     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     5617000 | PA      | $5117642.62    | 0.06%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                          | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      620000 | PA      | $617780.70     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1244000 | PA      | $1230159.65    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14520000 | PA      | $14363718.63   | 0.17%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7695000 | PA      | $7558722.23    | 0.09%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6792000 | PA      | $6588713.23    | 0.08%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC                                                              | CROWN AMERICAS L                   | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2885706.42    | 0.03%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1885226.19    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                | DLLAA 2023-1A A4                   | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138823 | PA      | $141148.27     | 0.00%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | CYPRIUM CORP/HOL                   | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      225000 | PA      | $227249.62     | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | CYPRIUM CORP/HOL                   | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      150000 | PA      | $149840.78     | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |      309485 | PA      | $304319.48     | 0.00%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DNKN 2025-1A A2I                   | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     2094750 | PA      | $2074786.82    | 0.02%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                      | DBJPM 2020-C9 A5                   | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559414 | PA      | $500841.96     | 0.01%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                    | DBJPM 2017-C6 A5                   | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180012 | PA      | $177433.13     | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8701.22       | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      771000 | PA      | $777153.59     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2923875.18    | 0.03%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1A A4                   | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       56952 | PA      | $57276.96      | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK                      | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3341000 | PA      | $3401625.22    | 0.04%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                       | DALLAS AREA RAPID -A               | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     5065000 | PA      | $3391674.43    | 0.04%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     7270000 | PA      | $7293859.00    | 0.09%             | 2032-03-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2993000 | PA      | $2897527.63    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      485000 | PA      | $500811.40     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      490000 | PA      | $504985.92     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                              | DAWN BIDCO LLC                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      460000 | PA      | $433393.14     | 0.01%             | 2033-02-04      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2026-1                                             | DEFT 2026-1A C                     | CUSIP: 246921AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      460000 | PA      | $459168.23     | 0.01%             | 2031-12-22      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2026-1                                             | DEFT 2026-1A D                     | CUSIP: 246921AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $180276.88     | 0.00%             | 2032-11-22      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3948000 | PA      | $4002807.36    | 0.05%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2139000 | PA      | $2115749.13    | 0.02%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3093000 | PA      | $3159491.22    | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                    | DEFT 2025-1 B                      | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $110998.29     | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                    | DEFT 2025-1 D                      | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $212948.93     | 0.00%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                             | DEFT 2025-2 C                      | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $398823.44     | 0.00%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                             | DEFT 2025-2 D                      | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $507346.32     | 0.01%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                              | DEFT 2024-2 B                      | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      113000 | PA      | $113584.11     | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     5330000 | PA      | $5024863.44    | 0.06%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                  | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      109000 | PA      | $114974.06     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4787239.03    | 0.06%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     1971000 | PA      | $1917660.20    | 0.02%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     3683000 | PA      | $3746517.86    | 0.04%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24000 | PA      | $24005.57      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      915000 | PA      | $951885.64     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Capital One NA                                                                  | CAPITAL ONE NA                     | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      734000 | PA      | $750558.68     | 0.01%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      479000 | PA      | $494101.08     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      930000 | PA      | $947817.65     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78756.33      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DPABS 2019-1A A2                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150080 | PA      | $1104005.84    | 0.01%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DPABS 2025-1A A2I                  | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4477411.80    | 0.05%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DPABS 2025-1A A2II                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2820000 | PA      | $2795298.21    | 0.03%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE 2024-2 C                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      924000 | PA      | $928339.57     | 0.01%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE 2024-2 D                     | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1346000 | PA      | $1356863.84    | 0.02%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                             | DRIVE 2024-1 C                     | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      738000 | PA      | $747617.17     | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                             | DRIVE 2025-1 D                     | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5470000 | PA      | $5523467.61    | 0.06%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                             | DRIVE 2025-2 D                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3740000 | PA      | $3722165.06    | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                               | DRSLF 2021-90A A1R                 | CUSIP: 262484AN8<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |     1950000 | PA      | $1954323.54    | 0.02%             | 2038-11-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                               | DRSLF 2021-90A BR                  | CUSIP: 262484AQ1<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |     2200000 | PA      | $2209745.78    | 0.03%             | 2038-11-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                                              | DRSLF 2022-113A AR3                | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |      650000 | PA      | $649894.90     | 0.01%             | 2037-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                    | CUSIP: 263901AD2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     3232000 | PA      | $2717629.35    | 0.03%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                 | DUKE UNIV TXB-A                    | CUSIP: 264416AN8<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |     7505000 | PA      | $8052934.05    | 0.09%             | 2037-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3878.83       | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $1591827.53    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2054000 | PA      | $1531130.24    | 0.02%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1915.26       | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                     | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      815000 | PA      | $814094.73     | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN                   | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     4621000 | PA      | $4093278.88    | 0.05%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      185000 | PA      | $177417.60     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      365000 | PA      | $339534.43     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5429.00       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    10541000 | PA      | $10522309.79   | 0.12%             | 2031-04-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26884TBC5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    12283000 | PA      | $12254524.92   | 0.14%             | 2029-10-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1466618.32    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1143681.05    | 0.01%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1419243.05    | 0.02%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                               | EATON CAPITAL                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2440000 | PA      | $2437808.45    | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       80000 | PA      | $84844.77      | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3183000 | PA      | $3260569.73    | 0.04%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edsouth Indenture No 9 LLC                                                      | EDUSA 2015-1 A                     | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      196595 | PA      | $195869.15     | 0.00%             | 2056-10-25      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No 1 LLC                                 | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       47572 | PA      | $47086.40      | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      415000 | PA      | $424307.11     | 0.00%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     2498000 | PA      | $2435389.74    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                           | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |       81000 | PA      | $79759.14      | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                              | ELM21 2022-8A AR2                  | CUSIP: 289907AW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1450000 | PA      | $1452285.49    | 0.02%             | 2038-10-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                              | ELM21 2022-8A BR2                  | CUSIP: 289907AY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1120000 | PA      | $1124701.42    | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3208000 | PA      | $3162061.38    | 0.04%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1269000 | PA      | $1210942.29    | 0.01%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4250000 | PA      | $4267800.62    | 0.05%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5380000 | PA      | $5433574.47    | 0.06%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      161000 | PA      | $158842.43     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2251080.67    | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      915000 | PA      | $874369.20     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4054627.57    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      825000 | PA      | $843116.63     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4795711.76    | 0.06%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $18024.41      | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc                                                                       | ENPRO INC                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1459049.92    | 0.02%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6953.95       | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSI                   | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $2251941.20    | 0.03%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                           | EFF 2024-3 A4                      | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      217000 | PA      | $219772.52     | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5090000 | PA      | $4059965.02    | 0.05%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | EQUINIX EU 2 FIN                   | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     6957000 | PA      | $6808026.26    | 0.08%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                   | CGCMT 2015-GC33 C                  | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203404 | PA      | $175944.46     | 0.00%             | 2058-09-10      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      663000 | PA      | $632280.81     | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6675.58       | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Esab Corp                                                                       | ESAB CORP                          | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      560000 | PA      | $564889.28     | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      486000 | PA      | $459094.05     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      445000 | PA      | $422968.36     | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                     | EVGRN 2025-CRT5 B                  | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      238000 | PA      | $239913.33     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                     | EVGRN 2025-CRT5 C                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      362000 | PA      | $363738.61     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2083000 | PA      | $2114632.01    | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                            | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $339266.94     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     3419000 | PA      | $3459313.76    | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     2962000 | PA      | $2790391.03    | 0.03%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4865145.76    | 0.06%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                      | EART 2025-5A C                     | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      790000 | PA      | $788193.82     | 0.01%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                      | EART 2025-5A D                     | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2180000 | PA      | $2186154.79    | 0.03%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                      | EART 2026-1A C                     | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1620000 | PA      | $1600540.40    | 0.02%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                      | EART 2026-1A D                     | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3850000 | PA      | $3811836.49    | 0.04%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                               | ESART 2025-2 B                     | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      170000 | PA      | $169893.89     | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2500599.46    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1857211.41    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      970000 | PA      | $855365.68     | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1218500.25    | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     3270000 | PA      | $2906251.03    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3625036.67    | 0.04%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1181039.09    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     5990000 | PA      | $5918106.71    | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2061327.11    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                    | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $988828.15     | 0.01%             | 2034-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 841999                          | CUSIP: 31288RGG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2808214 | PA      | $2828584.40    | 0.03%             | 2055-08-01      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 842048                          | CUSIP: 31288RHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2275028 | PA      | $2296435.57    | 0.03%             | 2055-11-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 842074                          | CUSIP: 31288RJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6868985 | PA      | $6915505.08    | 0.08%             | 2055-12-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 842097                          | CUSIP: 31288RKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11250791 | PA      | $11278341.09   | 0.13%             | 2056-02-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 842112                          | CUSIP: 31288RKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6139069 | PA      | $6189355.72    | 0.07%             | 2056-01-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A71925                          | CUSIP: 3128L5D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33441 | PA      | $33889.68      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A72047                          | CUSIP: 3128L5HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37363 | PA      | $37867.54      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A72748                          | CUSIP: 3128L6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2448 | PA      | $2480.55       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A73370                          | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16427 | PA      | $16648.77      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A75249                          | CUSIP: 3128L8ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10076 | PA      | $10211.85      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A77292                          | CUSIP: 3128LBC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3838 | PA      | $3890.93       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A78614                          | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1711 | PA      | $1733.78       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G03854                          | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         916 | PA      | $928.40        | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G04468                          | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77458 | PA      | $78500.76      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G04668                          | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11262 | PA      | $11413.74      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G04691                          | CUSIP: 3128M6RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38587 | PA      | $39109.55      | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G04817                          | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25441 | PA      | $25784.57      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G04951                          | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38452 | PA      | $38968.02      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05904                          | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4920 | PA      | $4986.47       | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05958                          | CUSIP: 3128M75T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8140 | PA      | $8250.71       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05169                          | CUSIP: 3128M7CE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5846 | PA      | $5926.12       | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05188                          | CUSIP: 3128M7CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24441 | PA      | $24770.58      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05205                          | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9476 | PA      | $9604.56       | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05253                          | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50147 | PA      | $50825.85      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05255                          | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4514 | PA      | $4574.49       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05262                          | CUSIP: 3128M7FB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2645 | PA      | $2634.22       | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05507                          | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12219 | PA      | $12385.05      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05508                          | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3178 | PA      | $3221.36       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05645                          | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         893 | PA      | $887.95        | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05659                          | CUSIP: 3128M7TQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12137 | PA      | $12070.67      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G05726                          | CUSIP: 3128M7VT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18982 | PA      | $19238.90      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G06009                          | CUSIP: 3128M8AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5915 | PA      | $5995.96       | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G06202                          | CUSIP: 3128M8GK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5117 | PA      | $5104.86       | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G06505                          | CUSIP: 3128M8R22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      257076 | PA      | $255570.96     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G06620                          | CUSIP: 3128M8VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18631 | PA      | $18507.59      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G06693                          | CUSIP: 3128M8XW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37784 | PA      | $38299.05      | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07779                          | CUSIP: 3128M96Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11715 | PA      | $11630.69      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07785                          | CUSIP: 3128M96W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9011 | PA      | $8943.66       | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07034                          | CUSIP: 3128M9EF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32637 | PA      | $33077.90      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07068                          | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43909 | PA      | $44503.11      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07387                          | CUSIP: 3128M9RG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1695 | PA      | $1647.13       | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07564                          | CUSIP: 3128M9WZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79318 | PA      | $78714.14      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07665                          | CUSIP: 3128M9Z62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17917 | PA      | $18160.38      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07828                          | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187980 | PA      | $186106.85     | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07810                          | CUSIP: 3128MAAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      125241 | PA      | $124546.49     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07970                          | CUSIP: 3128MAFK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6197 | PA      | $6281.71       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08255                          | CUSIP: 3128MJH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8277 | PA      | $8388.92       | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08277                          | CUSIP: 3128MJJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1350 | PA      | $1368.71       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08347                          | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27311 | PA      | $27166.53      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08323                          | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1325 | PA      | $1342.92       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08330                          | CUSIP: 3128MJLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1271 | PA      | $1266.06       | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08341                          | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5241 | PA      | $5311.38       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08368                          | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         937 | PA      | $931.48        | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08443                          | CUSIP: 3128MJP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1974 | PA      | $1961.11       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08542                          | CUSIP: 3128MJS84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27253 | PA      | $26350.58      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08573                          | CUSIP: 3128MJT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70088 | PA      | $67657.06      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08551                          | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4062 | PA      | $3925.94       | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08558                          | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36862 | PA      | $35614.58      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08559                          | CUSIP: 3128MJTR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39409 | PA      | $39054.79      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08563                          | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11208 | PA      | $10829.67      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08567                          | CUSIP: 3128MJTZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27645 | PA      | $26696.82      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08607                          | CUSIP: 3128MJU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19571 | PA      | $19367.79      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08625                          | CUSIP: 3128MJVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      292646 | PA      | $289690.31     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08665                          | CUSIP: 3128MJW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45961 | PA      | $45342.39      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08657                          | CUSIP: 3128MJWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85712 | PA      | $84559.07      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08658                          | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16061 | PA      | $14540.39      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08680                          | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21941 | PA      | $19827.38      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G08741                          | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1182588 | PA      | $1062057.15    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG C91335                          | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1626 | PA      | $1613.57       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A83575                          | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67930 | PA      | $68856.28      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A82750                          | CUSIP: 312929BT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1378 | PA      | $1397.11       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A83067                          | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4064 | PA      | $4119.66       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG C03487                          | CUSIP: 31292K2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4525 | PA      | $4586.80       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG C03565                          | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1497 | PA      | $1456.23       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A85452                          | CUSIP: 312932BV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5492 | PA      | $5467.18       | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A85581                          | CUSIP: 312932FW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3700 | PA      | $3750.19       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A85726                          | CUSIP: 312932LF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1081 | PA      | $1095.84       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A86313                          | CUSIP: 312933AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21062 | PA      | $21344.84      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A86612                          | CUSIP: 312933KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47074 | PA      | $46814.78      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A86661                          | CUSIP: 312933MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65390 | PA      | $65008.25      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A86955                          | CUSIP: 312933WQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6575 | PA      | $6545.73       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A87063                          | CUSIP: 312933Z49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2938 | PA      | $2978.06       | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A87339                          | CUSIP: 312934EL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1362 | PA      | $1380.84       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A87580                          | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18401 | PA      | $18647.62      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A88454                          | CUSIP: 312935MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1642 | PA      | $1633.25       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A89270                          | CUSIP: 312936JP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1193 | PA      | $1185.98       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A90365                          | CUSIP: 312938MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3319 | PA      | $3300.95       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A90388                          | CUSIP: 312938ND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6618 | PA      | $6579.28       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A90768                          | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17974 | PA      | $18217.48      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A91386                          | CUSIP: 312939RF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5033 | PA      | $5004.17       | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A91387                          | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29984 | PA      | $30389.76      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A91668                          | CUSIP: 312939Z95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8431 | PA      | $8546.47       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A91645                          | CUSIP: 312939ZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120273 | PA      | $119620.24     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A91947                          | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3853 | PA      | $3905.62       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A92503                          | CUSIP: 312940X87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49493 | PA      | $49191.01      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93473                          | CUSIP: 3129412E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4987 | PA      | $5054.41       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93505                          | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5727 | PA      | $5691.65       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93511                          | CUSIP: 3129413U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10280 | PA      | $10419.99      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A92821                          | CUSIP: 312941D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10292 | PA      | $10432.31      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93070                          | CUSIP: 312941MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9934 | PA      | $10069.95      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93101                          | CUSIP: 312941NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10190 | PA      | $10328.58      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93235                          | CUSIP: 312941SY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12871 | PA      | $13045.73      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93459                          | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7077 | PA      | $7035.22       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93643                          | CUSIP: 312942BL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2087 | PA      | $2027.87       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93671                          | CUSIP: 312942CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2062 | PA      | $2089.79       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A93743                          | CUSIP: 312942EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35071 | PA      | $34848.77      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A94002                          | CUSIP: 312942NT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60701 | PA      | $61529.73      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A94629                          | CUSIP: 312943EA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23349 | PA      | $23184.69      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A94672                          | CUSIP: 312943FM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1757 | PA      | $1745.75       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A95085                          | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2072 | PA      | $2017.48       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A95582                          | CUSIP: 312944FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2488 | PA      | $2420.18       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A97184                          | CUSIP: 3129456V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19369 | PA      | $19234.11      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A96389                          | CUSIP: 312945C22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38214 | PA      | $37964.82      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A96388                          | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39271 | PA      | $39007.90      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A96423                          | CUSIP: 312945D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3971 | PA      | $4025.82       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A97040                          | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2546 | PA      | $2476.26       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A97046                          | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1083 | PA      | $1076.44       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A97618                          | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3896 | PA      | $3870.69       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A97620                          | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1308 | PA      | $1299.31       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A97666                          | CUSIP: 312946QT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2471 | PA      | $2455.24       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A97770                          | CUSIP: 312946T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30210 | PA      | $30003.95      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A37619                          | CUSIP: 31297TPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23517 | PA      | $23459.37      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 849361                          | CUSIP: 31300MMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300676 | PA      | $312073.79     | 0.00%             | 2043-08-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 849418                          | CUSIP: 31300MPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      276863 | PA      | $286812.03     | 0.00%             | 2044-04-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 849461                          | CUSIP: 31300MQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      431015 | PA      | $446827.69     | 0.01%             | 2044-10-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 849462                          | CUSIP: 31300MQP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99071 | PA      | $101856.27     | 0.00%             | 2044-10-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 849470                          | CUSIP: 31300MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266079 | PA      | $276089.98     | 0.00%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZK3541                          | CUSIP: 3131X65A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         290 | PA      | $288.51        | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZK4375                          | CUSIP: 3131X72G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126763 | PA      | $125797.84     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZK4458                          | CUSIP: 3131X75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1013 | PA      | $1004.82       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZK3671                          | CUSIP: 3131X7CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1141 | PA      | $1135.85       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZK3727                          | CUSIP: 3131X7D88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         919 | PA      | $915.07        | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZK3775                          | CUSIP: 3131X7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         687 | PA      | $683.44        | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZK3983                          | CUSIP: 3131X7M88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         489 | PA      | $486.42        | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZK3970                          | CUSIP: 3131X7MT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         627 | PA      | $623.58        | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 2B1726                          | CUSIP: 31326F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      134641 | PA      | $139928.23     | 0.00%             | 2043-09-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 2B2925                          | CUSIP: 31326HHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99894 | PA      | $103675.51     | 0.00%             | 2044-07-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 2B3287                          | CUSIP: 31326HUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      356497 | PA      | $369719.34     | 0.00%             | 2044-10-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZA2670                          | CUSIP: 31329K6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         405 | PA      | $403.45        | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZA2710                          | CUSIP: 31329LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         665 | PA      | $661.69        | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZA2714                          | CUSIP: 31329LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67461 | PA      | $67117.36      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZA2740                          | CUSIP: 31329LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111029 | PA      | $110342.54     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZA2854                          | CUSIP: 31329LE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2920 | PA      | $2897.43       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS1286                          | CUSIP: 3132A1NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      511084 | PA      | $517037.48     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS6521                          | CUSIP: 3132A7G62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1025 | PA      | $1018.66       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS6818                          | CUSIP: 3132A7SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3010 | PA      | $2993.23       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS7763                          | CUSIP: 3132A8TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1024 | PA      | $1016.68       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS7937                          | CUSIP: 3132A8ZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1686 | PA      | $1672.26       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS8448                          | CUSIP: 3132A9L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         595 | PA      | $592.00        | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS8455                          | CUSIP: 3132A9MC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1801 | PA      | $1791.19       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS8456                          | CUSIP: 3132A9MD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7037 | PA      | $6996.45       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS8463                          | CUSIP: 3132A9ML8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2128 | PA      | $2114.08       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB1385                          | CUSIP: 3132CXRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2756609 | PA      | $2599906.90    | 0.03%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB1445                          | CUSIP: 3132CXTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10673161 | PA      | $9618494.71    | 0.11%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB1455                          | CUSIP: 3132CXTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1513748 | PA      | $1551087.62    | 0.02%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB1625                          | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5198588 | PA      | $5242746.95    | 0.06%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8132                          | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2749194 | PA      | $2524914.07    | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8155                          | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1878615 | PA      | $1793178.88    | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8187                          | CUSIP: 3132D6CY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5025728 | PA      | $4795594.51    | 0.06%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0469                          | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15377798 | PA      | $13615767.98   | 0.16%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0665                          | CUSIP: 3132DMW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1610558 | PA      | $1428029.06    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0667                          | CUSIP: 3132DMW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23662854 | PA      | $20080356.99   | 0.24%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0691                          | CUSIP: 3132DMXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6224451 | PA      | $5297839.96    | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0905                          | CUSIP: 3132DNAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7410321 | PA      | $6579752.64    | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1116                          | CUSIP: 3132DNGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143365 | PA      | $131215.46     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1492                          | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10316931 | PA      | $10314145.41   | 0.12%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD4946                          | CUSIP: 3132DSP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8952172 | PA      | $7321556.14    | 0.09%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD4977                          | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3023681 | PA      | $2995462.96    | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD5086                          | CUSIP: 3132DSUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2299823 | PA      | $2336472.88    | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD5764                          | CUSIP: 3132DTMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15063646 | PA      | $12183326.30   | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD6557                          | CUSIP: 3132DUJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35705680 | PA      | $30167147.43   | 0.35%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8128                          | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3327007 | PA      | $2695008.53    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8129                          | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      696015 | PA      | $589574.40     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8220                          | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14297830 | PA      | $12552312.66   | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8287                          | CUSIP: 3132DWF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6523380 | PA      | $6317687.19    | 0.07%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8288                          | CUSIP: 3132DWF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6901952 | PA      | $6848054.28    | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8323                          | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5386643 | PA      | $5339738.41    | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8372                          | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      935376 | PA      | $944728.84     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8407                          | CUSIP: 3132DWKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      208039 | PA      | $205772.80     | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8430                          | CUSIP: 3132DWLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      292621 | PA      | $289249.88     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8491                          | CUSIP: 3132DWNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      500012 | PA      | $494408.55     | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Z40054                          | CUSIP: 3132FCBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5494 | PA      | $5346.45       | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q00051                          | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34177 | PA      | $34645.66      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q00927                          | CUSIP: 3132GEA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20922 | PA      | $21208.78      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q01181                          | CUSIP: 3132GEJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7672 | PA      | $7619.27       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q01237                          | CUSIP: 3132GELS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3555 | PA      | $3527.81       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q01857                          | CUSIP: 3132GFB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15207 | PA      | $15415.64      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q20633                          | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10254 | PA      | $9930.86       | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q21699                          | CUSIP: 3132JN3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60066 | PA      | $59453.42      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q21719                          | CUSIP: 3132JN4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5188 | PA      | $5140.06       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q21261                          | CUSIP: 3132JNMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13404 | PA      | $12961.11      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q21934                          | CUSIP: 3132JPEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3013 | PA      | $2905.39       | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q22521                          | CUSIP: 3132JPYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76515 | PA      | $75779.55      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG V82341                          | CUSIP: 3132L7S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5910 | PA      | $5712.58       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG V82362                          | CUSIP: 3132L7TT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27425 | PA      | $27220.25      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG V82363                          | CUSIP: 3132L7TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185013 | PA      | $183771.90     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG V84237                          | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5445 | PA      | $5035.46       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG V84293                          | CUSIP: 3132L9XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6148 | PA      | $5689.53       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q24744                          | CUSIP: 3132M45D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14519 | PA      | $14442.80      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q24103                          | CUSIP: 3132M4GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2569 | PA      | $2480.19       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q24338                          | CUSIP: 3132M4PX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8603 | PA      | $8296.47       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q24610                          | CUSIP: 3132M4YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15789 | PA      | $15259.80      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q25069                          | CUSIP: 3132M5JN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20195 | PA      | $19990.28      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q25157                          | CUSIP: 3132M5ME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4919 | PA      | $4868.35       | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q25265                          | CUSIP: 3132M5QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4271 | PA      | $4228.65       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q25472                          | CUSIP: 3132M5W99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2653 | PA      | $2624.15       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q25749                          | CUSIP: 3132M6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4682 | PA      | $4523.63       | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q25919                          | CUSIP: 3132M6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37673 | PA      | $37352.68      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q28789                          | CUSIP: 3132M9NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27459 | PA      | $27146.85      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q28997                          | CUSIP: 3132M9UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5297 | PA      | $5287.87       | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q31864                          | CUSIP: 3132QNCA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23984 | PA      | $24310.99      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q32273                          | CUSIP: 3132QNQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16379 | PA      | $16169.33      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q33059                          | CUSIP: 3132QPMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45114 | PA      | $44534.83      | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q33895                          | CUSIP: 3132QQKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23427 | PA      | $21384.34      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q34590                          | CUSIP: 3132QRC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35362 | PA      | $32172.52      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q38254                          | CUSIP: 3132QVE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58343 | PA      | $57557.78      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q51940                          | CUSIP: 3132XUEN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5216 | PA      | $4825.19       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q52131                          | CUSIP: 3132XULM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20797 | PA      | $19238.69      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q52184                          | CUSIP: 3132XUNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7565 | PA      | $6998.03       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q54421                          | CUSIP: 3132XW4F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35760 | PA      | $33091.81      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q54476                          | CUSIP: 3132XW6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10710 | PA      | $9904.06       | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q54557                          | CUSIP: 3132XXB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4947 | PA      | $4574.66       | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q54702                          | CUSIP: 3132XXGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24458 | PA      | $22617.73      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q54727                          | CUSIP: 3132XXHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10276 | PA      | $9503.15       | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q54982                          | CUSIP: 3132XXRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12189 | PA      | $11272.13      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q55052                          | CUSIP: 3132XXTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32120 | PA      | $29702.79      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q55617                          | CUSIP: 3132XYG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14389 | PA      | $13306.57      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q57772                          | CUSIP: 3132Y1T65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18865 | PA      | $17439.63      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G60891                          | CUSIP: 31335A7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4042 | PA      | $4096.54       | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G60109                          | CUSIP: 31335ADN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209581 | PA      | $209180.01     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G60239                          | CUSIP: 31335AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50679 | PA      | $50237.47      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G60321                          | CUSIP: 31335ALA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      296000 | PA      | $293593.88     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G60466                          | CUSIP: 31335AQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12447 | PA      | $12317.57      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G60519                          | CUSIP: 31335ASG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7016 | PA      | $6951.41       | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G61372                          | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29759 | PA      | $27520.06      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QC0508                          | CUSIP: 3133AJR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27861 | PA      | $25593.42      | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QC6452                          | CUSIP: 3133AREZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11976886 | PA      | $10119075.55   | 0.12%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QC6920                          | CUSIP: 3133ARVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18742 | PA      | $17217.13      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QC8989                          | CUSIP: 3133AT7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      170337 | PA      | $155942.24     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QC9030                          | CUSIP: 3133AUA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      228427 | PA      | $209837.17     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD0205                          | CUSIP: 3133AWGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143986 | PA      | $133032.57     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD5823                          | CUSIP: 3133B3PG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266081 | PA      | $243927.33     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD7240                          | CUSIP: 3133B5BH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187617 | PA      | $172054.68     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD7455                          | CUSIP: 3133B5H88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      306353 | PA      | $280487.12     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD7826                          | CUSIP: 3133B5VT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130625 | PA      | $119678.09     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD8852                          | CUSIP: 3133B6ZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59123 | PA      | $54130.97      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD9143                          | CUSIP: 3133B7EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      345663 | PA      | $316694.50     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD9546                          | CUSIP: 3133B7TB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190837 | PA      | $174843.70     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD9742                          | CUSIP: 3133B7ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374969 | PA      | $343544.05     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QE0865                          | CUSIP: 3133B96A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      254219 | PA      | $233311.58     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QE1730                          | CUSIP: 3133BA4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34965 | PA      | $32034.70      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QE5299                          | CUSIP: 3133BE3G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      162663 | PA      | $149030.98     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QF1491                          | CUSIP: 3133BNUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10029393 | PA      | $9703747.38    | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QH2482                          | CUSIP: 3133CEXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      725457 | PA      | $734070.59     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA5257                          | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7739519 | PA      | $6259645.75    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6019                          | CUSIP: 3133KMVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5304550 | PA      | $4503277.71    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6388                          | CUSIP: 3133KNCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12357779 | PA      | $10572187.30   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6406                          | CUSIP: 3133KNDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36353795 | PA      | $29493469.98   | 0.35%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6505                          | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47470 | PA      | $38497.08      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6615                          | CUSIP: 3133KNK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1417146 | PA      | $1202195.17    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6623                          | CUSIP: 3133KNLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3201822 | PA      | $2730181.68    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA7402                          | CUSIP: 3133KPGK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41496 | PA      | $37979.11      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8307                          | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6622799 | PA      | $6864734.09    | 0.08%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA9880                          | CUSIP: 3133KR6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      368581 | PA      | $384836.80     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RB0611                          | CUSIP: 3133KTVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5087102 | PA      | $4441354.20    | 0.05%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RB5163                          | CUSIP: 3133KYWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1254440 | PA      | $1151471.74    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RB5164                          | CUSIP: 3133KYWZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1181855 | PA      | $1119649.69    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2012-111 AZ                    | CUSIP: 3136A9DD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2009479 | PA      | $1893559.98    | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-67 KZ                     | CUSIP: 3136AFGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5927253 | PA      | $5149016.16    | 0.06%             | 2043-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2015-65 CZ                     | CUSIP: 3136AP3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      725890 | PA      | $636779.31     | 0.01%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-80 KZ                     | CUSIP: 3136AUFH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1462218 | PA      | $1286617.97    | 0.02%             | 2046-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2019-55 CB                     | CUSIP: 3136B6FG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2059206 | PA      | $1828358.93    | 0.02%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2020-96 A                      | CUSIP: 3136BDKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10638235 | PA      | $8438736.11    | 0.10%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2021-26 YA                     | CUSIP: 3136BHEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      925905 | PA      | $748249.75     | 0.01%             | 2050-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2021-77 HA                     | CUSIP: 3136BJTP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2119432 | PA      | $1692095.49    | 0.02%             | 2050-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2022-89 AY                     | CUSIP: 3136BPQG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4371440.50    | 0.05%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2023-37 BZ                     | CUSIP: 3136BQEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      697731 | PA      | $689486.79     | 0.01%             | 2053-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2023-40 CZ                     | CUSIP: 3136BQGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1290347 | PA      | $1333054.84    | 0.02%             | 2053-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2024-41 DA                     | CUSIP: 3136BSPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4102629 | PA      | $4135173.29    | 0.05%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2025-82 JA                     | CUSIP: 3136BXD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4914507 | PA      | $4421804.96    | 0.05%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                            | FEDERAL RLTY OP                    | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      162000 | PA      | $155051.69     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 310228                          | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5216034 | PA      | $4767726.41    | 0.06%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 3996 XZ                        | CUSIP: 3137ALWW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1760723 | PA      | $1680379.63    | 0.02%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4013 XZ                        | CUSIP: 3137ANJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1472319 | PA      | $1355506.98    | 0.02%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4321 BZ                        | CUSIP: 3137B8GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2872535 | PA      | $2594578.48    | 0.03%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4438 VZ                        | CUSIP: 3137BGLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3213919 | PA      | $2854128.81    | 0.03%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4475 MZ                        | CUSIP: 3137BJAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1525621 | PA      | $1358873.76    | 0.02%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5057 AC                        | CUSIP: 3137F7HT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2066877.50    | 0.02%             | 2040-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4809 CZ                        | CUSIP: 3137FGMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2679874 | PA      | $2550680.98    | 0.03%             | 2048-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5020 BA                        | CUSIP: 3137FWWD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1237421 | PA      | $973278.79     | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5129 DM                        | CUSIP: 3137H1NR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1091591 | PA      | $821391.62     | 0.01%             | 2050-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5170 DP                        | CUSIP: 3137H4FG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23319535 | PA      | $20540713.81   | 0.24%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5194 H                         | CUSIP: 3137H5S81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4442924 | PA      | $4066349.02    | 0.05%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5201 CA                        | CUSIP: 3137H64V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3836722 | PA      | $3500309.56    | 0.04%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5200 MA                        | CUSIP: 3137H6EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2491804 | PA      | $2286258.22    | 0.03%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5343 AZ                        | CUSIP: 3137HAPJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2567856 | PA      | $2619512.87    | 0.03%             | 2053-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5343 HZ                        | CUSIP: 3137HAQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1050486 | PA      | $1073736.58    | 0.01%             | 2053-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5565 PA                        | CUSIP: 3137HMGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3964450 | PA      | $3974874.09    | 0.05%             | 2055-08-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AI0570                          | CUSIP: 3138ADT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49630 | PA      | $49255.67      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AJ5336                          | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4473 | PA      | $4453.55       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AJ7716                          | CUSIP: 3138E0SE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         456 | PA      | $454.03        | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AJ9354                          | CUSIP: 3138E2MC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         978 | PA      | $972.72        | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AK0797                          | CUSIP: 3138E43F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2961 | PA      | $2946.07       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AK3264                          | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3893 | PA      | $3871.81       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AK5169                          | CUSIP: 3138E9W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5802 | PA      | $5768.00       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL1244                          | CUSIP: 3138EHL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         844 | PA      | $875.49        | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL2605                          | CUSIP: 3138EJ3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         992 | PA      | $986.54        | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL3102                          | CUSIP: 3138EKNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1308 | PA      | $1298.76       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL3803                          | CUSIP: 3138ELGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         578 | PA      | $574.14        | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL4048                          | CUSIP: 3138ELQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1383 | PA      | $1372.99       | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL4081                          | CUSIP: 3138ELRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3839 | PA      | $3798.13       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL4324                          | CUSIP: 3138ELYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16047 | PA      | $16923.84      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL4911                          | CUSIP: 3138EMN56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         738 | PA      | $734.97        | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL5254                          | CUSIP: 3138EMZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3386 | PA      | $3367.47       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL9862                          | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3627 | PA      | $3598.03       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL9668                          | CUSIP: 3138ERW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5409 | PA      | $5370.08       | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AO0800                          | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2333 | PA      | $2318.33       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AO0323                          | CUSIP: 3138LQLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1342 | PA      | $1334.07       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AO7977                          | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34160 | PA      | $33924.05      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AP0457                          | CUSIP: 3138M3QK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1485 | PA      | $1474.53       | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS4206                          | CUSIP: 3138WDU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5853 | PA      | $5750.25       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AU3795                          | CUSIP: 3138X3GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56031 | PA      | $58224.79      | 0.00%             | 2043-08-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AU3826                          | CUSIP: 3138X3HC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          99 | PA      | $98.37         | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AV9316                          | CUSIP: 3138XMK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10708 | PA      | $10578.77      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AW5104                          | CUSIP: 3138XUU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      354999 | PA      | $368643.25     | 0.00%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AW7395                          | CUSIP: 3138XXGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46872 | PA      | $46650.29      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AX1701                          | CUSIP: 3138Y23K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4641 | PA      | $4521.96       | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DA4283                          | CUSIP: 3140A4XM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      136119 | PA      | $137352.36     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DC9067                          | CUSIP: 3140AXCD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2655902 | PA      | $2695126.54    | 0.03%             | 2055-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DF2961                          | CUSIP: 3140BTJF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2252215 | PA      | $2271006.53    | 0.03%             | 2055-10-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DF7931                          | CUSIP: 3140BYY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1430000 | PA      | $1429181.18    | 0.02%             | 2056-04-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC5151                          | CUSIP: 3140F0WM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10520 | PA      | $10168.93      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC6170                          | CUSIP: 3140F12C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      241272 | PA      | $207617.00     | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC8998                          | CUSIP: 3140F47L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5160408 | PA      | $4630394.48    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC8677                          | CUSIP: 3140F4UB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93954 | PA      | $89773.55      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC9764                          | CUSIP: 3140F5Z63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83442 | PA      | $79728.85      | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BD0946                          | CUSIP: 3140F8BQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133304 | PA      | $127372.22     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BD4756                          | CUSIP: 3140FCJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21607 | PA      | $18593.40      | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BD4757                          | CUSIP: 3140FCJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      362836 | PA      | $312223.23     | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BD6497                          | CUSIP: 3140FEGF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90524 | PA      | $87694.60      | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BE0937                          | CUSIP: 3140FLBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39301 | PA      | $37989.98      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BE2893                          | CUSIP: 3140FNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100385 | PA      | $96938.68      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BK9015                          | CUSIP: 3140HPAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27218 | PA      | $26340.82      | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM4476                          | CUSIP: 3140J86N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5141 | PA      | $5096.48       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM4299                          | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22075 | PA      | $21914.44      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM5010                          | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13671439 | PA      | $12738241.34   | 0.15%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM6866                          | CUSIP: 3140JBTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1765875 | PA      | $1710838.30    | 0.02%             | 2051-08-01      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7832                          | CUSIP: 3140JCV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4878906 | PA      | $4925823.95    | 0.06%             | 2055-09-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7858                          | CUSIP: 3140JCWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5709819 | PA      | $5739314.75    | 0.07%             | 2055-11-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7906                          | CUSIP: 3140JCYC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4206443 | PA      | $4248573.94    | 0.05%             | 2055-12-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7907                          | CUSIP: 3140JCYD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7084550 | PA      | $7135940.86    | 0.08%             | 2055-12-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7912                          | CUSIP: 3140JCYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2401580 | PA      | $2396354.91    | 0.03%             | 2055-12-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7915                          | CUSIP: 3140JCYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3202639 | PA      | $3211231.30    | 0.04%             | 2056-01-01      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7924                          | CUSIP: 3140JCYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2123938 | PA      | $2144628.78    | 0.03%             | 2055-08-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BN6463                          | CUSIP: 3140JPFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20763 | PA      | $18488.03      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BQ3005                          | CUSIP: 3140KNKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8514930 | PA      | $7218074.10    | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BT2641                          | CUSIP: 3140LQ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56760 | PA      | $45906.85      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BT9389                          | CUSIP: 3140LYNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      497935 | PA      | $456632.99     | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU1498                          | CUSIP: 3140M2UY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      514513 | PA      | $471353.76     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU2118                          | CUSIP: 3140M3K82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20749 | PA      | $19059.98      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU2094                          | CUSIP: 3140M3KG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80466 | PA      | $73665.85      | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU3349                          | CUSIP: 3140M4WK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24552 | PA      | $22400.22      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU6200                          | CUSIP: 3140M73J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23411 | PA      | $21498.13      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7294                          | CUSIP: 3140M9C88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103318 | PA      | $94844.82      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7425                          | CUSIP: 3140M9HB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164507 | PA      | $150604.96     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7427                          | CUSIP: 3140M9HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      135253 | PA      | $123823.06     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7729                          | CUSIP: 3140M9ST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      142076 | PA      | $129625.01     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7936                          | CUSIP: 3140M9ZA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75516 | PA      | $69063.16      | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7945                          | CUSIP: 3140M9ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158241 | PA      | $144868.34     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV0790                          | CUSIP: 3140MD2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216021 | PA      | $197161.38     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV0121                          | CUSIP: 3140MDD39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      392531 | PA      | $359603.82     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV2051                          | CUSIP: 3140MFH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      812601 | PA      | $744944.89     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV3533                          | CUSIP: 3140MG4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32512 | PA      | $29733.63      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV2814                          | CUSIP: 3140MGDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115022 | PA      | $105382.76     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV4517                          | CUSIP: 3140MJAT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127233 | PA      | $116569.83     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV7090                          | CUSIP: 3140ML2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23043 | PA      | $21148.22      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV7628                          | CUSIP: 3140MMPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114419 | PA      | $104579.79     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV8641                          | CUSIP: 3140MNS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      504781 | PA      | $462004.26     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV9538                          | CUSIP: 3140MPS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99161 | PA      | $90850.67      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV9992                          | CUSIP: 3140MQC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      331363 | PA      | $302557.76     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BY7306                          | CUSIP: 3140NQDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      181516 | PA      | $183331.37     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA3865                          | CUSIP: 3140QBJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13200079 | PA      | $12162930.71   | 0.14%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA4794                          | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      897379 | PA      | $796798.52     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB0405                          | CUSIP: 3140QKNX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3853495 | PA      | $3543341.36    | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB0737                          | CUSIP: 3140QKZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1485258 | PA      | $1316929.69    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1110                          | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28998 | PA      | $23526.08      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1186                          | CUSIP: 3140QLJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14253717 | PA      | $11464566.75   | 0.13%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1406                          | CUSIP: 3140QLR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10148242 | PA      | $8972743.35    | 0.11%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1469                          | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6782902 | PA      | $6230612.07    | 0.07%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2911                          | CUSIP: 3140QNGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      516241 | PA      | $472936.85     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3179                          | CUSIP: 3140QNQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120791 | PA      | $110592.59     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3348                          | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      473316 | PA      | $382221.85     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3785                          | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2607621 | PA      | $2459554.69    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3760                          | CUSIP: 3140QPFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1620693 | PA      | $1483350.53    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3766                          | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15528226 | PA      | $14678381.81   | 0.17%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3768                          | CUSIP: 3140QPFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153394 | PA      | $140394.75     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5525                          | CUSIP: 3140QRD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      719410 | PA      | $739058.45     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5584                          | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14440726 | PA      | $14808954.76   | 0.17%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB6676                          | CUSIP: 3140QSM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16085430 | PA      | $16668014.12   | 0.20%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7057                          | CUSIP: 3140QSZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6268735 | PA      | $6523202.51    | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7987                          | CUSIP: 3140QT2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      381823 | PA      | $385640.80     | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7237                          | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2699466 | PA      | $2734049.12    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7742                          | CUSIP: 3140QTS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1347647 | PA      | $1361542.62    | 0.02%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB8628                          | CUSIP: 3140QUSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3757670 | PA      | $3889068.30    | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9453                          | CUSIP: 3140QVQF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      496909 | PA      | $481550.99     | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9492                          | CUSIP: 3140QVRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4515724 | PA      | $4559463.50    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9978                          | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3811410 | PA      | $3859047.79    | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DF8681                          | CUSIP: 3140U0UF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1568476 | PA      | $1583516.38    | 0.02%             | 2055-12-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DF8753                          | CUSIP: 3140U0WP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2839235 | PA      | $2858687.85    | 0.03%             | 2056-01-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG2339                          | CUSIP: 3140U5S56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3347870 | PA      | $3368649.64    | 0.04%             | 2056-04-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG2384                          | CUSIP: 3140U5UJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2310000 | PA      | $2312251.10    | 0.03%             | 2056-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG2386                          | CUSIP: 3140U5UL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2720000 | PA      | $2724900.90    | 0.03%             | 2056-04-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG3225                          | CUSIP: 3140U6SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1374494 | PA      | $1372645.83    | 0.02%             | 2056-03-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG3270                          | CUSIP: 3140U6T46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2806482 | PA      | $2806883.71    | 0.03%             | 2056-03-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG6648                          | CUSIP: 3140UAL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2109923 | PA      | $2115237.99    | 0.02%             | 2056-04-01      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG9547                          | CUSIP: 3140UDTD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1710000 | PA      | $1721661.35    | 0.02%             | 2056-05-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0120                          | CUSIP: 3140W0D28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10923081 | PA      | $9283348.58    | 0.11%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0483                          | CUSIP: 3140W0RD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6212274 | PA      | $6287976.90    | 0.07%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0673                          | CUSIP: 3140W0XB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25471553 | PA      | $21592138.82   | 0.25%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0690                          | CUSIP: 3140W0XU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8547399 | PA      | $7589383.58    | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0732                          | CUSIP: 3140W0Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8822284 | PA      | $8391142.80    | 0.10%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA1715                          | CUSIP: 3140W13Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3044424 | PA      | $2578843.58    | 0.03%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0912                          | CUSIP: 3140W1AN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15732823 | PA      | $14988548.45   | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0937                          | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12337510 | PA      | $12484000.46   | 0.15%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0952                          | CUSIP: 3140W1BW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7004060 | PA      | $5697645.07    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0965                          | CUSIP: 3140W1CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5607093 | PA      | $5411231.61    | 0.06%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0967                          | CUSIP: 3140W1CD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7211693 | PA      | $6771383.48    | 0.08%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA1008                          | CUSIP: 3140W1DN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16250973 | PA      | $15019817.27   | 0.18%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA1029                          | CUSIP: 3140W1EB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12295969 | PA      | $11265495.36   | 0.13%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2329                          | CUSIP: 3140W2ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6221107 | PA      | $6436703.69    | 0.08%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2438                          | CUSIP: 3140W2V81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3678104 | PA      | $3769077.49    | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2557                          | CUSIP: 3140W2ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8329247 | PA      | $8392190.34    | 0.10%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2796                          | CUSIP: 3140W3DA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1247619 | PA      | $1232856.90    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA3633                          | CUSIP: 3140W4BB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      237944 | PA      | $235203.03     | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA3720                          | CUSIP: 3140W4D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2881957 | PA      | $2863166.21    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA3847                          | CUSIP: 3140W4HZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6892109 | PA      | $7025634.35    | 0.08%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA4070                          | CUSIP: 3140W4QY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2949332 | PA      | $2991531.76    | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM6025                          | CUSIP: 3140X9VT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15287611 | PA      | $13078684.07   | 0.15%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM6783                          | CUSIP: 3140XARD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7461986 | PA      | $6532574.32    | 0.08%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8981                          | CUSIP: 3140XC6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1899769 | PA      | $1682681.61    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8471                          | CUSIP: 3140XCMV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13703162 | PA      | $12931046.07   | 0.15%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8576                          | CUSIP: 3140XCQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16161513 | PA      | $14496550.50   | 0.17%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9330                          | CUSIP: 3140XDLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1928471 | PA      | $1709912.34    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9511                          | CUSIP: 3140XDR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45960 | PA      | $37545.03      | 0.00%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9581                          | CUSIP: 3140XDUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8756570 | PA      | $7799737.62    | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9698                          | CUSIP: 3140XDX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5515366 | PA      | $4491797.01    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0427                          | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12879941 | PA      | $11823156.95   | 0.14%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0620                          | CUSIP: 3140XFVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2468898 | PA      | $2210200.59    | 0.03%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1571                          | CUSIP: 3140XGW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19228883 | PA      | $15486028.67   | 0.18%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2041                          | CUSIP: 3140XHHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27998757 | PA      | $22645114.47   | 0.27%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3305                          | CUSIP: 3140XJU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3048953 | PA      | $2781728.09    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS4192                          | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13694840 | PA      | $12283995.18   | 0.14%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS4273                          | CUSIP: 3140XKXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3891879 | PA      | $3867719.75    | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS4925                          | CUSIP: 3140XLPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10836853 | PA      | $9978613.16    | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS5134                          | CUSIP: 3140XLV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5088428 | PA      | $4714065.10    | 0.06%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS6685                          | CUSIP: 3140XNNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      480131 | PA      | $488532.30     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS7514                          | CUSIP: 3140XPK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11878412 | PA      | $10922362.21   | 0.13%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS8382                          | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2387639 | PA      | $2294721.56    | 0.03%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9864                          | CUSIP: 3140XR6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5077861 | PA      | $4886726.84    | 0.06%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9742                          | CUSIP: 3140XRZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11965465 | PA      | $10240298.33   | 0.12%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9748                          | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2034870 | PA      | $1869264.35    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FP0152                          | CUSIP: 3140XTE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3218344 | PA      | $2961951.06    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC0102                          | CUSIP: 3140Y6DG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6668506 | PA      | $6774775.66    | 0.08%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC0265                          | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4573615 | PA      | $4713178.69    | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC0581                          | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2924566 | PA      | $3003527.40    | 0.04%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1705                          | CUSIP: 3140Y73P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6499828 | PA      | $6601379.18    | 0.08%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC0929                          | CUSIP: 3140Y7A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4372710 | PA      | $4381653.30    | 0.05%             | 2055-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1077                          | CUSIP: 3140Y7FT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7517613 | PA      | $7462783.46    | 0.09%             | 2055-09-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1148                          | CUSIP: 3140Y7H27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12486673 | PA      | $12406151.57   | 0.15%             | 2055-10-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1295                          | CUSIP: 3140Y7NM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5869495 | PA      | $5931253.60    | 0.07%             | 2055-10-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1615                          | CUSIP: 3140Y7YM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11693682 | PA      | $11719843.86   | 0.14%             | 2055-12-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2581                          | CUSIP: 3140Y82P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1510000 | PA      | $1476008.99    | 0.02%             | 2056-04-01      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2587                          | CUSIP: 3140Y82V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16400000 | PA      | $16384349.48   | 0.19%             | 2056-05-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2106                          | CUSIP: 3140Y8KU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9912669 | PA      | $9757496.08    | 0.11%             | 2056-02-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2282                          | CUSIP: 3140Y8RC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8638779 | PA      | $8641275.74    | 0.10%             | 2056-03-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2283                          | CUSIP: 3140Y8RD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6681841 | PA      | $6713111.54    | 0.08%             | 2056-03-01      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2284                          | CUSIP: 3140Y8RE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4984690 | PA      | $5026878.77    | 0.06%             | 2056-03-01      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DA9466                          | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      296583 | PA      | $299085.19     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 888596                          | CUSIP: 31410GGD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12442 | PA      | $13114.93      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 888745                          | CUSIP: 31410GL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         939 | PA      | $991.11        | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 889072                          | CUSIP: 31410GW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16842 | PA      | $17748.32      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 889495                          | CUSIP: 31410KGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1555 | PA      | $1634.46       | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 889650                          | CUSIP: 31410KL77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7107 | PA      | $7496.03       | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 889676                          | CUSIP: 31410KMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19471 | PA      | $20556.44      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 890850                          | CUSIP: 31410LWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6116 | PA      | $6071.36       | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 899948                          | CUSIP: 31410WZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         889 | PA      | $939.19        | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 908916                          | CUSIP: 31411HYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6323 | PA      | $6669.56       | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 932866                          | CUSIP: 31412RMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66371 | PA      | $65838.85      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 981730                          | CUSIP: 31415BEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24985 | PA      | $26438.22      | 0.00%             | 2038-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB3858                          | CUSIP: 31417AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         381 | PA      | $379.45        | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB5445                          | CUSIP: 31417CBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2646 | PA      | $2628.33       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB5697                          | CUSIP: 31417CKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1905 | PA      | $1887.30       | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB5710                          | CUSIP: 31417CKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8405 | PA      | $8328.51       | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB7246                          | CUSIP: 31417EBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1770 | PA      | $1749.62       | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA1018                          | CUSIP: 31418ADY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         859 | PA      | $853.96        | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3286                          | CUSIP: 31418CUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7681 | PA      | $7608.46       | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4437                          | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26379631 | PA      | $21302607.44   | 0.25%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4094                          | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19486852 | PA      | $17580203.64   | 0.21%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4158                          | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5780250 | PA      | $4682233.77    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4236                          | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37279864 | PA      | $28655686.01   | 0.34%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4237                          | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44117951 | PA      | $35764878.50   | 0.42%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4208                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26157723 | PA      | $21188802.06   | 0.25%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4255                          | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18553129 | PA      | $15028776.75   | 0.18%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4256                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      467354 | PA      | $395881.72     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4333                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7530968 | PA      | $6587905.89    | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5353                          | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5794572 | PA      | $5841644.82    | 0.07%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5387                          | CUSIP: 31418E6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3605463 | PA      | $3563927.77    | 0.04%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4515                          | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20611454 | PA      | $18500665.57   | 0.22%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4602                          | CUSIP: 31418EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7858318 | PA      | $7211096.36    | 0.08%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4643                          | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2325633 | PA      | $2134738.87    | 0.03%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4662                          | CUSIP: 31418EFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1134189 | PA      | $1094002.02    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4701                          | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6884237 | PA      | $6664154.03    | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4784                          | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8110294 | PA      | $7857098.09    | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4841                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18725206 | PA      | $18603117.86   | 0.22%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4842                          | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2850532 | PA      | $2887050.80    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4869                          | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1883504 | PA      | $1905349.08    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4894                          | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3560881 | PA      | $3658135.56    | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4919                          | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      256211 | PA      | $259101.49     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5107                          | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16329168 | PA      | $16502642.97   | 0.19%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5166                          | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      391214 | PA      | $401042.69     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5443                          | CUSIP: 31418FBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3214690 | PA      | $3177657.23    | 0.04%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5794                          | CUSIP: 31418FNL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           9 | PA      | $9.20          | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AE0443                          | CUSIP: 31419AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10076 | PA      | $10631.27      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                              | FCCU 2025-1A A4                    | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $676969.61     | 0.01%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0890                          | CUSIP: 31427M7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5376429 | PA      | $4918824.03    | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0331                          | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18753306 | PA      | $19081462.91   | 0.22%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0380                          | CUSIP: 31427MM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30693341 | PA      | $24757325.92   | 0.29%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0354                          | CUSIP: 31427MMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25499727 | PA      | $25373312.59   | 0.30%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0415                          | CUSIP: 31427MN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12522571 | PA      | $10179003.17   | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0513                          | CUSIP: 31427MSB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16145942 | PA      | $13727218.58   | 0.16%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0638                          | CUSIP: 31427MV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14635533 | PA      | $12456795.29   | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0716                          | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4654437 | PA      | $4602272.64    | 0.05%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0765                          | CUSIP: 31427MZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22513391 | PA      | $21866827.11   | 0.26%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0758                          | CUSIP: 31427MZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7722509 | PA      | $6856949.32    | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL1900                          | CUSIP: 31427PDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      773635 | PA      | $792770.20     | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL2452                          | CUSIP: 31427PWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3149621 | PA      | $3227522.71    | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8B0503                          | CUSIP: 3142AWRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1884764 | PA      | $1895233.96    | 0.02%             | 2055-11-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8B0581                          | CUSIP: 3142AWUE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5606507 | PA      | $5590897.03    | 0.07%             | 2056-03-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8B6048                          | CUSIP: 3142B3WH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2882171 | PA      | $2907960.98    | 0.03%             | 2055-10-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1153                          | CUSIP: 3142BBH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2680782 | PA      | $2690759.26    | 0.03%             | 2055-09-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1156                          | CUSIP: 3142BBH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2664313 | PA      | $2683330.69    | 0.03%             | 2055-10-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1139                          | CUSIP: 3142BBHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3025464 | PA      | $3055308.27    | 0.04%             | 2055-09-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1141                          | CUSIP: 3142BBHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3174482 | PA      | $3204490.33    | 0.04%             | 2055-09-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1157                          | CUSIP: 3142BBJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1392699 | PA      | $1404665.44    | 0.02%             | 2055-10-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1195                          | CUSIP: 3142BBKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1545927 | PA      | $1558578.00    | 0.02%             | 2055-11-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1201                          | CUSIP: 3142BBKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3247517 | PA      | $3263584.87    | 0.04%             | 2055-11-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1323                          | CUSIP: 3142BBPG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      893768 | PA      | $886926.66     | 0.01%             | 2056-01-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1401                          | CUSIP: 3142BBRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1838316 | PA      | $1833002.90    | 0.02%             | 2056-04-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1440                          | CUSIP: 3142BBS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1590000 | PA      | $1569870.44    | 0.02%             | 2056-05-01      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1447                          | CUSIP: 3142BBTC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5900000 | PA      | $5842263.78    | 0.07%             | 2056-05-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C6060                          | CUSIP: 3142BGWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4116334 | PA      | $4076198.32    | 0.05%             | 2055-10-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8D0898                          | CUSIP: 3142BN7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1543326 | PA      | $1549929.81    | 0.02%             | 2055-10-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ0011                          | CUSIP: 3142GQAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      417103 | PA      | $433771.60     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ0662                          | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8382802 | PA      | $8714533.42    | 0.10%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ2385                          | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7857252 | PA      | $8300776.87    | 0.10%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3883                          | CUSIP: 3142GUJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13495040 | PA      | $13891026.57   | 0.16%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3891                          | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23819502 | PA      | $24644980.74   | 0.29%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3903                          | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14208420 | PA      | $14919430.76   | 0.18%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3908                          | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21533074 | PA      | $21721458.76   | 0.25%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3983                          | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5700337 | PA      | $5935267.06    | 0.07%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ6157                          | CUSIP: 3142GWZX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2743334 | PA      | $2724590.33    | 0.03%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RQ0048                          | CUSIP: 3142J6BS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000037 | PA      | $1973246.02    | 0.02%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      430000 | PA      | $424719.85     | 0.00%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4883401.55    | 0.06%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2788682.59    | 0.03%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3250360.80    | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | FERGUSON ENTERPR                   | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2792774.55    | 0.03%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM  | EF/ELLINGTON 5                     | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      560000 | PA      | $556322.30     | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN                   | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2515624.92    | 0.03%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                 | FIDELITY NATL FI                   | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24874.66      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3908000 | PA      | $4010986.23    | 0.05%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR3                              | FHASI 2006-AR3 1A1                 | CUSIP: 32052EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61266 | PA      | $31935.69      | 0.00%             | 2036-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR4                              | FHASI 2006-AR4 1A1                 | CUSIP: 32053AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129845 | PA      | $56965.74      | 0.00%             | 2037-01-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2026-1                                         | FIAOT 2026-1A C                    | CUSIP: 32059JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850000 | PA      | $1860391.82    | 0.02%             | 2032-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2026-1                                         | FIAOT 2026-1A D                    | CUSIP: 32059JAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1620000 | PA      | $1632545.12    | 0.02%             | 2034-04-17      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                         | FIAOT 2025-1A C                    | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770000 | PA      | $769456.84     | 0.01%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                         | FIAOT 2025-1A D                    | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $570520.52     | 0.01%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| First National Master Note Trust                                                | FNMNT 2024-1 A                     | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1113231.24    | 0.01%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                      | FIRST QUANTUM                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      590000 | PA      | $619867.01     | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                      | FIRST QUANTUM                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $267522.72     | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      334000 | PA      | $333467.27     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     2044000 | PA      | $2019910.62    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENN                   | CUSIP: 33767QAA4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     4610000 | PA      | $4584040.72    | 0.05%             | 2031-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1958211.89    | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2104000.06    | 0.02%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                                     | F1VE 2023-V1 A3                    | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43223 | PA      | $43928.38      | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-11INV                                              | FSMT 2021-11IN A4                  | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      916913 | PA      | $759605.93     | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                                  | FSMT 2021-7 A17                    | CUSIP: 33852JAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1079456.80    | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-12                                                 | FSMT 2021-12 A12                   | CUSIP: 33853GAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $932933.54     | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flash Compute LLC                                                               | FLASH COMPUTE                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $464129.70     | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO 24 LTD                                                             | FLAT 2023-2A A1R                   | CUSIP: 33882CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     1130000 | PA      | $1130564.77    | 0.01%             | 2039-01-15      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO 24 LTD                                                             | FLAT 2023-2A BR                    | CUSIP: 33882CAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |      990000 | PA      | $990920.70     | 0.01%             | 2039-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                            | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     2215000 | PA      | $2199459.23    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                             | FORDO 2023-C C                     | CUSIP: 344940AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633000 | PA      | $648240.49     | 0.01%             | 2031-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                             | FORDL 2025-A B                     | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195000 | PA      | $196418.49     | 0.00%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                          | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1160000 | PA      | $1159843.75    | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2024-2 B                     | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      556000 | PA      | $570478.24     | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2024-3 B                     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      589000 | PA      | $589781.60     | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2024-4 B                     | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      239000 | PA      | $238416.48     | 0.00%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2025-1 B                     | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1056951.53    | 0.01%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                             | FORDO 2024-B B                     | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      817000 | PA      | $828394.70     | 0.01%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                        | FORDR 2025-1 A                     | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1550000 | PA      | $1575907.01    | 0.02%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                             | FORDO 2024-C B                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      967000 | PA      | $968766.71     | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-REV1                                          | FORDR 2026-1 B                     | CUSIP: 34532XAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1780000 | PA      | $1761969.13    | 0.02%             | 2038-08-15      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                          | FORDR 2024-1 B                     | CUSIP: 34533BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      676000 | PA      | $687972.03     | 0.01%             | 2036-08-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                    | FORDO 2025-A B                     | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2168230.93    | 0.03%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                             | FORDO 2024-D B                     | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      181000 | PA      | $182448.47     | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                                          | FORDR 2025-2 B                     | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1249062.50    | 0.01%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1342693.47    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1974000 | PA      | $1974508.67    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3001000 | PA      | $3093436.57    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      733000 | PA      | $742269.44     | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1609000 | PA      | $1622120.32    | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5505000 | PA      | $5458279.40    | 0.06%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      288000 | PA      | $282933.00     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      451000 | PA      | $448207.34     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3286000 | PA      | $3458883.38    | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    19751000 | PA      | $20576529.47   | 0.24%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    24676000 | PA      | $25893487.32   | 0.30%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                         | STACR 2023-HQA3 A1                 | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |      188217 | PA      | $189331.17     | 0.00%             | 2043-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                         | STACR 2024-DNA1 A1                 | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |      639638 | PA      | $642439.68     | 0.01%             | 2044-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                                         | STACR 2024-HQA1 A1                 | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |      564860 | PA      | $566803.54     | 0.01%             | 2044-03-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                         | STACR 2024-DNA2 A1                 | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |      971888 | PA      | $975833.53     | 0.01%             | 2044-05-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                                         | STACR 2024-HQA2 A1                 | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |      793754 | PA      | $796968.83     | 0.01%             | 2044-08-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                         | STACR 2024-DNA3 A1                 | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |       63360 | PA      | $63479.08      | 0.00%             | 2044-10-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                         | STACR 2025-DNA1 A1                 | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |      128323 | PA      | $128403.31     | 0.00%             | 2045-01-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | STACR 2025-HQA1 A1                 | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235297 | PA      | $235568.12     | 0.00%             | 2045-02-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                         | STACR 2025-DNA2 A1                 | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |      945875 | PA      | $948933.87     | 0.01%             | 2045-05-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                         | STACR 2025-DNA3 A1                 | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |     2979500 | PA      | $2982394.58    | 0.03%             | 2045-09-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      400000 | PA      | $414366.23     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      420000 | PA      | $409647.59     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      725000 | PA      | $699137.83     | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                          | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      735000 | PA      | $727176.33     | 0.01%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $132000.00     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                            | GCAT 2022-INV1 A1                  | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1437392 | PA      | $1244692.17    | 0.01%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      111000 | PA      | $112018.11     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 765095                          | CUSIP: 36176FXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29584 | PA      | $26115.54      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 777254                          | CUSIP: 36176VH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48640 | PA      | $43134.90      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 777247                          | CUSIP: 36176VHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      197934 | PA      | $175897.35     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 777510                          | CUSIP: 36176VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22399 | PA      | $19813.18      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 777607                          | CUSIP: 36176VU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50672 | PA      | $49622.39      | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 777623                          | CUSIP: 36176VVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55575 | PA      | $54546.98      | 0.00%             | 2030-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 796306                          | CUSIP: 36177RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1542 | PA      | $1532.25       | 0.00%             | 2027-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA0159                          | CUSIP: 36177WE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97358 | PA      | $92744.46      | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA0383                          | CUSIP: 36177WM80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59392 | PA      | $56722.26      | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA0384                          | CUSIP: 36177WM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40724 | PA      | $38907.74      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA0385                          | CUSIP: 36177WNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69636 | PA      | $66695.30      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA0601                          | CUSIP: 36177WU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36014 | PA      | $34441.38      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA0687                          | CUSIP: 36177WXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166567 | PA      | $157844.86     | 0.00%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA6177                          | CUSIP: 36178D2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12433 | PA      | $11048.85      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA6283                          | CUSIP: 36178D6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109277 | PA      | $97060.10      | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA6101                          | CUSIP: 36178DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22796 | PA      | $20290.22      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AA6920                          | CUSIP: 36178EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20043 | PA      | $19895.36      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB1353                          | CUSIP: 36178LQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10201 | PA      | $9575.02       | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB1392                          | CUSIP: 36178LRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2233 | PA      | $2218.72       | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB3897                          | CUSIP: 36178QKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8026 | PA      | $7240.92       | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB3940                          | CUSIP: 36178QLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43063 | PA      | $38033.24      | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB8367                          | CUSIP: 36178VJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37106 | PA      | $32940.29      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB8379                          | CUSIP: 36178VJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46292 | PA      | $41245.88      | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB8392                          | CUSIP: 36178VKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40552 | PA      | $36228.22      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB8407                          | CUSIP: 36178VKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      298093 | PA      | $265321.27     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB8426                          | CUSIP: 36178VLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      324802 | PA      | $289246.51     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB8427                          | CUSIP: 36178VLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126870 | PA      | $112862.92     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB8428                          | CUSIP: 36178VLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      250911 | PA      | $222629.06     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AB9189                          | CUSIP: 36178WF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108509 | PA      | $96783.86      | 0.00%             | 2042-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AC3733                          | CUSIP: 36179DEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72469 | PA      | $64707.32      | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AC3793                          | CUSIP: 36179DGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21527 | PA      | $21303.38      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AC4662                          | CUSIP: 36179EFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24178 | PA      | $21752.18      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AC7330                          | CUSIP: 36179HEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13823 | PA      | $12258.54      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AC8280                          | CUSIP: 36179JFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13075 | PA      | $11650.02      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AC8698                          | CUSIP: 36179JUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30067 | PA      | $26542.10      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA0855                          | CUSIP: 36179M5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1590 | PA      | $1604.45       | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA0157                          | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2136 | PA      | $2156.06       | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA0223                          | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16689 | PA      | $16844.82      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1758                          | CUSIP: 36179N5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21599 | PA      | $19210.26      | 0.00%             | 2044-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA0932                          | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1141885 | PA      | $1017075.28    | 0.01%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1010                          | CUSIP: 36179NDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23206 | PA      | $20647.97      | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1015                          | CUSIP: 36179NDU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7828 | PA      | $7900.80       | 0.00%             | 2043-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1088                          | CUSIP: 36179NF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55624 | PA      | $49469.93      | 0.00%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1155                          | CUSIP: 36179NH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38196 | PA      | $33915.95      | 0.00%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2599                          | CUSIP: 36179Q3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171969 | PA      | $151482.20     | 0.00%             | 2045-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2146                          | CUSIP: 36179QL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94837 | PA      | $83477.59      | 0.00%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2144                          | CUSIP: 36179QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10585 | PA      | $8507.55       | 0.00%             | 2044-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2443                          | CUSIP: 36179QWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19700 | PA      | $17638.79      | 0.00%             | 2044-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3572                          | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88707 | PA      | $86582.91      | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2890                          | CUSIP: 36179RF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1245787 | PA      | $1095474.06    | 0.01%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2959                          | CUSIP: 36179RJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54487 | PA      | $48021.63      | 0.00%             | 2045-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3032                          | CUSIP: 36179RLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      578530 | PA      | $507667.38     | 0.01%             | 2045-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3103                          | CUSIP: 36179RNU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      437574 | PA      | $385872.63     | 0.00%             | 2045-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3171                          | CUSIP: 36179RQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154557 | PA      | $136080.10     | 0.00%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3242                          | CUSIP: 36179RS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      261566 | PA      | $229643.00     | 0.00%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3308                          | CUSIP: 36179RU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      297831 | PA      | $260304.95     | 0.00%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3374                          | CUSIP: 36179RXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      371469 | PA      | $324709.19     | 0.00%             | 2046-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3452                          | CUSIP: 36179RZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33453 | PA      | $29292.29      | 0.00%             | 2046-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4380                          | CUSIP: 36179S2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      459707 | PA      | $400816.19     | 0.00%             | 2047-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4449                          | CUSIP: 36179S5J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      491693 | PA      | $427284.34     | 0.01%             | 2047-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3661                          | CUSIP: 36179SB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26465 | PA      | $23126.46      | 0.00%             | 2046-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3663                          | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14988281 | PA      | $14012192.89   | 0.16%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3874                          | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11617 | PA      | $10781.25      | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3979                          | CUSIP: 36179SM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35329 | PA      | $34407.37      | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4005                          | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13745 | PA      | $13139.71      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4044                          | CUSIP: 36179SP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      782136 | PA      | $761193.22     | 0.01%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4126                          | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4782771 | PA      | $4326983.01    | 0.05%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4128                          | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7310 | PA      | $6987.57       | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4193                          | CUSIP: 36179SUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24735 | PA      | $20938.60      | 0.00%             | 2043-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4194                          | CUSIP: 36179SUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5930172 | PA      | $5164719.40    | 0.06%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4261                          | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10521332 | PA      | $9518672.62    | 0.11%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4318                          | CUSIP: 36179SYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20389 | PA      | $16848.13      | 0.00%             | 2047-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4319                          | CUSIP: 36179SYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      444846 | PA      | $387653.64     | 0.00%             | 2047-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5331                          | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1113881 | PA      | $1094301.09    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5397                          | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2213669 | PA      | $2048214.47    | 0.02%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4506                          | CUSIP: 36179TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11686 | PA      | $9424.44       | 0.00%             | 2044-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4508                          | CUSIP: 36179TAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      539265 | PA      | $469977.95     | 0.01%             | 2047-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4648                          | CUSIP: 36179TEV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18288 | PA      | $14261.07      | 0.00%             | 2047-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4719                          | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20566480 | PA      | $19054999.57   | 0.22%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4833                          | CUSIP: 36179TLN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6564 | PA      | $5453.80       | 0.00%             | 2046-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5018                          | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4189389 | PA      | $3777057.70    | 0.04%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5138                          | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      958686 | PA      | $944805.05     | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6283                          | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80187 | PA      | $71667.90      | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5817                          | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3380565 | PA      | $3211384.83    | 0.04%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5818                          | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6800 | PA      | $6688.92       | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5877                          | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1579861 | PA      | $1554024.89    | 0.02%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5931                          | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      695878 | PA      | $660400.32     | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5987                          | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1255377 | PA      | $1234847.02    | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6041                          | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      492460 | PA      | $484406.47     | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6092                          | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2625850 | PA      | $2582908.03    | 0.03%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6153                          | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155394 | PA      | $139177.42     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7193                          | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6874813 | PA      | $5904737.08    | 0.07%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6338                          | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51290 | PA      | $45840.83      | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6412                          | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9535 | PA      | $9378.63       | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6475                          | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4196 | PA      | $3861.33       | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6543                          | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      693430 | PA      | $658076.88     | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6598                          | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3230326 | PA      | $2784603.05    | 0.03%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6601                          | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1368816 | PA      | $1299030.66    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6656                          | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3813911 | PA      | $3408738.58    | 0.04%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6658                          | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11339981 | PA      | $10761840.06   | 0.13%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6712                          | CUSIP: 36179VN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8293101 | PA      | $7870298.01    | 0.09%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6819                          | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8583301 | PA      | $7381982.25    | 0.09%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6864                          | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20316762 | PA      | $16762098.88   | 0.20%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6931                          | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8670805 | PA      | $7466271.16    | 0.09%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7052                          | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1960850 | PA      | $1684469.51    | 0.02%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8072                          | CUSIP: 36179W6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2792161 | PA      | $2666595.07    | 0.03%             | 2037-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8100                          | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1042186 | PA      | $981887.41     | 0.01%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7254                          | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8827493 | PA      | $7277498.83    | 0.09%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7313                          | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19852435 | PA      | $17730997.78   | 0.21%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7472                          | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1868676 | PA      | $1603243.05    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7533                          | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33635512 | PA      | $27708528.16   | 0.33%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7591                          | CUSIP: 36179WNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22381 | PA      | $20477.57      | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7881                          | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74492 | PA      | $63911.34      | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7936                          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      384993 | PA      | $330307.15     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8879                          | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2622606 | PA      | $2666360.79    | 0.03%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8947                          | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      476652 | PA      | $475587.77     | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8148                          | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5679049 | PA      | $5065085.48    | 0.06%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8200                          | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13533083 | PA      | $12750092.67   | 0.15%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8347                          | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20238601 | PA      | $19692589.99   | 0.23%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8486                          | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30006 | PA      | $26867.92      | 0.00%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8491                          | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4693381 | PA      | $4779750.93    | 0.06%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8492                          | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2430369 | PA      | $2496839.06    | 0.03%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8800                          | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35594939 | PA      | $35526618.43   | 0.42%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9779                          | CUSIP: 36179Y2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      899615 | PA      | $910547.57     | 0.01%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9106                          | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3176430 | PA      | $3225702.54    | 0.04%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9107                          | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      392957 | PA      | $403029.39     | 0.00%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9306                          | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1772293 | PA      | $1818964.80    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9363                          | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      191199 | PA      | $196218.79     | 0.00%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9490                          | CUSIP: 36179YRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6050959 | PA      | $6340824.56    | 0.07%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9668                          | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2620109 | PA      | $2652973.31    | 0.03%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9669                          | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21453761 | PA      | $21961741.13   | 0.26%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9724                          | CUSIP: 36179YYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4420018 | PA      | $4399102.54    | 0.05%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9726                          | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      799659 | PA      | $818655.42     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BD3961                          | CUSIP: 3617BKMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1150235 | PA      | $1091952.95    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BE6414                          | CUSIP: 3617G1DT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      770614 | PA      | $731567.10     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BE6810                          | CUSIP: 3617G1R75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1195334 | PA      | $1134766.50    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BF1236                          | CUSIP: 3617G7LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      434086 | PA      | $412091.21     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BF9693                          | CUSIP: 3617GGXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      355138 | PA      | $337143.53     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BG4091                          | CUSIP: 3617GNRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      555801 | PA      | $527638.27     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BT1891                          | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2995592 | PA      | $2557918.28    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CB1990                          | CUSIP: 3617UMF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      542568 | PA      | $482469.90     | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CB1992                          | CUSIP: 3617UMF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152408 | PA      | $135526.21     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CB1993                          | CUSIP: 3617UMGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      147347 | PA      | $131025.49     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD0796                          | CUSIP: 36180B3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31582 | PA      | $28669.26      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD0801                          | CUSIP: 36180B3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17637 | PA      | $15569.61      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD0834                          | CUSIP: 36180B4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99527 | PA      | $87902.31      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD0849                          | CUSIP: 36180B5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8579 | PA      | $7576.91       | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD1713                          | CUSIP: 36180C3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      286081 | PA      | $255303.80     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD1731                          | CUSIP: 36180C4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10565 | PA      | $9335.92       | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD1732                          | CUSIP: 36180C4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      654931 | PA      | $583853.00     | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD0996                          | CUSIP: 36180CC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      432408 | PA      | $384266.58     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD1612                          | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151490 | PA      | $134906.38     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD1613                          | CUSIP: 36180CYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7450 | PA      | $6648.91       | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD4442                          | CUSIP: 36180F5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33458 | PA      | $29535.05      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD4577                          | CUSIP: 36180GCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40583 | PA      | $35842.93      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD7253                          | CUSIP: 36180KBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103945 | PA      | $92517.22      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD7254                          | CUSIP: 36180KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28746 | PA      | $26110.21      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD8915                          | CUSIP: 36180M3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      876718 | PA      | $779110.24     | 0.01%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD8777                          | CUSIP: 36180MXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      700624 | PA      | $623927.60     | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AD8778                          | CUSIP: 36180MXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4793 | PA      | $4268.27       | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AE2551                          | CUSIP: 36180UZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5578 | PA      | $5519.98       | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AE5434                          | CUSIP: 36180YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1092841 | PA      | $996773.69     | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AE5683                          | CUSIP: 36180YJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      921097 | PA      | $841335.12     | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AF0695                          | CUSIP: 36181FXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11655 | PA      | $10257.97      | 0.00%             | 2043-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AG2293                          | CUSIP: 36181VRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7460 | PA      | $7370.42       | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AG2325                          | CUSIP: 36181VSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26106 | PA      | $25781.61      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AJ1722                          | CUSIP: 36182V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35222 | PA      | $34648.02      | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AJ8967                          | CUSIP: 36183E6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14883 | PA      | $14640.80      | 0.00%             | 2029-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AJ8972                          | CUSIP: 36183E6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12873 | PA      | $12663.43      | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust 2005-AR6                                              | GMACM 2005-AR6 3A1                 | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11988 | PA      | $10700.68      | 0.00%             | 2035-11-19      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-2A A                    | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1184000 | PA      | $1207889.80    | 0.01%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-2A B                    | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152000 | PA      | $154641.08     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-4A B                    | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312000 | PA      | $314189.21     | 0.00%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2025-2A B                    | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $824406.19     | 0.01%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                                  | GFORT 2025-1A C                    | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $562016.34     | 0.01%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2025-2A C                    | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $642884.48     | 0.01%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CY9093                          | CUSIP: 3618G9C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1133921 | PA      | $1130327.00    | 0.01%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CY9094                          | CUSIP: 3618G9C72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      668044 | PA      | $666344.40     | 0.01%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CY9104                          | CUSIP: 3618G9DH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3606603 | PA      | $3599680.90    | 0.04%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CY9105                          | CUSIP: 3618G9DJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4363349 | PA      | $4361791.56    | 0.05%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DK5788                          | CUSIP: 3618L5ND9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      284034 | PA      | $298639.05     | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DK5789                          | CUSIP: 3618L5NE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      306517 | PA      | $321798.71     | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DL2677                          | CUSIP: 3618LD6N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      439245 | PA      | $460046.36     | 0.01%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DL3541                          | CUSIP: 3618LE5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      250226 | PA      | $262466.75     | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DL8481                          | CUSIP: 3618LLM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1694235 | PA      | $1746881.18    | 0.02%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0880                          | CUSIP: 3618N56S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4179653 | PA      | $4099718.96    | 0.05%             | 2056-01-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0026                          | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3085199 | PA      | $3118594.59    | 0.04%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0147                          | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3517068 | PA      | $3553489.96    | 0.04%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0208                          | CUSIP: 3618N5GS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1630156 | PA      | $1683117.95    | 0.02%             | 2055-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0632                          | CUSIP: 3618N5V22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7779173 | PA      | $7750983.44    | 0.09%             | 2055-09-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0754                          | CUSIP: 3618N5ZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1536947 | PA      | $1508764.17    | 0.02%             | 2055-11-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0755                          | CUSIP: 3618N5ZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5794837 | PA      | $5771318.22    | 0.07%             | 2055-11-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0756                          | CUSIP: 3618N5ZW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7178272 | PA      | $7229382.17    | 0.08%             | 2055-11-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0949                          | CUSIP: 3618N6BT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6607526 | PA      | $6654299.51    | 0.08%             | 2056-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AT4110                          | CUSIP: 36194CR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      650233 | PA      | $600007.73     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AT4121                          | CUSIP: 36194CSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2214232 | PA      | $2043199.62    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AU2010                          | CUSIP: 36194PGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1643437 | PA      | $1516493.85    | 0.02%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AI2465                          | CUSIP: 36198NW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9490 | PA      | $9363.49       | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AI3113                          | CUSIP: 36198PN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19835 | PA      | $19537.03      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AI6679                          | CUSIP: 36198TM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17551 | PA      | $17288.14      | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 2576                            | CUSIP: 36202C2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3066 | PA      | $3127.58       | 0.00%             | 2028-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 2589                            | CUSIP: 36202C2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4242 | PA      | $4328.08       | 0.00%             | 2028-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 2657                            | CUSIP: 36202C5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4278 | PA      | $4364.87       | 0.00%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 2671                            | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2145 | PA      | $2188.16       | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 2699                            | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22680 | PA      | $23139.41      | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3500                            | CUSIP: 36202D3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      376296 | PA      | $383982.13     | 0.00%             | 2034-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3512                            | CUSIP: 36202D3V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1329 | PA      | $1323.33       | 0.00%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3555                            | CUSIP: 36202D5Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70070 | PA      | $70612.71      | 0.00%             | 2034-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3582                            | CUSIP: 36202D6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23277 | PA      | $23460.48      | 0.00%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 2713                            | CUSIP: 36202DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25035 | PA      | $25541.41      | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3052                            | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8975 | PA      | $9164.52       | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3067                            | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10703 | PA      | $10932.02      | 0.00%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3330                            | CUSIP: 36202DVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4443 | PA      | $4425.82       | 0.00%             | 2032-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3359                            | CUSIP: 36202DWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         957 | PA      | $963.37        | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3401                            | CUSIP: 36202DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7518 | PA      | $7486.43       | 0.00%             | 2033-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3374                            | CUSIP: 36202DXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26720 | PA      | $26908.59      | 0.00%             | 2033-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3413                            | CUSIP: 36202DYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1339 | PA      | $1333.04       | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3414                            | CUSIP: 36202DYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132603 | PA      | $133564.23     | 0.00%             | 2033-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3427                            | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8438 | PA      | $8401.31       | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3428                            | CUSIP: 36202DYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3780 | PA      | $3807.20       | 0.00%             | 2033-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3442                            | CUSIP: 36202DZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22101 | PA      | $22262.93      | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3458                            | CUSIP: 36202DZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1728 | PA      | $1740.26       | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4398                            | CUSIP: 36202E3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         929 | PA      | $937.85        | 0.00%             | 2039-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4457                            | CUSIP: 36202E5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      310262 | PA      | $295090.67     | 0.00%             | 2039-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4458                            | CUSIP: 36202E5T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      210040 | PA      | $203740.78     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4469                            | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1081 | PA      | $1091.09       | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4470                            | CUSIP: 36202E6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8907 | PA      | $9151.82       | 0.00%             | 2039-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3623                            | CUSIP: 36202EAY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48486 | PA      | $48880.67      | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3650                            | CUSIP: 36202EBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3638 | PA      | $3620.06       | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3689                            | CUSIP: 36202EC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2329 | PA      | $2319.22       | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3690                            | CUSIP: 36202EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10468 | PA      | $10554.57      | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3722                            | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10219 | PA      | $10164.20      | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3723                            | CUSIP: 36202ED48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15093 | PA      | $15220.21      | 0.00%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3709                            | CUSIP: 36202EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1682 | PA      | $1673.80       | 0.00%             | 2035-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3759                            | CUSIP: 36202EE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      396427 | PA      | $399803.77     | 0.00%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3734                            | CUSIP: 36202EEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2451 | PA      | $2438.79       | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3735                            | CUSIP: 36202EEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      540644 | PA      | $545232.28     | 0.01%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3747                            | CUSIP: 36202EEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141902 | PA      | $143114.88     | 0.00%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3785                            | CUSIP: 36202EF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128588 | PA      | $129691.96     | 0.00%             | 2035-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3772                            | CUSIP: 36202EFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      156070 | PA      | $157405.11     | 0.00%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3819                            | CUSIP: 36202EG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      229604 | PA      | $235132.90     | 0.00%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3795                            | CUSIP: 36202EGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      162294 | PA      | $163688.01     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3805                            | CUSIP: 36202EGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9865 | PA      | $9950.31       | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3851                            | CUSIP: 36202EH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101748 | PA      | $104235.41     | 0.00%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3829                            | CUSIP: 36202EHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13556 | PA      | $13673.64      | 0.00%             | 2036-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3840                            | CUSIP: 36202EHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32077 | PA      | $32356.72      | 0.00%             | 2036-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3863                            | CUSIP: 36202EJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59183 | PA      | $59702.03      | 0.00%             | 2036-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3876                            | CUSIP: 36202EJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4146 | PA      | $4180.48       | 0.00%             | 2036-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3918                            | CUSIP: 36202EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4257 | PA      | $4293.04       | 0.00%             | 2036-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3897                            | CUSIP: 36202EKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22302 | PA      | $22501.99      | 0.00%             | 2036-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3908                            | CUSIP: 36202EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3844 | PA      | $3876.85       | 0.00%             | 2036-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3952                            | CUSIP: 36202EL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19274 | PA      | $19449.45      | 0.00%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3929                            | CUSIP: 36202ELJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40064 | PA      | $40424.82      | 0.00%             | 2036-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3939                            | CUSIP: 36202ELU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8819 | PA      | $8897.75       | 0.00%             | 2037-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3984                            | CUSIP: 36202EM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1593 | PA      | $1607.22       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3964                            | CUSIP: 36202EMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6587 | PA      | $6645.99       | 0.00%             | 2037-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3975                            | CUSIP: 36202EMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11398 | PA      | $11694.62      | 0.00%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4015                            | CUSIP: 36202EN88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1914 | PA      | $1931.66       | 0.00%             | 2037-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3987                            | CUSIP: 36202ENC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         920 | PA      | $963.57        | 0.00%             | 2037-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 3994                            | CUSIP: 36202ENK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2068 | PA      | $2086.33       | 0.00%             | 2037-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4004                            | CUSIP: 36202ENV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8305 | PA      | $8381.02       | 0.00%             | 2037-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4007                            | CUSIP: 36202ENY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1313 | PA      | $1375.90       | 0.00%             | 2037-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4050                            | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21161 | PA      | $22188.57      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4058                            | CUSIP: 36202EQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4164 | PA      | $4202.00       | 0.00%             | 2037-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4071                            | CUSIP: 36202EQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3821 | PA      | $3855.82       | 0.00%             | 2038-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4097                            | CUSIP: 36202ERS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         916 | PA      | $924.01        | 0.00%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4142                            | CUSIP: 36202ES75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6724 | PA      | $6673.97       | 0.00%             | 2038-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4113                            | CUSIP: 36202ESA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105391 | PA      | $106362.97     | 0.00%             | 2038-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4193                            | CUSIP: 36202EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1201 | PA      | $1212.26       | 0.00%             | 2038-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4214                            | CUSIP: 36202EVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1167 | PA      | $1163.02       | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4220                            | CUSIP: 36202EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14918 | PA      | $15056.13      | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4268                            | CUSIP: 36202EW54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5497 | PA      | $5717.12       | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4343                            | CUSIP: 36202EZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3019 | PA      | $3102.21       | 0.00%             | 2039-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4520                            | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         892 | PA      | $900.61        | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4560                            | CUSIP: 36202FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      612343 | PA      | $628679.72     | 0.01%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4600                            | CUSIP: 36202FDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114475 | PA      | $117528.64     | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4619                            | CUSIP: 36202FDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      115656 | PA      | $118749.55     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4640                            | CUSIP: 36202FEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         455 | PA      | $475.64        | 0.00%             | 2040-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4697                            | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4508651 | PA      | $4550963.38    | 0.05%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4715                            | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6041611 | PA      | $6098328.03    | 0.07%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4747                            | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1411507 | PA      | $1424757.96    | 0.02%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4802                            | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2194 | PA      | $2214.22       | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 4992                            | CUSIP: 36202FRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19903 | PA      | $20801.87      | 0.00%             | 2041-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 5072                            | CUSIP: 36202FT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3125 | PA      | $3275.41       | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 5141                            | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5038 | PA      | $5085.50       | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 5261                            | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1522 | PA      | $1536.50       | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 475332                          | CUSIP: 36209MA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50932 | PA      | $48780.96      | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 475339                          | CUSIP: 36209MBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32458 | PA      | $31117.86      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 475345                          | CUSIP: 36209MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9945 | PA      | $9526.88       | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 738971                          | CUSIP: 3620AS6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         336 | PA      | $335.43        | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 748638                          | CUSIP: 3620C4V72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      517370 | PA      | $495620.64     | 0.01%             | 2040-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 748730                          | CUSIP: 3620C4Y38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      515035 | PA      | $493284.71     | 0.01%             | 2040-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 783642                          | CUSIP: 3622A2BK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3595 | PA      | $3627.33       | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 784718                          | CUSIP: 3622AADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1898079 | PA      | $1669677.39    | 0.02%             | 2046-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 784770                          | CUSIP: 3622AAFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      738285 | PA      | $758618.76     | 0.01%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 784986                          | CUSIP: 3622AANB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1263572 | PA      | $1173157.86    | 0.01%             | 2042-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785805                          | CUSIP: 3622ABKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33355239 | PA      | $28513115.28   | 0.33%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786579                          | CUSIP: 3622ACFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5748086 | PA      | $5857009.53    | 0.07%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786656                          | CUSIP: 3622ACH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1193492 | PA      | $1191201.55    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786690                          | CUSIP: 3622ACKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5433154 | PA      | $5536109.33    | 0.06%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786916                          | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8622312 | PA      | $8788394.60    | 0.10%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 788130                          | CUSIP: 3622AD4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3774061 | PA      | $3838501.18    | 0.05%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 787397                          | CUSIP: 3622ADDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13055854 | PA      | $13307335.40   | 0.16%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 788287                          | CUSIP: 3622AECY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1471971 | PA      | $1469605.70    | 0.02%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 788397                          | CUSIP: 3622AEGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2735575 | PA      | $2735453.46    | 0.03%             | 2056-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 752765                          | CUSIP: 36230MCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1969 | PA      | $1983.01       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 754387                          | CUSIP: 36230N2U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9377 | PA      | $9318.48       | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 757047                          | CUSIP: 36230RZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8184 | PA      | $8242.34       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 757048                          | CUSIP: 36230RZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8396 | PA      | $8455.35       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 757049                          | CUSIP: 36230RZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4217 | PA      | $4249.73       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 758919                          | CUSIP: 36230T4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10051 | PA      | $9950.64       | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 759085                          | CUSIP: 36230UCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      436233 | PA      | $417721.79     | 0.00%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 759135                          | CUSIP: 36230UEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      335155 | PA      | $321001.26     | 0.00%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 782085                          | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      183266 | PA      | $186558.07     | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 782086                          | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29078 | PA      | $29371.64      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 782067                          | CUSIP: 36241KJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158198 | PA      | $162315.15     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 782070                          | CUSIP: 36241KJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17642 | PA      | $17851.92      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 782071                          | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132650 | PA      | $134972.94     | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 782073                          | CUSIP: 36241KJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23678 | PA      | $23903.16      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 782156                          | CUSIP: 36241KMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4922 | PA      | $4966.11       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 782224                          | CUSIP: 36241KPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11948 | PA      | $12040.41      | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 782550                          | CUSIP: 36241KZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1501 | PA      | $1514.88       | 0.00%             | 2039-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783483                          | CUSIP: 36241L2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53585 | PA      | $55159.89      | 0.00%             | 2041-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783487                          | CUSIP: 36241L2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      284036 | PA      | $292248.08     | 0.00%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783488                          | CUSIP: 36241L2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117078 | PA      | $120072.95     | 0.00%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783548                          | CUSIP: 36241L5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1391 | PA      | $1385.30       | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 783050                          | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1490457 | PA      | $1504449.26    | 0.02%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 783038                          | CUSIP: 36241LLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36908 | PA      | $37926.38      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783213                          | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2129 | PA      | $2190.46       | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783268                          | CUSIP: 36241LTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7846 | PA      | $8084.69       | 0.00%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783334                          | CUSIP: 36241LV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21536 | PA      | $22402.43      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783313                          | CUSIP: 36241LVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38579 | PA      | $39711.68      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783321                          | CUSIP: 36241LVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      307526 | PA      | $316784.75     | 0.00%             | 2040-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 783397                          | CUSIP: 36241LX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1419243 | PA      | $1432570.30    | 0.02%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 783376                          | CUSIP: 36241LXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         982 | PA      | $996.76        | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                                          | GSMS 2018-GS10 A5                  | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      196539 | PA      | $194573.45     | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                          | GSMS 2015-GC34 C                   | CUSIP: 36250VAL6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      202387 | PA      | $64765.86      | 0.00%             | 2048-10-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 C                   | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      892744 | PA      | $781142.07     | 0.01%             | 2047-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                           | GSMS 2017-GS6 A3                   | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127196 | PA      | $125790.19     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                   | GMCAR 2025-2 C                     | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $934810.24     | 0.01%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                           | GSMS 2018-GS9 A4                   | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253747 | PA      | $251559.47     | 0.00%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                          | GSMS 2020-GC47 A5                  | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9985291 | PA      | $9170964.56    | 0.11%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                          | GSMS 2020-GC47 AS                  | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $401507.08     | 0.00%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                 | GMREV 2021-1 B                     | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94000 | PA      | $93040.50      | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                 | GMREV 2021-1 C                     | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      171000 | PA      | $169331.06     | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4875.58       | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2911137.05    | 0.03%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                 | GMREV 2023-2 B                     | CUSIP: 36268DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $208144.72     | 0.00%             | 2036-08-11      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                       | GMCAR 2024-1 B                     | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      117000 | PA      | $118364.09     | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                 | GMREV 2024-1 A                     | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      939000 | PA      | $956032.80     | 0.01%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                 | GMREV 2024-1 B                     | CUSIP: 36269KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $270739.99     | 0.00%             | 2036-12-11      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                 | GMREV 2025-1 A                     | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3020000 | PA      | $3045723.76    | 0.04%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                 | GMREV 2025-1 B                     | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129000 | PA      | $129475.92     | 0.00%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                 | GMREV 2025-1 C                     | CUSIP: 36271NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914000 | PA      | $919064.66     | 0.01%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                                        | GCAR 2025-4A B                     | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2050000 | PA      | $2050733.70    | 0.02%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Holdings US Inc                                               | GFL ENVIRON HOL                    | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605000 | PA      | $595402.14     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 616866                          | CUSIP: 36290TJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8133 | PA      | $8094.71       | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 636080                          | CUSIP: 36291RUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5173 | PA      | $5256.52       | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 661505                          | CUSIP: 36294V3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25670 | PA      | $26696.78      | 0.00%             | 2036-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                       | GMCAR 2025-1 B                     | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75000 | PA      | $75696.64      | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 666307                          | CUSIP: 36295CGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14659 | PA      | $13020.43      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 670435                          | CUSIP: 36295GY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1037 | PA      | $1084.17       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                                    | GMALT 2025-2 C                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $926131.34     | 0.01%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 712395                          | CUSIP: 36297HNL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         906 | PA      | $918.44        | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 714583                          | CUSIP: 36297K2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11762 | PA      | $11853.75      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $392086.69     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      690000 | PA      | $704939.15     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp/DE                                                                   | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      545000 | PA      | $560535.53     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                              | GCAT 2024-INV4 A1                  | CUSIP: 367919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      707037 | PA      | $715128.58     | 0.01%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                     | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1547560.71    | 0.02%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                     | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     4419000 | PA      | $4233168.73    | 0.05%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1569208.89    | 0.02%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $1140182.67    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2446000 | PA      | $2324581.04    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1893000 | PA      | $1874769.25    | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1955116.70    | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2169000 | PA      | $2190519.15    | 0.03%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $2015169.19    | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3654000 | PA      | $3686310.95    | 0.04%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7445000 | PA      | $7391685.85    | 0.09%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6790000 | PA      | $6807227.59    | 0.08%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $429252.87     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $28394.25      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $504208.32     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                   | GENMAB/GENMAB                      | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      985000 | PA      | $1010084.61    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Georgetown University/The                                                       | GEORGETOWN UNIV                    | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     3207000 | PA      | $2048707.01    | 0.02%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2708000 | PA      | $2336774.72    | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $3196797.13    | 0.04%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY                                                                     | GGP 2026-TY A                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5290000 | PA      | $5237782.41    | 0.06%             | 2043-03-05      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Magnera Corp                                                                    | MAGNERA CORP                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183033.76     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                   | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5525818.33    | 0.06%             | 2033-07-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | GLOBAL ATLANTI                     | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      487000 | PA      | $433341.05     | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2026-1                                 | GSAR 2026-1A B                     | CUSIP: 37989DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $347147.26     | 0.00%             | 2032-02-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                              | GMCAR 2024-2 B                     | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $182597.71     | 0.00%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-3                       | GMCAR 2025-3 C                     | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $189951.55     | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                    | GMALT 2025-3 C                     | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      680000 | PA      | $679309.73     | 0.01%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                       | GMCAR 2024-3 B                     | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383000 | PA      | $388327.64     | 0.00%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                       | GMCAR 2024-4 B                     | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | PA      | $122580.49     | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO-A1               | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6655000 | PA      | $4801245.76    | 0.06%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 9 Ltd                                         | GLM 2021-9A AR2                    | CUSIP: 38138JBC6<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-MBS          | CORP              | KY        |     2110000 | PA      | $2112436.63    | 0.02%             | 2037-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 9 Ltd                                         | GLM 2021-9A BR2                    | CUSIP: 38138JBG7<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-MBS          | CORP              | KY        |      630000 | PA      | $631838.15     | 0.01%             | 2037-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 28 Ltd                                        | GLM 2026-28A A                     | CUSIP: 38140CAC8<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-MBS          | CORP              | KY        |     1690000 | PA      | $1689243.05    | 0.02%             | 2039-10-20      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 28 Ltd                                        | GLM 2026-28A B                     | CUSIP: 38140CAG9<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-MBS          | CORP              | KY        |     1560000 | PA      | $1561573.88    | 0.02%             | 2039-10-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2276000 | PA      | $2343971.44    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1798000 | PA      | $1798239.82    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4143000 | PA      | $4208238.72    | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13123000 | PA      | $13089692.26   | 0.15%             | 2034-04-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1288000 | PA      | $1276860.40    | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2176262.28    | 0.03%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3106000 | PA      | $3061876.48    | 0.04%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3263000 | PA      | $2466588.12    | 0.03%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1774364.96    | 0.02%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12264000 | PA      | $10709833.05   | 0.13%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                               | GOLUB CAP                          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1451203.09    | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Seven LLC                                                    | GOODMAN US SEVEN                   | CUSIP: 38239BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4325817.17    | 0.05%             | 2036-04-28      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goodman US Finance Eight LLC                                                    | GOODMAN US EIGHT                   | CUSIP: 38239MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2700987.37    | 0.03%             | 2046-04-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      640000 | PA      | $582526.08     | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      395000 | PA      | $378664.61     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2374727.42    | 0.03%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2017-55 AZ                     | CUSIP: 38376MX28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1506594 | PA      | $1344904.36    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2013-149 LZ                    | CUSIP: 38378UKN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2732787 | PA      | $2406088.11    | 0.03%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2020-7 EP                      | CUSIP: 38382DFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2294967 | PA      | $1993336.84    | 0.02%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2020-126 AK                    | CUSIP: 38382HUW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12558240 | PA      | $9873796.70    | 0.12%             | 2050-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2020-181 CB                    | CUSIP: 38382LWG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6765038 | PA      | $5280286.40    | 0.06%             | 2050-12-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-64 GX                     | CUSIP: 38382QGV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1054113 | PA      | $808577.39     | 0.01%             | 2051-04-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-67 PC                     | CUSIP: 38382RW38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      259877 | PA      | $206478.62     | 0.00%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2025-156 KC                    | CUSIP: 38383BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9581943 | PA      | $9554510.40    | 0.11%             | 2055-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-193 KB                    | CUSIP: 38383DWC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      729543 | PA      | $571551.92     | 0.01%             | 2050-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-193 KC                    | CUSIP: 38383DWD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      897899 | PA      | $716302.74     | 0.01%             | 2050-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-215 KA                    | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13496647 | PA      | $12045617.10   | 0.14%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2022-191 BY                    | CUSIP: 38383LHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    26842534 | PA      | $25586075.25   | 0.30%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2025-104 AB                    | CUSIP: 38385GG37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4674520 | PA      | $4493724.07    | 0.05%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64515.28      | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20304.16      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32663.98      | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY MEDIA                         | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      410000 | PA      | $320959.48     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY MEDIA                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      505000 | PA      | $513607.23     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY MEDIA                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      310000 | PA      | $315875.80     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                       | GRYPHON ACQUIRE                    | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4640000 | PA      | $4649665.12    | 0.05%             | 2032-09-13      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS 2024-1A C                    | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305000 | PA      | $305901.09     | 0.00%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS 2024-1A D                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      381000 | PA      | $383873.84     | 0.00%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      488000 | PA      | $501476.33     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6650567.45    | 0.08%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $3791965.74    | 0.04%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2740087.22    | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2167408.62    | 0.03%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DK2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7740000 | PA      | $7685782.22    | 0.09%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      495000 | PA      | $501367.57     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                      | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $162329.42     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      815000 | PA      | $814361.50     | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5580000 | PA      | $5462754.38    | 0.06%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1976000 | PA      | $2096686.17    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1956000 | PA      | $2000910.00    | 0.02%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12318000 | PA      | $12201162.03   | 0.14%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE                   | CUSIP: 40440VBB0<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     5811000 | PA      | $5682848.41    | 0.07%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS 2024-2A B                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $166049.10     | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS 2024-2A C                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      517000 | PA      | $521546.29     | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS 2024-2A D                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $272089.01     | 0.00%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                    | HPEFS 2025-1A C                    | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $912265.81     | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                    | HPEFS 2025-1A D                    | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1590000 | PA      | $1590444.56    | 0.02%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7000.54       | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                        | HAWAIIAN ELEC CO                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1164660.61    | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                      | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $683076.13     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                      | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $224506.30     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN                   | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1192038.27    | 0.01%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1352950.17    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      459000 | PA      | $480553.80     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      460000 | PA      | $460862.37     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      270000 | PA      | $267609.05     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2024-1A B                    | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      536000 | PA      | $543754.63     | 0.01%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2024-1A C                    | CUSIP: 42806MCR8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $343125.87     | 0.00%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-5A A                    | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     1270000 | PA      | $1263440.96    | 0.01%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-5A C                    | CUSIP: 42806MDN6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $544564.41     | 0.01%             | 2030-05-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-6A A                    | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     1490000 | PA      | $1485399.92    | 0.02%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-6A C                    | CUSIP: 42806MDS5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      760000 | PA      | $752955.94     | 0.01%             | 2032-05-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5053503.82    | 0.06%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      107000 | PA      | $109612.80     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     5411000 | PA      | $5389644.96    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     5660000 | PA      | $5561387.11    | 0.07%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    10036000 | PA      | $9995499.56    | 0.12%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      780000 | PA      | $761169.67     | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      650000 | PA      | $615559.25     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74028.93      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1287978.76    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      765000 | PA      | $759360.47     | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hopper Merger Sub Inc                                                           | HOPPER MERGER SU                   | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |     2055000 | PA      | $2043450.90    | 0.02%             | 2033-04-07      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      293000 | PA      | $309819.61     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2383189.74    | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                       | HAROT 2024-4 A4                    | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      242000 | PA      | $242546.12     | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $3071735.57    | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     8035000 | PA      | $7908331.84    | 0.09%             | 2046-03-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     9601000 | PA      | $9429578.21    | 0.11%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     8809000 | PA      | $8667567.61    | 0.10%             | 2066-03-16      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      295000 | PA      | $286119.54     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1672164.46    | 0.02%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $802955.88     | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1801000 | PA      | $1720218.54    | 0.02%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      394000 | PA      | $396261.64     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                    | HPEFS 2025-2A C                    | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420000 | PA      | $415674.17     | 0.00%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                    | HPEFS 2025-2A D                    | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      610000 | PA      | $603196.79     | 0.01%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE                   | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     2744000 | PA      | $2661948.84    | 0.03%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                    | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      185000 | PA      | $178871.98     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                    | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190310.58     | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV3                                               | HAWT 2021-INV3 A3                  | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      955995 | PA      | $791962.52     | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1121891.89    | 0.01%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2755064.40    | 0.03%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1591000 | PA      | $1565920.60    | 0.02%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      113000 | PA      | $107182.75     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1925537.50    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1192030.04    | 0.01%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HACLN 2024-1 B1                    | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233925 | PA      | $237031.44     | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | HACLN 2024-2 B1                    | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      317868 | PA      | $320126.84     | 0.00%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2                          | HACLN 2025-2 B1                    | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3978959 | PA      | $3981513.11    | 0.05%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2026-1                          | HACLN 2026-1 B1                    | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2218249 | PA      | $2205657.27    | 0.03%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                                    | HUT 8 DC LLC                       | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |     4463000 | PA      | $4507531.73    | 0.05%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                           | HART 2024-A C                      | CUSIP: 448973AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $325094.66     | 0.00%             | 2031-07-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                           | HART 2024-C B                      | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      119000 | PA      | $119755.17     | 0.00%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                           | HART 2024-C C                      | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      329000 | PA      | $331690.89     | 0.00%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                           | HART 2023-C B                      | CUSIP: 44918CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      706000 | PA      | $723555.11     | 0.01%             | 2029-12-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                           | HART 2024-B B                      | CUSIP: 44934QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      315000 | PA      | $319244.63     | 0.00%             | 2030-09-16      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                           | HART 2024-B C                      | CUSIP: 44934QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      604000 | PA      | $614237.56     | 0.01%             | 2031-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                  | HART 2025-A B                      | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      209000 | PA      | $209910.84     | 0.00%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                  | HART 2025-A C                      | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      597000 | PA      | $600823.84     | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                                  | HALST 2025-B B                     | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1298343.59    | 0.02%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                           | HART 2025-C C                      | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1340000 | PA      | $1330450.09    | 0.02%             | 2033-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                  | HALST 2025-A B                     | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255000 | PA      | $257406.95     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                           | HART 2025-B C                      | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $894641.17     | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                            | IHO VERWALTUNGS                    | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $274461.97     | 0.00%             | 2033-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                                        | INT 2025-PLAZA A                   | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1098893.18    | 0.01%             | 2037-11-05      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                | INGRAM MICRO INC                   | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1498021.83    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2760000 | PA      | $2773959.93    | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: 455780DZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    27000000 | PA      | $27616288.91   | 0.32%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      489000 | PA      | $491656.47     | 0.01%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5644000 | PA      | $5254115.28    | 0.06%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     4835000 | PA      | $3112207.73    | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5005000 | PA      | $4963154.90    | 0.06%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4116256.02    | 0.05%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3028000 | PA      | $3047988.72    | 0.04%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     8706000 | PA      | $8140050.97    | 0.10%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CR9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     6138000 | PA      | $6113486.59    | 0.07%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5777000 | PA      | $5740668.19    | 0.07%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1406514.46    | 0.02%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1124925.71    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      192000 | PA      | $181507.15     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1183526.73    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       74000 | PA      | $74960.89      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     3604000 | PA      | $3660693.74    | 0.04%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     2089000 | PA      | $2128186.23    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     7749000 | PA      | $7624866.97    | 0.09%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1233000 | PA      | $1213793.81    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                    | CACLN 2025-1 C                     | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      363567 | PA      | $364461.08     | 0.00%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                    | CACLN 2025-1 D                     | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      181784 | PA      | $181817.89     | 0.00%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                   | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      245000 | PA      | $245716.26     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                    | JPMCC 2010-C2 D                    | CUSIP: 46635GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32579 | PA      | $31076.38      | 0.00%             | 2043-11-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34723.45      | 0.00%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $1433416.58    | 0.02%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2713000 | PA      | $2649750.93    | 0.03%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      953000 | PA      | $907875.70     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      975000 | PA      | $975431.29     | 0.01%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8132.62       | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4146.16       | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1822133.68    | 0.02%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3522364.17    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3399000 | PA      | $3440994.62    | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1962000 | PA      | $1981378.60    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2038000 | PA      | $2051295.64    | 0.02%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1775799.05    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2193207.86    | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3052.21       | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11119000 | PA      | $11303941.50   | 0.13%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6170000 | PA      | $6014180.94    | 0.07%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25010000 | PA      | $24555381.13   | 0.29%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11065000 | PA      | $11005383.95   | 0.13%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | JPMCC 2017-JP5 A5                  | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303581 | PA      | $302062.76     | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                              | JPMDB 2017-C7 A5                   | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289495 | PA      | $285439.18     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                              | JPMMT 2021-INV4 A2                 | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8731226 | PA      | $7549349.77    | 0.09%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                              | JPMMT 2021-INV6 A2                 | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8632834 | PA      | $7464276.43    | 0.09%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                              | JPMMT 2021-INV6 A2A                | CUSIP: 46654FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2174683 | PA      | $1800231.19    | 0.02%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                       | JABIL INC                          | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      456000 | PA      | $444051.28     | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     7580000 | PA      | $7833810.99    | 0.09%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    10735000 | PA      | $10608334.20   | 0.12%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      508000 | PA      | $493069.14     | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8173.65       | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | JERSEY CENT P&L                    | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2256915.55    | 0.03%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                           | JMIKE 2025-1A A2                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5910300 | PA      | $5986614.98    | 0.07%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JMIKE 2026-1A A2I                  | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2410000 | PA      | $2386761.58    | 0.03%             | 2056-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                       | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      285000 | PA      | $265059.47     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | JPMCC 2017-JP6 A4                  | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306632 | PA      | $303250.86     | 0.00%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                    | KKR & CO INC                       | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     1173000 | PA      | $1141149.36    | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                    | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $631983.01     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      908000 | PA      | $735552.54     | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP                   | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2182.87       | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP                   | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $2841455.22    | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                         | CUSIP: 486661BQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     4468000 | PA      | $4405684.41    | 0.05%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc           | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | PA      | $447902.65     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc           | KEHE DIS/FIN/NXT                   | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $323617.16     | 0.00%             | 2033-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                 | KENYA REP OF                       | CUSIP: 491798AS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KE        |     4306000 | PA      | $4057715.45    | 0.05%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                            | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      645000 | PA      | $603988.75     | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      498000 | PA      | $508070.53     | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                            | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      460000 | PA      | $473951.31     | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                            | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      435000 | PA      | $454474.17     | 0.01%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT FOODS GROU                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     3435000 | PA      | $3032635.86    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $986763.76     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      219000 | PA      | $211985.60     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $2759558.87    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $7921700.61    | 0.09%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | KYNDRYL HOLDINGS                   | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     4220000 | PA      | $3585345.08    | 0.04%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                                               | LADAR 2025-3A C                    | CUSIP: 501684AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      710000 | PA      | $704132.77     | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust 2026-225L                                        | LBTY 2026-225L A                   | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3120000 | PA      | $3081144.14    | 0.04%             | 2043-02-10      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2103763.02    | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      869000 | PA      | $822749.34     | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2490829.46    | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2026-1                                               | LADAR 2026-1A C                    | CUSIP: 505708AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $808890.89     | 0.01%             | 2033-08-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A A4                   | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $246149.25     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A B                    | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $267153.16     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A C                    | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      216000 | PA      | $217013.67     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A D                    | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $148129.66     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                      | LADAR 2025-1A C                    | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $271586.60     | 0.00%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                      | LADAR 2025-1A D                    | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564000 | PA      | $569899.21     | 0.01%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                               | LADAR 2025-2A C                    | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530000 | PA      | $529699.76     | 0.01%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                               | LADAR 2025-2A D                    | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $507628.86     | 0.01%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                               | LADAR 2024-2A B                    | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155000 | PA      | $157171.26     | 0.00%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                               | LADAR 2024-2A C                    | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       91000 | PA      | $92647.20      | 0.00%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                               | LADAR 2024-2A D                    | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       76000 | PA      | $77852.03      | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                        | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      215000 | PA      | $213852.52     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                        | LAMB WESTON HLD                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      400000 | PA      | $376814.32     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                     | CUSIP: 53079EBR4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $2978731.62    | 0.03%             | 2036-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                | LIGHT & WONDER                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      625000 | PA      | $620759.63     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH                   | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      325000 | PA      | $317072.26     | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                         | LITPK 2025-1A A                    | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1120000 | PA      | $1118900.38    | 0.01%             | 2037-10-24      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                         | LITPK 2025-1A B                    | CUSIP: 53229VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     2950000 | PA      | $2953622.90    | 0.03%             | 2037-10-24      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      121000 | PA      | $120276.23     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      315000 | PA      | $315258.16     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1394557.06    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1472000 | PA      | $1477423.75    | 0.02%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2728046.70    | 0.03%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    16320000 | PA      | $16036743.39   | 0.19%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                                        | MTBRV 2026-1A A                    | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2009571 | PA      | $1980908.07    | 0.02%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                   | LYRA 2025-1A A2                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |     2917414 | PA      | $2932447.21    | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     5081000 | PA      | $5079648.97    | 0.06%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4742000 | PA      | $4798976.51    | 0.06%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3117000 | PA      | $3118164.30    | 0.04%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     4858000 | PA      | $4884081.42    | 0.06%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                                          | MTBAT 2024-1A A4                   | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      416000 | PA      | $421929.29     | 0.00%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      405000 | PA      | $410447.99     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      245000 | PA      | $248382.30     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                          | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      750000 | PA      | $779442.45     | 0.01%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                          | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $447574.77     | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2305000 | PA      | $1656015.75    | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      449000 | PA      | $466381.78     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                            | MSBAM 2012-CKSV A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      618401 | PA      | $590578.67     | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      920000 | PA      | $833221.22     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      442000 | PA      | $291760.41     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      640000 | PA      | $459342.04     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                    | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      147000 | PA      | $137621.15     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     5426000 | PA      | $5439861.92    | 0.06%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2461003.50    | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6846531.90    | 0.08%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6038000 | PA      | $5935995.82    | 0.07%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     8108000 | PA      | $7883559.20    | 0.09%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1175325.46    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4879000 | PA      | $4904268.77    | 0.06%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECH INC                   | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     3268000 | PA      | $3273482.50    | 0.04%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                          | MASS MUTUAL LIFE                   | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     3103000 | PA      | $1946200.82    | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-3                                    | MARM 2004-3 5A1                    | CUSIP: 576433KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         901 | PA      | $890.94        | 0.00%             | 2034-04-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                            | MATADOR RESOURC                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15250.54      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co                                                            | MATADOR RESOURC                    | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      503000 | PA      | $504679.49     | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mayo Clinic                                                                     | MAYO CLINIC                        | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     3289000 | PA      | $2073240.61    | 0.02%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $161986.14     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     2768970 | PA      | $2432077.59    | 0.03%             | 2029-03-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    21340000 | PA      | $21656879.57   | 0.25%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS                      | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1075000 | PA      | $1064837.33    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2022-INV1                                     | MELLO 2022-INV1 A3                 | CUSIP: 585490AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1001094 | PA      | $829344.45     | 0.01%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Men's Wearhouse LLC/The                                                         | MEN'S WEARHOUSE                    | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |       90000 | PA      | $95153.95      | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Men's Wearhouse LLC/The                                                         | MEN'S WEARHOUSE                    | CUSIP: 58711MAK5<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | LON              | CORP              | US        |       35000 | PA      | $35262.50      | 0.00%             | 2031-01-28      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2495000 | PA      | $2450758.01    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1988000 | PA      | $1969813.55    | 0.02%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                                         | MERIDIAN ARC HOL                   | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $445048.96     | 0.01%             | 2031-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2                      | MLMI 2003-A2 2A2                   | CUSIP: 589929M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6333 | PA      | $6202.27       | 0.00%             | 2033-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4                      | MLMI 2003-A4 2A                    | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2456 | PA      | $2384.32       | 0.00%             | 2033-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     6119000 | PA      | $5092834.65    | 0.06%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      903000 | PA      | $891898.56     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                        | MID-ATLANTIC INT                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $487144.24     | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER                   | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      599000 | PA      | $537630.61     | 0.01%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER                   | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1947000 | PA      | $1560539.36    | 0.02%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                     | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2118049.79    | 0.02%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | MINERVA MERGER                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      225000 | PA      | $214417.25     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1364000 | PA      | $1382280.69    | 0.02%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     4660000 | PA      | $4589731.93    | 0.05%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    12515000 | PA      | $12270260.75   | 0.14%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      209000 | PA      | $214004.28     | 0.00%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                           | MOHAWK INDUST                      | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      586000 | PA      | $602539.53     | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                               | MSC 2017-HR2 ASB                   | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88027 | PA      | $87424.32      | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                          | MSC 2018-L1 A4                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289597 | PA      | $288200.45     | 0.00%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                          | MSC 2018-L1 AS                     | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1921029 | PA      | $1898100.75    | 0.02%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                          | MSC 2019-L3 A4                     | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176453 | PA      | $167487.07     | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2027175.53    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12246000 | PA      | $10743089.29   | 0.13%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1305406.49    | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4074000 | PA      | $4178460.06    | 0.05%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2449063.22    | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $4148900.77    | 0.05%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7817000 | PA      | $7905092.45    | 0.09%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3418000 | PA      | $3411420.01    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $8290718.56    | 0.10%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3082000 | PA      | $3131850.64    | 0.04%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4399000 | PA      | $4509952.40    | 0.05%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6895000 | PA      | $6713238.38    | 0.08%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5569000 | PA      | $5465098.69    | 0.06%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6895000 | PA      | $6861064.69    | 0.08%             | 2037-04-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-8AR                                     | MSM 2006-8AR 5A1                   | CUSIP: 61749LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50780 | PA      | $49641.90      | 0.00%             | 2036-06-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                     | MSBAM 2013-C10 C                   | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      171469 | PA      | $158641.75     | 0.00%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                        | MSC 2014-150E A                    | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      404000 | PA      | $379904.96     | 0.00%             | 2032-09-09      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | MSBAM 2017-C34 A4                  | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125856 | PA      | $124282.03     | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                        | MSRM 2024-INV3 A1                  | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1227506 | PA      | $1258864.76    | 0.01%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | MORGAN STANLEY                     | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    22440000 | PA      | $22194597.71   | 0.26%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | MSBAM 2025-C35 A5                  | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1180000 | PA      | $1230642.30    | 0.01%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | MSBAM 2025-C35 AS                  | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2600518.00    | 0.03%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-INV1                        | MSRM 2026-INV1 A9                  | CUSIP: 61780JAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10290523 | PA      | $10298335.15   | 0.12%             | 2061-02-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4869486.06    | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                      | MUELLER WATER                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      125000 | PA      | $120888.41     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      310000 | PA      | $308543.12     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $417578.83     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      481000 | PA      | $478784.51     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      510000 | PA      | $496051.70     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3124366.39    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      490000 | PA      | $489643.18     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1027341.02    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1286061.31    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      335000 | PA      | $333700.22     | 0.00%             | 2036-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1694000 | PA      | $1697733.59    | 0.02%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     1374000 | PA      | $1404316.17    | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                    | NNN REIT                           | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      152000 | PA      | $140479.76     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                             | NAVRL 2025-C A                     | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1348518 | PA      | $1338265.22    | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2902000 | PA      | $2927469.32    | 0.03%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                             | NAVEL 2025-A A                     | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1672416 | PA      | $1678896.32    | 0.02%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2026-A                                             | NAVRL 2026-A A                     | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1235703 | PA      | $1217843.06    | 0.01%             | 2056-01-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Navient Education Loan Trust 2026-A                                             | NAVEL 2026-A A                     | CUSIP: 63943MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | PA      | $866656.76     | 0.01%             | 2056-09-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                | NSLT 2025-DA A1A                   | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1246276 | PA      | $1227355.01    | 0.01%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                | NSLT 2025-DA B                     | CUSIP: 639931AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1490000 | PA      | $1482497.40    | 0.02%             | 2054-08-20      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                                                | NSLT 2026-A A1B                    | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2758998 | PA      | $2753698.94    | 0.03%             | 2061-02-21      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                                                | NSLT 2026-A B                      | CUSIP: 64032UAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4740000 | PA      | $4701595.10    | 0.06%             | 2061-02-21      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                    | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     2957000 | PA      | $2889810.18    | 0.03%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NYS DORM-F-BABS-UNREF              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     3255000 | PA      | $3322292.24    | 0.04%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                        | NEW YORK TRANSPRTN DE              | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      120000 | PA      | $118503.79     | 0.00%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85796.42      | 0.00%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       44000 | PA      | $37862.06      | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      129000 | PA      | $130307.16     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17988.84      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2380569.64    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $2021166.43    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2784105.64    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      450000 | PA      | $468030.71     | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MDIA INC                   | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      650000 | PA      | $654337.68     | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MDIA INC                   | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1506730.00    | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | REP OF NIGERIA                     | CUSIP: 65412AFF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     1839000 | PA      | $2016224.91    | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     3120000 | PA      | $3289207.70    | 0.04%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     1275000 | PA      | $1276436.57    | 0.01%             | 2033-04-02      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     7230000 | PA      | $7027255.86    | 0.08%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                      | NAROT 2024-B A4                    | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256000 | PA      | $256294.17     | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | NALT 2025-A B                      | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      212000 | PA      | $213508.76     | 0.00%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      510000 | PA      | $499364.36     | 0.01%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      465000 | PA      | $461843.47     | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1359446.41    | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                  | NALT 2025-B C                      | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $569792.46     | 0.01%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      560000 | PA      | $583688.87     | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1125000 | PA      | $1187102.09    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                   | N TX HWY-TXB-B                     | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     2549000 | PA      | $2743257.76    | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     2801000 | PA      | $2777999.17    | 0.03%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     2937000 | PA      | $2871628.42    | 0.03%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     2074000 | PA      | $1831006.82    | 0.02%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                             | NOVA CHEMICALS                     | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      525000 | PA      | $513687.63     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2026-SFR1 Trust                                                            | AMSR 2026-SFR1 A                   | CUSIP: 66982GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $614232.84     | 0.01%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                               | NOVANT HEALTH IN                   | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $974311.58     | 0.01%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     8965000 | PA      | $8909344.56    | 0.10%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4852082.64    | 0.06%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      156000 | PA      | $149496.96     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63578.74      | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35140.03      | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      733000 | PA      | $727782.59     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     2252000 | PA      | $2270495.27    | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1956000 | PA      | $1972021.83    | 0.02%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                      | NUVEEN LLC                         | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      733000 | PA      | $751743.45     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OGE Energy Corp                                                                 | OGE ENERGY CORP                    | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |      648000 | PA      | $663132.07     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OBX 2022-INV1 Trust                                                             | OBX 2022-INV1 A1                   | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      946899 | PA      | $819387.92     | 0.01%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                                          | NYC 2025-28L A                     | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      860000 | PA      | $857639.99     | 0.01%             | 2038-11-05      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |      670000 | PA      | $670000.00     | 0.01%             | 2033-03-24      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| OBX 2026-INV1 Trust                                                             | OBX 2026-INV1 A2                   | CUSIP: 67123WAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14601626 | PA      | $14625017.60   | 0.17%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2026-INV2 Trust                                                             | OBX 2026-INV2 AF                   | CUSIP: 67123YAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26500000 | PA      | $26465216.10   | 0.31%             | 2056-04-25      | Floating      | 5.40%                 | Yes           |                  3 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      535000 | PA      | $550567.80     | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      765000 | PA      | $794904.20     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                               | CHORD ENERGY                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      550000 | PA      | $561222.14     | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-INV1                                                                   | OBX 2023-INV1 A1                   | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13603905 | PA      | $11771975.64   | 0.14%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4307000 | PA      | $4191152.87    | 0.05%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                                       | OCPA 2024-39A AR                   | CUSIP: 67570HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |      850000 | PA      | $848498.73     | 0.01%             | 2038-04-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                                       | OCPA 2024-39A B1R                  | CUSIP: 67570HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     1190000 | PA      | $1188511.43    | 0.01%             | 2038-04-16      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                                             | OCP 2023-30A AR                    | CUSIP: 67578RAL5<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |     1380000 | PA      | $1381220.61    | 0.02%             | 2039-01-24      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                                             | OCP 2023-30A BR                    | CUSIP: 67578RAN1<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |      850000 | PA      | $853083.72     | 0.01%             | 2039-01-24      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                  | OCT57 2021-1A AR                   | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1130000 | PA      | $1130280.92    | 0.01%             | 2034-10-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                  | OCT57 2021-1A B1R                  | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1500000 | PA      | $1498963.65    | 0.02%             | 2034-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ohio State University/The                                                       | OHIO ST UNIV-A-TXBL                | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     2051000 | PA      | $1669928.10    | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2277603.48    | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR                   | CUSIP: 68218TAB7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    10114000 | PA      | $10018700.28   | 0.12%             | 2031-07-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                             | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3689000 | PA      | $3784430.25    | 0.04%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     3416000 | PA      | $2553366.73    | 0.03%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      975000 | PA      | $982602.38     | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      114000 | PA      | $111905.90     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       41000 | PA      | $40503.36      | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2543750.00    | 0.03%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       34000 | PA      | $34325.12      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4969.19       | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      968000 | PA      | $986869.58     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      196000 | PA      | $199530.37     | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      410000 | PA      | $409924.94     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15219.61      | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      285000 | PA      | $283956.12     | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      705000 | PA      | $690520.36     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      510000 | PA      | $501687.34     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                         | OMFIT 2025-1A A                    | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7230000 | PA      | $7228966.11    | 0.08%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                         | OMFIT 2025-1A B                    | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $800208.72     | 0.01%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2035000 | PA      | $2101988.47    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                  | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     4465000 | PA      | $4549377.03    | 0.05%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $4475763.30    | 0.05%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2396000 | PA      | $2085654.53    | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $2133369.26    | 0.03%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4604000 | PA      | $3071951.13    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      991000 | PA      | $969507.56     | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      734000 | PA      | $700886.28     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1691912.38    | 0.02%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1181000 | PA      | $978906.65     | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11571363.86   | 0.14%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2034502.51    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2586000 | PA      | $2228114.39    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3164000 | PA      | $3124252.63    | 0.04%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6231000 | PA      | $6096938.12    | 0.07%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    14741000 | PA      | $14321553.11   | 0.17%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6416000 | PA      | $5954845.19    | 0.07%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                             | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     8363000 | PA      | $8257616.82    | 0.10%             | 2033-01-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $721888.87     | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      121000 | PA      | $121041.51     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      440000 | PA      | $420906.96     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                           | BLUE OWL CAPITAL                   | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     3105000 | PA      | $3085250.88    | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2638000 | PA      | $2329223.99    | 0.03%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2672000 | PA      | $1989125.37    | 0.02%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2025-D A                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7600000 | PA      | $7616551.28    | 0.09%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2025-F A                     | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3240007.45    | 0.04%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2025-F B                     | CUSIP: 69335PGD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1049383.86    | 0.01%             | 2030-08-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     9776000 | PA      | $10011316.38   | 0.12%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1462000 | PA      | $1476983.13    | 0.02%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7190005.27    | 0.08%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3060190.52    | 0.04%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4930000 | PA      | $4833875.21    | 0.06%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI                   | CUSIP: 69351UAH6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1323000 | PA      | $1446899.65    | 0.02%             | 2037-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                  | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9490000 | PA      | $9634529.96    | 0.11%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PSEG Power LLC                                                                  | PSEG POWER LLC                     | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4970000 | PA      | $5060386.32    | 0.06%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                                  | PMTLT 2025-INV3 A3                 | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45704414 | PA      | $45711589.38   | 0.54%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                                  | PMTLT 2025-INV3 A9                 | CUSIP: 69382CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16294536 | PA      | $16305464.55   | 0.19%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV10                                                       | PMTLT 2025-INV10 A36               | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3360397 | PA      | $3375254.63    | 0.04%             | 2056-10-01      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV2                                                        | PMTLT 2026-INV2 A2                 | CUSIP: 69383NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11917656 | PA      | $11892057.37   | 0.14%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV4                                                        | PMTLT 2026-INV4 A1                 | CUSIP: 69383UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5700000 | PA      | $5788617.33    | 0.07%             | 2057-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV4                                                        | PMTLT 2026-INV4 A36                | CUSIP: 69383UBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $5399821.26    | 0.06%             | 2057-03-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                        | PMTLT 2025-INV9 A3                 | CUSIP: 69392UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5420654 | PA      | $5421504.56    | 0.06%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                        | PMTLT 2025-INV9 A9                 | CUSIP: 69392UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6770051 | PA      | $6779744.75    | 0.08%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                                                     | PR RNO PROPERTY                    | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1407575.00    | 0.02%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                        | PMTLT 2025-INV1 A1                 | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1466915 | PA      | $1483704.05    | 0.02%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1061176.89    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $4541918.84    | 0.05%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2406417.63    | 0.03%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     3386000 | PA      | $2862894.77    | 0.03%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299CB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     4680000 | PA      | $4670745.68    | 0.05%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      202000 | PA      | $202996.23     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                    | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     1138000 | PA      | $1100108.77    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                    | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2513893.04    | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                      | PNFED 2025-A C                     | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $208648.38     | 0.00%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                      | PNFED 2025-A D                     | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $207502.85     | 0.00%             | 2033-10-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1247713.72    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $608990.87     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      610000 | PA      | $597245.28     | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Revvity Inc                                                                     | REVVITY INC                        | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |      731000 | PA      | $700789.01     | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638AP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     2495000 | PA      | $3057011.35    | 0.04%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     3001000 | PA      | $2760062.47    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | SBSN INDO III                      | CUSIP: 71567RAM8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     1500000 | PA      | $1503052.67    | 0.02%             | 2029-02-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2715000 | PA      | $2698417.52    | 0.03%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     8245000 | PA      | $8342780.45    | 0.10%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | PETROBRAS GLOB                     | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      121000 | PA      | $123044.95     | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | PETROBRAS GLOB                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    11186000 | PA      | $11074832.59   | 0.13%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1040000 | PA      | $860316.17     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5506000 | PA      | $5569682.29    | 0.07%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6340000 | PA      | $6325536.94    | 0.07%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      970000 | PA      | $782874.27     | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    12014000 | PA      | $12235192.41   | 0.14%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3533000 | PA      | $3560576.19    | 0.04%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5315000 | PA      | $5407468.26    | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    40353103 | PA      | $43186784.81   | 0.51%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                           | PFIZER INVSTMNT                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     6113000 | PA      | $5751733.91    | 0.07%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $3263256.83    | 0.04%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $2274135.99    | 0.03%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                       | PG&E RECOV FND                     | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      905703 | PA      | $913106.74     | 0.01%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2227000 | PA      | $1843434.59    | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3851000 | PA      | $3932908.66    | 0.05%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5410000 | PA      | $5253967.92    | 0.06%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      620000 | PA      | $597636.99     | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172EG0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    13350000 | PA      | $13072908.13   | 0.15%             | 2036-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                     | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     1966000 | PA      | $1982471.13    | 0.02%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                    | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     2930000 | PA      | $3005796.16    | 0.04%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1476527.08    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1232517.85    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                                        | PMTLT 2025-CNF1 A8                 | CUSIP: 729906AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5137200 | PA      | $5091081.94    | 0.06%             | 2056-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF2                                                        | PMTLT 2025-CNF2 A1                 | CUSIP: 729911AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22822094 | PA      | $22716017.30   | 0.27%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV11                                                       | PMTLT 2025-INV11 A36               | CUSIP: 729916BK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18987847 | PA      | $19071695.51   | 0.22%             | 2056-11-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-CNF1                                                        | PMTLT 2026-CNF1 A1                 | CUSIP: 729920AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17793222 | PA      | $17401913.16   | 0.20%             | 2057-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-CNF1                                                        | PMTLT 2026-CNF1 A26                | CUSIP: 729920BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8336002 | PA      | $8318441.86    | 0.10%             | 2057-01-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV4                                                        | PMTLT 2025-INV4 A3                 | CUSIP: 73015DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35264709 | PA      | $35270245.70   | 0.41%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV4                                                        | PMTLT 2025-INV4 A9                 | CUSIP: 73015DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17788674 | PA      | $17790100.38   | 0.21%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                        | PMTLT 2025-INV2 A8                 | CUSIP: 73015JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450552 | PA      | $1450690.16    | 0.02%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV12                                                       | PMTLT 2025-INV12 A35               | CUSIP: 73015KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35014468 | PA      | $35166693.25   | 0.41%             | 2056-12-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV1                                                        | PMTLT 2026-INV1 A2                 | CUSIP: 73015LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9541473 | PA      | $9542971.20    | 0.11%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV1                                                        | PMTLT 2026-INV1 A36                | CUSIP: 73015LBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9541473 | PA      | $9545142.84    | 0.11%             | 2057-01-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-J1                                                          | PMTLT 2026-J1 A25                  | CUSIP: 73015MBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5963060 | PA      | $5927553.44    | 0.07%             | 2057-07-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      600000 | PA      | $599934.32     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148145.14     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      915000 | PA      | $909299.48     | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                                            | PROG 2024-SFR2 A                   | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      377646 | PA      | $362050.84     | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      495000 | PA      | $496635.11     | 0.01%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     7535000 | PA      | $7537142.76    | 0.09%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                                            | PROG 2024-SFR1 A                   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      405110 | PA      | $389895.40     | 0.00%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                                            | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      177426 | PA      | $175163.78     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                                            | PROG 2024-SFR3 A                   | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      566078 | PA      | $535442.15     | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                            | PROG 2024-SFR5 A                   | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1101713 | PA      | $1041482.10    | 0.01%             | 2041-08-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                            | PROG 2022-SFR5 A                   | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      145570 | PA      | $144897.19     | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                            | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      144925 | PA      | $144350.15     | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                            | PROG 2025-SFR3 A                   | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2270000 | PA      | $2144535.97    | 0.03%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                            | PROG 2025-SFR3 B                   | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $855607.73     | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                            | PROG 2025-SFR6 A                   | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4090000 | PA      | $3942950.19    | 0.05%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                            | PROG 2025-SFR6 B                   | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $924335.51     | 0.01%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | PROG 2025-SFR2 A                   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2948661 | PA      | $2773628.41    | 0.03%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                                            | PROG 2024-SFR4 A                   | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1012849 | PA      | $960120.87     | 0.01%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2026-SFR2 Trust                                            | PROG 2026-SFR2 A                   | CUSIP: 74334KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2020000 | PA      | $1954619.47    | 0.02%             | 2043-05-17      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2026-SFR2 Trust                                            | PROG 2026-SFR2 B                   | CUSIP: 74334KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1140729.12    | 0.01%             | 2043-05-17      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | PROG 2025-SFR1 A                   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1027560 | PA      | $975541.55     | 0.01%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | PROG 2025-SFR1 B                   | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194251 | PA      | $184027.20     | 0.00%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     5420000 | PA      | $5493110.00    | 0.06%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XCV1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2460425.48    | 0.03%             | 2036-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      616000 | PA      | $575093.67     | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |        1000 | PA      | $767.75        | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      329000 | PA      | $251197.36     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      530000 | PA      | $494094.12     | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     2936000 | PA      | $3025724.23    | 0.04%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1866478.63    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1475343.20    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                           | QTSII 2025-1A A2                   | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $176524.83     | 0.00%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                           | QTSII 2026-1A A2                   | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4910000 | PA      | $4834856.38    | 0.06%             | 2056-01-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                           | QTSII 2026-4A A2                   | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3001567.50    | 0.04%             | 2056-03-05      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                           | QNITY ELECTRONIC                   | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      468825 | PA      | $470193.97     | 0.01%             | 2032-11-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                           | QNITY ELECTRONIC                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1465484.90    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1056442.80    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                      | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $534046.49     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1257834.42    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     3004000 | PA      | $3045669.07    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                    | RCKTL 2025-2A B                    | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $279330.32     | 0.00%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                             | RCKTL 2025-1A B                    | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $160320.37     | 0.00%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                                                | RD MI PROP OWN I                   | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5960000 | PA      | $5967554.79    | 0.07%             | 2045-03-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                      | RHP HOTEL PPTY                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      640000 | PA      | $659185.85     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Series 2006-SA2 Trust                                                     | RFMSI 2006-SA2 2A1                 | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237865 | PA      | $157524.46     | 0.00%             | 2036-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-SA3 Trust                                                     | RFMSI 2006-SA3 2A1                 | CUSIP: 749575AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90477 | PA      | $47146.07      | 0.00%             | 2036-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                                       | RRAM 2025-41A A1A                  | CUSIP: 749764AA4<br>LEI: 254900MKRTHN5MG3CP95 | Long             | ABS-MBS          | CORP              | KY        |      890000 | PA      | $891950.35     | 0.01%             | 2040-10-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                      | RHP HOTEL PPTY                     | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $348090.53     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RKTL 2026-1                                                                     | RKTL 2026-1A B                     | CUSIP: 74990JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $377198.60     | 0.00%             | 2035-02-26      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                          | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      845000 | PA      | $839637.87     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                  | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $48515.38      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                              | RAYBURN CTRY                       | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333417 | PA      | $317348.17     | 0.00%             | 2030-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                           | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1273886.29    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2147000 | PA      | $2310100.32    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      488000 | PA      | $481604.43     | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      166000 | PA      | $159513.72     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                                                    | ROAK 2025-1A A                     | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770000 | PA      | $772073.69     | 0.01%             | 2030-12-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     5973000 | PA      | $6135675.49    | 0.07%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | VDCR 2025-1A A2A                   | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |     2440000 | PA      | $2380127.77    | 0.03%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                       | RIO TINTO FINANC                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     5975000 | PA      | $3619457.04    | 0.04%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | RIO TINTO FINANC                   | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     5955000 | PA      | $5027492.58    | 0.06%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | RIVERS ENT BOR                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $239068.89     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $700581.58     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $978549.00     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | ROCKET SOFTWARE                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     1476670 | PA      | $1406193.38    | 0.02%             | 2028-11-28      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206000 | PA      | $204157.21     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | ROCKET SOFTWARE                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119227.43     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      245000 | PA      | $250083.82     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      935000 | PA      | $965367.35     | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                | ROLLER BEARING                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61574.66      | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: 775921AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    11844000 | PA      | $11157065.56   | 0.13%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rowe CLO 2026-1 Ltd                                                             | ROWE 2026-1A A1                    | CUSIP: 779520AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     2040000 | PA      | $2042563.26    | 0.02%             | 2039-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Rowe CLO 2026-1 Ltd                                                             | ROWE 2026-1A B                     | CUSIP: 779520AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1650000 | PA      | $1655191.07    | 0.02%             | 2039-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      293000 | PA      | $291449.98     | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6646000 | PA      | $6757614.07    | 0.08%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3033000 | PA      | $3041403.84    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                     | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1371000 | PA      | $1323424.90    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RR 44 Ltd                                                                       | RRAM 2026-44A A1A                  | CUSIP: 78109WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1410000 | PA      | $1410324.58    | 0.02%             | 2041-04-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| RR 44 Ltd                                                                       | RRAM 2026-44A A2                   | CUSIP: 78109WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1660000 | PA      | $1661624.81    | 0.02%             | 2041-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                      | RUTGERS UNIV-P-TXBL                | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     8660000 | PA      | $5649160.48    | 0.07%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                              | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43041.63      | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1712000 | PA      | $1753661.63    | 0.02%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                   | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1243915.94    | 0.01%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                | SFAST 2024-2A A4                   | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      211000 | PA      | $214153.16     | 0.00%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                | SFAST 2024-2A B                    | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      249000 | PA      | $251840.14     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                | SFAST 2024-2A C                    | CUSIP: 78397XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281000 | PA      | $286002.84     | 0.00%             | 2032-02-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                | SFAST 2025-2A B                    | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $473086.68     | 0.01%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                | SFAST 2025-2A C                    | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1940000 | PA      | $1947191.97    | 0.02%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                | SFAST 2025-3A C                    | CUSIP: 78398KAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1720000 | PA      | $1704807.41    | 0.02%             | 2033-11-21      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIO                   | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      238000 | PA      | $236564.55     | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFAST 2024-1A B                    | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195000 | PA      | $198199.76     | 0.00%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFAST 2024-1A C                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274000 | PA      | $278603.36     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                              | SCCU 2024-1A A4                    | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179000 | PA      | $180916.52     | 0.00%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                | SFAST 2024-3A B                    | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      336000 | PA      | $337663.20     | 0.00%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                | SFAST 2024-3A C                    | CUSIP: 78436XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      533000 | PA      | $535391.89     | 0.01%             | 2032-10-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                              | SBAT 2024-A C                      | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281000 | PA      | $284576.65     | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                              | SBAT 2024-A D                      | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $279537.83     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                            | SBAT 2025-SF1 D                    | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $381057.46     | 0.00%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                         | SMB 2018-B A2A                     | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |       77689 | PA      | $77318.44      | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                         | SMB 2018-C A2A                     | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |      108817 | PA      | $108412.19     | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                       | SLG 2021-OVA A                     | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1980000 | PA      | $1766556.00    | 0.02%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2026-A                                         | SMB 2026-A A1A                     | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1840000 | PA      | $1811607.51    | 0.02%             | 2053-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      145000 | PA      | $148754.49     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1030543.67    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      755000 | PA      | $765581.34     | 0.01%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      894000 | PA      | $893914.33     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO PROPERTY                    | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | PA      | $905166.33     | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SDCP 2026-1 A2                     | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3140000 | PA      | $3111604.04    | 0.04%             | 2051-01-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $27047519.94   | 0.32%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     4440000 | PA      | $4432802.13    | 0.05%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $2781742.99    | 0.03%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                    | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1037269.19    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     8960000 | PA      | $8888190.86    | 0.10%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                   | SDART 2024-2 C                     | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      432000 | PA      | $439018.01     | 0.01%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                   | SDART 2024-2 D                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469000 | PA      | $481846.10     | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                   | SDART 2023-6 C                     | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $347817.99     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                   | SDART 2023-1 C                     | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       70700 | PA      | $71106.12      | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SDART 2024-3 C                     | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1231000 | PA      | $1249585.02    | 0.01%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SDART 2024-3 D                     | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1304000 | PA      | $1331836.36    | 0.02%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                  | SDART 2025-2 D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17750000 | PA      | $17919903.00   | 0.21%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                   | SDART 2024-1 C                     | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      223000 | PA      | $224793.57     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SDART 2025-1 D                     | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      430000 | PA      | $433872.41     | 0.01%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                   | SDART 2025-3 D                     | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5120000 | PA      | $5122953.73    | 0.06%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SBCLN 2023-B D                     | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      166944 | PA      | $169193.68     | 0.00%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A                           | SBCLN 2025-A D                     | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $567982.49     | 0.01%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SDART 2024-5 C                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1453000 | PA      | $1458560.34    | 0.02%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SDART 2024-5 D                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2457000 | PA      | $2465991.15    | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    20643000 | PA      | $19806473.53   | 0.23%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     6929000 | PA      | $6799356.81    | 0.08%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                  | SAZERAC CO INC                     | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     1755600 | PA      | $1753405.50    | 0.02%             | 2032-07-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                              | SCCU 2023-1A A4                    | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59000 | PA      | $59762.09      | 0.00%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                              | SCCU 2025-1A A4                    | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $340770.58     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | SCHLUMBERGER HLD                   | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1406820.45    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EW Scripps Co/The                                                               | EW SCRIPPS                         | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      405000 | PA      | $406234.19     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128000 | PA      | $121287.16     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2025-A B                     | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |       85171 | PA      | $85710.24      | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2025-A C                     | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |       33757 | PA      | $34005.97      | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SSTRT 2025-B C                     | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      181648 | PA      | $182961.02     | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SSTRT 2025-B D                     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      136236 | PA      | $137022.29     | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2026-A C                     | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      391151 | PA      | $390021.57     | 0.00%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2026-A D                     | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      435600 | PA      | $434421.66     | 0.01%             | 2033-03-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                  | SEMT 2025-S2 A1                    | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31957364 | PA      | $29437781.14   | 0.35%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      875000 | PA      | $826135.86     | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                       | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      585000 | PA      | $600104.56     | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      345000 | PA      | $317192.26     | 0.00%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                  | SFAST 2025-1A B                    | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84000 | PA      | $85024.55      | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                  | SFAST 2025-1A C                    | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497000 | PA      | $501742.03     | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1                                | SFAST 2026-1A C                    | CUSIP: 81885FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4140000 | PA      | $4075407.31    | 0.05%             | 2033-11-21      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5247000 | PA      | $4440434.17    | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | SHELL FINANCE US                   | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $3977.92       | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      940000 | PA      | $938443.78     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING                    | CUSIP: 82622RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5395000 | PA      | $5488196.39    | 0.06%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     8530000 | PA      | $5780662.21    | 0.07%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LEN                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1986000 | PA      | $2030529.87    | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC   | SIX FLAGS ENTE                     | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $305192.10     | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                              | SIXTH STREET                       | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1502075.26    | 0.02%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                              | SIXTH STREET                       | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      730000 | PA      | $739838.57     | 0.01%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     2735000 | PA      | $2776656.12    | 0.03%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | SMURFIT WESTROCK                   | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     6760000 | PA      | $6662051.25    | 0.08%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Sociedad Transmisora Metropolitana SpA                                          | SOCIEDAD TRANSMI                   | CUSIP: 83363UAA8<br>LEI: 549300LITZNRC4TB4848 | Long             | DBT              | CORP              | CL        |     2071000 | PA      | $2102245.14    | 0.02%             | 2055-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                                         | SCLP 2025-4 C                      | CUSIP: 83405UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $536780.03     | 0.01%             | 2035-08-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                                         | SCLP 2026-1 C                      | CUSIP: 83408AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $951266.59     | 0.01%             | 2035-12-26      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     4795000 | PA      | $4803485.84    | 0.06%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     1837000 | PA      | $1823660.30    | 0.02%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2251000 | PA      | $1701961.49    | 0.02%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9197.34       | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3132178.34    | 0.04%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4652628.38    | 0.05%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR                   | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4242248.17    | 0.05%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB                   | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      315000 | PA      | $230719.49     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB                   | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |        6000 | PA      | $3863.95       | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2111.86       | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142692.03     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      725000 | PA      | $725354.02     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      350000 | PA      | $349772.35     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                 | STANDARD BUILDIN                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50540.94      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                 | STANDARD BUILDIN                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      435000 | PA      | $434972.53     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Stanford Health Care                                                            | STANFORD HEALTH                    | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     4362000 | PA      | $2816897.05    | 0.03%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10362.97      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      278000 | PA      | $280865.58     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      160000 | PA      | $164540.65     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1852000 | PA      | $1739998.99    | 0.02%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5710322.51    | 0.07%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477DG5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     4665000 | PA      | $4624174.15    | 0.05%             | 2037-04-24      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                      | CUSIP: 857524AL6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     4030000 | PA      | $4042150.43    | 0.05%             | 2056-04-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     5660000 | PA      | $5601420.40    | 0.07%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                       | STELLANTIS FIN                     | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1003494.62    | 0.01%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                  | SFUEL 2026-AA C                    | CUSIP: 85856FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1498125.00    | 0.02%             | 2030-12-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                  | SFUEL 2025-AA C                    | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1135353.83    | 0.01%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                   | SFUEL 2025-BA C                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      810000 | PA      | $808282.31     | 0.01%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITA                       | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      254000 | PA      | $252790.25     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                       | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1160706.26    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                       | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      973000 | PA      | $985335.51     | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                         | STUDIO CITY FIN                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     1090000 | PA      | $1038951.28    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                              | SUBWAY 2024-1A A2I                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2269275 | PA      | $2285774.44    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      787000 | PA      | $710406.55     | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                     | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2915000 | PA      | $2870491.92    | 0.03%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                     | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7170000 | PA      | $6951975.30    | 0.08%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                    | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      124000 | PA      | $117467.82     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      779000 | PA      | $807154.78     | 0.01%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      525000 | PA      | $526716.35     | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      315000 | PA      | $313646.81     | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      430000 | PA      | $424103.66     | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                      | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     5832000 | PA      | $4495670.74    | 0.05%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                           | SUZANO NETHERLAN                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     1049000 | PA      | $1027126.51    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | SUZANO AUSTRIA                     | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      849000 | PA      | $869302.23     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | SUZANO AUSTRIA                     | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $795385.91     | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                           | SWTCH 2025-2A A21                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2160000 | PA      | $2128948.06    | 0.02%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                      | PINNACLE BANK                      | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     2219000 | PA      | $2203234.69    | 0.03%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                         | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      407000 | PA      | $374742.72     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                         | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      400000 | PA      | $390898.08     | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3343000 | PA      | $3153645.64    | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TMSQ 2014-1500 Mortgage Trust                                                   | TMSQ 2014-1500 A                   | CUSIP: 87264JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1116692 | PA      | $1038186.21    | 0.01%             | 2036-10-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | BELL 2025-1A A2I                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4943227.00    | 0.06%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                          | SUMISHO AIR LEAS                   | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    16060000 | PA      | $15957543.91   | 0.19%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                          | SUMISHO AIR LEAS                   | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    25600000 | PA      | $25374737.11   | 0.30%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUP                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1021745.05    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUP                   | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      770000 | PA      | $773242.72     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1065252.62    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $159603.79     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1067453.56    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      847000 | PA      | $882514.74     | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2412000 | PA      | $2429736.18    | 0.03%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                             | TEACHERS INS&AN                    | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $2726970.88    | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      684000 | PA      | $665961.85     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1437758.44    | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | TLEVS 2025-A B                     | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $670846.08     | 0.01%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | TLEVS 2025-A C                     | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1052207.73    | 0.01%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1505000 | PA      | $1493773.31    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2095000 | PA      | $2181053.65    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                   | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     1365000 | PA      | $1398494.57    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                             | TEVT 2023-1 A4                     | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244000 | PA      | $246897.01     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                             | TEVT 2023-1 B                      | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      243000 | PA      | $246390.70     | 0.00%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     5365000 | PA      | $5290984.36    | 0.06%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                     | THOMAS J UNIV                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     2133000 | PA      | $1506790.83    | 0.02%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      387000 | PA      | $376860.62     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                             | TIF 2024-2A A                      | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1117639 | PA      | $1119146.99    | 0.01%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $303732.17     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      680000 | PA      | $688643.42     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1016000 | PA      | $1040259.37    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3444000 | PA      | $3482683.60    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5318000 | PA      | $5360378.74    | 0.06%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     4245000 | PA      | $4163126.57    | 0.05%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     7850000 | PA      | $7805197.28    | 0.09%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TOTALENERGIES                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     2336000 | PA      | $2173867.79    | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                   | TOTALENERGI CAP                    | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     9620000 | PA      | $9518862.46    | 0.11%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                                     | TALNT 2024-1A A                    | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |      929000 | PA      | $952139.35     | 0.01%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      914000 | PA      | $919042.62     | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                      | TAOT 2024-D A4                     | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $245886.14     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                            | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     1136000 | PA      | $1137516.56    | 0.01%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                              | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4666703.17    | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       53000 | PA      | $53739.35      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      281000 | PA      | $286977.39     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      185000 | PA      | $186861.94     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7539983.17    | 0.09%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      830000 | PA      | $831020.91     | 0.01%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       14962 | PA      | $14983.83      | 0.00%             | 2032-01-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      125000 | PA      | $125156.25     | 0.00%             | 2033-02-10      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      360000 | PA      | $385748.86     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       78400 | PA      | $82104.85      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      517000 | PA      | $537077.21     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      857000 | PA      | $906783.32     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                              | TCN 2024-SFR4 A                    | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      710881 | PA      | $698309.48     | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                              | TCN 2024-SFR4 B                    | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292902 | PA      | $286944.96     | 0.00%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                 | TRINIDAD&TOBAGO                    | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    12600000 | PA      | $12882729.22   | 0.15%             | 2036-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2021 LLC                                                   | TRL 2024-1A A                      | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      764570 | PA      | $765323.11     | 0.01%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                                   | TRL 2025-1A A                      | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      954207 | PA      | $939812.07     | 0.01%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     4520000 | PA      | $4498674.08    | 0.05%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2457137.37    | 0.03%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1903305.94    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    12327000 | PA      | $12470749.65   | 0.15%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                         | CRC INSURANCE GR                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      530000 | PA      | $523375.00     | 0.01%             | 2032-05-06      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                              | TACLN 2025-1 B                     | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2191628 | PA      | $2190909.63    | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     1960000 | PA      | $2048647.99    | 0.02%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |      990000 | PA      | $971319.89     | 0.01%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     5449000 | PA      | $5559153.15    | 0.07%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DT4<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    27590000 | PA      | $26633033.07   | 0.31%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DV9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     1233000 | PA      | $1222572.28    | 0.01%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                          | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8242000 | PA      | $7930909.65    | 0.09%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     1386000 | PA      | $1374118.61    | 0.02%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      885000 | PA      | $862343.07     | 0.01%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      508000 | PA      | $483543.98     | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6069000 | PA      | $6237626.68    | 0.07%             | 2035-02-08      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1465000 | PA      | $1507090.36    | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5946000 | PA      | $5859413.34    | 0.07%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      237000 | PA      | $226229.85     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO WORLDWIDE HO                   | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      179548 | PA      | $179903.06     | 0.00%             | 2031-11-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                           | UBSCM 2017-C7 A4                   | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346042 | PA      | $341330.81     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102146.58     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      121000 | PA      | $123831.77     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      605000 | PA      | $607294.93     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $16317.59      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5090212.65    | 0.06%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2302830.57    | 0.03%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     5285000 | PA      | $5140098.40    | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                                   | USCLN 2025-SUP2 B1                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2224595 | PA      | $2221595.09    | 0.03%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2026-RVM1 B1                 | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4724137 | PA      | $4677371.54    | 0.05%             | 2046-12-25      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2026-RVM1 C                  | CUSIP: 90355PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      878021 | PA      | $869485.51     | 0.01%             | 2046-12-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                               | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54452 | PA      | $55422.97      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | UNITED AIRLINES                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      230000 | PA      | $226800.20     | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | UNITED AIRLINES                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      455000 | PA      | $449339.56     | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      279000 | PA      | $168350.17     | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    45731000 | PA      | $46551244.34   | 0.55%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    14193000 | PA      | $13956995.52   | 0.16%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5687000 | PA      | $5695176.43    | 0.07%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1982000 | PA      | $1989600.54    | 0.02%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2876893.24    | 0.03%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1217563.90    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4872000 | PA      | $4942596.91    | 0.06%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     6910000 | PA      | $7015133.37    | 0.08%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16490000 | PA      | $15592712.15   | 0.18%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14760000 | PA      | $14720793.75   | 0.17%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17000000 | PA      | $13444609.29   | 0.16%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $17195312.40   | 0.20%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25338000 | PA      | $17597043.11   | 0.21%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4711000 | PA      | $3218385.89    | 0.04%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1040000 | PA      | $765050.00     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16331000 | PA      | $10289805.78   | 0.12%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42300000 | PA      | $19842995.99   | 0.23%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43700000 | PA      | $21109148.22   | 0.25%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35400000 | PA      | $18260038.97   | 0.21%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32800000 | PA      | $20291156.17   | 0.24%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3105000 | PA      | $2061065.03    | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42100000 | PA      | $22835960.73   | 0.27%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32763000 | PA      | $22496406.63   | 0.26%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38063000 | PA      | $22653432.34   | 0.27%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11852000 | PA      | $8582977.69    | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $8190234.40    | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25800000 | PA      | $22687875.00   | 0.27%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17424000 | PA      | $16715469.42   | 0.20%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38000000 | PA      | $37017343.56   | 0.43%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28000000 | PA      | $26919375.00   | 0.32%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44156000 | PA      | $43597150.63   | 0.51%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28009000 | PA      | $28142480.25   | 0.33%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $19769531.20   | 0.23%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | TSY INFL IX N/B                    | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    17108300 | PA      | $18245919.91   | 0.21%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43356000 | PA      | $43435599.01   | 0.51%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40977000 | PA      | $40112641.41   | 0.47%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | TSY INFL IX N/B                    | CUSIP: 91282CQP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    46137600 | PA      | $46043819.63   | 0.54%             | 2031-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3226000 | PA      | $2784739.81    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4723000 | PA      | $3517140.24    | 0.04%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $2647310.32    | 0.03%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        3000 | PA      | $1986.06       | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1553007.38    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1838.75       | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7555000 | PA      | $7601779.72    | 0.09%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue           | UNIV OF CALIFORNIA-H               | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1705000 | PA      | $1783335.03    | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18984.54      | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2197634.85    | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      175000 | PA      | $181184.61     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      595000 | PA      | $598306.73     | 0.01%             | 2033-04-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | UNIV TX REVS-C-BABS                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2270000 | PA      | $2120472.60    | 0.02%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                          | UNIV OF VIRGINIA-REF               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3890000 | PA      | $2195098.99    | 0.03%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                | VBTEL 2026-1A C2                   | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2130000 | PA      | $2082638.17    | 0.02%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                               | UZBEKNEFTEGAZ                      | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    21850000 | PA      | $23462803.64   | 0.28%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      935000 | PA      | $933881.53     | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd                                                                     | VALARIS                            | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      115000 | PA      | $119906.77     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      516000 | PA      | $526700.08     | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VDC 2025-1A A2                     | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |     5370000 | PA      | $5211711.73    | 0.06%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VDC 2025-2A A2                     | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5500000 | PA      | $5384438.95    | 0.06%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $701881.96     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      565000 | PA      | $600496.11     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $252640.39     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2184000 | PA      | $2277421.92    | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      413000 | PA      | $395542.40     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1260236.89    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      555000 | PA      | $605781.93     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1560845.13    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1754000 | PA      | $1684686.20    | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3145813.98    | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3401000 | PA      | $3358507.70    | 0.04%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3433000 | PA      | $3314025.67    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-2 B                      | CUSIP: 92348KCJ0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      479000 | PA      | $484605.83     | 0.01%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-2 C                      | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      594000 | PA      | $601578.25     | 0.01%             | 2031-12-22      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                              | VZMT 2024-5 B                      | CUSIP: 92348KDC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1048000 | PA      | $1066110.17    | 0.01%             | 2032-06-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-7 C                      | CUSIP: 92348KDL4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      317000 | PA      | $317028.37     | 0.00%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-8 C                      | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      272000 | PA      | $273314.96     | 0.00%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |       72000 | PA      | $72471.07      | 0.00%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-3 C                      | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1153808.00    | 0.01%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-4 B                      | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1860000 | PA      | $1876779.43    | 0.02%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-4 C                      | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1616258.08    | 0.02%             | 2033-03-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-5 C                      | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $290576.72     | 0.00%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-6 B                      | CUSIP: 92348KEL3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $411244.23     | 0.00%             | 2033-06-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-6 C                      | CUSIP: 92348KEM1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $221101.36     | 0.00%             | 2033-06-21      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-8 C                      | CUSIP: 92348KEU3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $236885.93     | 0.00%             | 2033-08-22      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2023-6 B                      | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1680000 | PA      | $1691673.65    | 0.02%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2023-6 C                      | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2116595.67    | 0.02%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group Inc                                                         | VERSANT MEDIA GR                   | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |      225000 | PA      | $225328.05     | 0.00%             | 2031-01-30      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                     | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1488243.94    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $924815.47     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       90000 | PA      | $66206.91      | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       90000 | PA      | $56607.80      | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                                   | VIRGIN MEDIA VI                    | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |      760000 | PA      | $682677.63     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7389.01       | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $2398702.01    | 0.03%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2748000 | PA      | $2660427.16    | 0.03%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1200918.43    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1936194.46    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     8140000 | PA      | $8049676.93    | 0.09%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VBB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     9130000 | PA      | $9091887.82    | 0.11%             | 2033-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $3052487.02    | 0.04%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                        | WFRBS 2014-C20 B                   | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      352703 | PA      | $305081.34     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                        | WFRBS 2014-C20 C                   | CUSIP: 92890FAZ9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      228830 | PA      | $100680.62     | 0.00%             | 2047-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                                             | VOYA 2022-3A A1R2                  | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     1640000 | PA      | $1638130.24    | 0.02%             | 2036-10-20      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust                   | WAMU 2003-AR7 A7                   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6143 | PA      | $6029.91       | 0.00%             | 2033-08-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust                  | WAMU 2002-AR18 A                   | CUSIP: 929227ZC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1674 | PA      | $1669.71       | 0.00%             | 2033-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                   | WAMU 2003-AR9 1A7                  | CUSIP: 92922FBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10250 | PA      | $10096.11      | 0.00%             | 2033-09-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| WFLD 2014-MONT Mortgage Trust                                                   | WFLD 2014-MONT A                   | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1441768 | PA      | $1418949.10    | 0.02%             | 2031-08-10      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1717862.84    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      319000 | PA      | $322324.84     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44658.94      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      189000 | PA      | $188667.08     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      361000 | PA      | $369740.06     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                 | WELLI 2023-1A AR                   | CUSIP: 94957JAJ3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |      590000 | PA      | $590907.48     | 0.01%             | 2038-10-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                 | WELLI 2023-1A BR                   | CUSIP: 94957JAL8<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |      690000 | PA      | $691689.05     | 0.01%             | 2038-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1300259.03    | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                          | WFMBS 2006-AR14 2A1                | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63115 | PA      | $58358.07      | 0.00%             | 2036-10-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | WFCM 2014-LC16 C                   | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      238585 | PA      | $159849.46     | 0.00%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                 | WFCM 2015-LC22 C                   | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |       47048 | PA      | $44695.30      | 0.00%             | 2058-09-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust                             | WFMBS 2022-2 A5                    | CUSIP: 949930AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $931238.49     | 0.01%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust                             | WFMBS 2022-2 A6                    | CUSIP: 949930AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $3603928.14    | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-1250B                                | WFCM 2026-1250B A                  | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1960000 | PA      | $1938352.78    | 0.02%             | 2041-03-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4794000 | PA      | $4753322.63    | 0.06%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      731000 | PA      | $690102.19     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3292000 | PA      | $3220369.53    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3136000 | PA      | $3148710.29    | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8324.79       | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3257000 | PA      | $3320128.62    | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12478000 | PA      | $12151091.81   | 0.14%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10400000 | PA      | $9886786.17    | 0.12%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                  | WFCM 2017-C39 A4                   | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      283148 | PA      | $279624.61     | 0.00%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A3                   | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353415 | PA      | $349438.76     | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A4                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126873 | PA      | $125264.95     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | WFCM 2017-RC1 A4                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126060 | PA      | $125370.14     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                  | WFCM 2018-C43 C                    | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |      177470 | PA      | $166365.52     | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                  | WFCM 2018-C45 A4                   | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |      275613 | PA      | $273018.52     | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                  | WFCM 2018-C46 A4                   | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174673 | PA      | $172874.99     | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                  | WFCM 2018-C48 A5                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |       82886 | PA      | $82152.25      | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                  | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |      843112 | PA      | $841451.58     | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-INV2 Trust                          | WFMBS 2021-INV2 A2                 | CUSIP: 95003FBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1073503 | PA      | $885980.48     | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C65                                  | WFCM 2025-C65 A5                   | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1940000 | PA      | $1964225.17    | 0.02%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-C66                                  | WFCM 2026-C66 A5                   | CUSIP: 95005CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5220000 | PA      | $5416676.03    | 0.06%             | 2059-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                      | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      801000 | PA      | $795742.17     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1674764.49    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                      | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1634955.72    | 0.02%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WEN 2018-1A A2II                   | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |     2448910 | PA      | $2396857.89    | 0.03%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |      257073 | PA      | $246894.13     | 0.00%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      147000 | PA      | $150083.81     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53655.36      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      225000 | PA      | $225052.11     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      220000 | PA      | $219450.00     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                                    | WLAKE 2026-1A C                    | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3110000 | PA      | $3083958.10    | 0.04%             | 2031-06-16      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                                    | WLAKE 2026-1A D                    | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1740000 | PA      | $1724466.85    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                                  | WFLOOR 2025-1A B                   | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $668268.72     | 0.01%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                | WESTROCK MWV LLC                   | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1035153.96    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      465000 | PA      | $455469.60     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     1656000 | PA      | $1585855.01    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3230000 | PA      | $3342711.52    | 0.04%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4075.73       | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      917000 | PA      | $925894.44     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2634431.88    | 0.03%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      621000 | PA      | $589016.20     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                        | WOART 2024-A C                     | CUSIP: 98164RAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $242723.62     | 0.00%             | 2030-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                        | WOART 2025-A B                     | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      248000 | PA      | $251697.93     | 0.00%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                        | WOART 2025-A C                     | CUSIP: 98164YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      348000 | PA      | $352537.99     | 0.00%             | 2031-10-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2026-A                                        | WOART 2026-A C                     | CUSIP: 98190AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1136542.82    | 0.01%             | 2032-12-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF COMPUTE LLC                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      875000 | PA      | $919311.11     | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      242000 | PA      | $238021.63     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      450000 | PA      | $445555.86     | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1510000 | PA      | $1512645.71    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24538.62      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27650.79      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      165000 | PA      | $176209.38     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                    | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      243000 | PA      | $227168.49     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Master Trust II                                                    | YMMT 2026-A C                      | CUSIP: 98463GAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $229676.97     | 0.00%             | 2031-04-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NA CAPITAL                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107564.55     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NA CAPITAL                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1169325.59    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     4005000 | PA      | $4062102.45    | 0.05%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                             | ENERGUATE TR 2 0                   | CUSIP: N/A<br>LEI: 2549000ZL9MU01FZK194       | Long             | DBT              | CORP              | KY        |     9727000 | PA      | $9743415.95    | 0.11%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                      | CUSIP: N/A<br>LEI: 254900BA3U6G5DNV5V04       | Long             | DBT              | CORP              | KY        |     3206000 | PA      | $3224957.37    | 0.04%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1685 | NC      | $-5782473.26   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |     1227000 | PA      | $1303554.87    | 0.02%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |    10938000 | PA      | $11696426.61   | 0.14%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL                   | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |     1854000 | PA      | $1866452.31    | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    14039000 | PA      | $13912667.39   | 0.16%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     8588000 | PA      | $8105907.22    | 0.10%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     3789000 | PA      | $3923318.50    | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     7616000 | PA      | $8061500.34    | 0.09%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    38691000 | PA      | $38943642.21   | 0.46%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |      243000 | PA      | $246419.31     | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    12634000 | PA      | $12156154.03   | 0.14%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     1585000 | PA      | $1497039.00    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    43760000 | PA      | $43815982.65   | 0.51%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     5000000 | PA      | $5264625.04    | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                        | COSTA RICA GOVT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CR        |      437000 | PA      | $476751.14     | 0.01%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                        | COSTA RICA GOVT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CR        |     1500000 | PA      | $1687500.00    | 0.02%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |      906000 | PA      | $915545.93     | 0.01%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     4000000 | PA      | $3978799.57    | 0.05%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: ZS8419047<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |    17091000 | PA      | $17000388.40   | 0.20%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     6914000 | PA      | $6958104.93    | 0.08%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honduras Government International Bond                                          | HONDURAS GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HN        |      792000 | PA      | $907602.44     | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    34406000 | PA      | $34552054.32   | 0.41%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELEC PWR                     | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |     1958000 | PA      | $1963024.45    | 0.02%             | 2026-07-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp                                                         | KOREA NATL OIL                     | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |     1561000 | PA      | $1556385.55    | 0.02%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | SBSN INDO III                      | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |     1219000 | PA      | $1235107.61    | 0.01%             | 2030-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     5164000 | PA      | $5277282.55    | 0.06%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     6195000 | PA      | $6385961.17    | 0.07%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | FREEPORT INDONES                   | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     1154000 | PA      | $1154268.73    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -438 | NC      | $316580.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | SWP: JPY 0.880200 19-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 15792220000 | NC      | $264020.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (TURKEY)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -6920000 | NC      | $-3277.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: CZK 3.588500 18-SEP-2030 PRI  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  1000000000 | NC      | $-1488802.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: PLN 4.400000 19-SEP-2035 WIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    68920000 | NC      | $483194.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.100000 18-OCT-2040 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    18400000 | NC      | $349276.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.358000 18-OCT-2045 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    20400000 | NC      | $-344882.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.542000 20-JUN-2029 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    98240000 | NC      | $-834999.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.274000 18-JUN-2031 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    38772000 | NC      | $-776995.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: BRL 12.804000 02-JAN-2029 BZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   163947500 | NC      | $-468492.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.517000 22-JAN-2041 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3240000 | NC      | $25848.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.780500 22-JAN-2046 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3990000 | NC      | $-24446.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (TELEFO)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     4300000 | NC      | $-84433.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTR 3.350000 16-OCT-2030  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    45900000 | NC      | $1131892.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTR 3.608000 16-OCT-2035  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -38700000 | NC      | $-1687417.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.270000 16-JUL-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    90140000 | NC      | $78621.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 2.870000 16-JUL-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -90140000 | NC      | $-25974.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 30Y RTR 4.090000 16-JUL-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -10100000 | NC      | $-121268.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 30Y RTR 3.690000 16-JUL-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    10100000 | NC      | $17647.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                       | BETCLIC EVEREST                    | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | LON              | CORP              | FR        |      115000 | PA      | $115287.50     | 0.00%             | 2031-12-09      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.600000 20-JAN-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48880000 | NC      | $482254.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.850000 20-JAN-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -48880000 | NC      | $-374843.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 4.100000 20-JAN-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -48880000 | NC      | $-289015.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.500000 21-JAN-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    46290000 | NC      | $372421.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.750000 21-JAN-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -92580000 | NC      | $-509208.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.450000 05-FEB-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    45700000 | NC      | $400732.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.750000 05-FEB-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -91400000 | NC      | $-517422.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.700000 13-MAY-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -37960000 | NC      | $-126399.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.500000 13-MAY-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    37960000 | NC      | $396475.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.800000 13-MAY-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -37960000 | NC      | $-54379.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.572000 15-NOV-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    21910000 | NC      | $604633.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.251500 31-AUG-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   115164922 | NC      | $1940153.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.157448 15-MAR-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   264600000 | NC      | $2404320.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: HUF 7.085 19-MAR-2036 BUB    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 11757968846 | NC      | $1978122.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.681517 15-NOV-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    11100000 | NC      | $211174.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 2.500000 10-MAR-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    71390000 | NC      | $198460.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 1.500000 10-MAR-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -114224000 | NC      | $-92450.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.400000 17-JUN-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -227230000 | NC      | $-168202.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.400000 17-JUN-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -227230000 | NC      | $-1509568.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.050000 17-JUN-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   227230000 | NC      | $47612.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.850000 17-JUN-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   227230000 | NC      | $298867.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.IG.46.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   299690000 | NC      | $-6292978.33   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: HUF 7.050000 19-MAR-2036 BUB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  2019846154 | NC      | $332429.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (TURKEY)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -50023000 | NC      | $-3244908.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (MEX)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     8085000 | NC      | $-42664.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (INDON)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -15845000 | NC      | $59593.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | LON              | CORP              | US        |      495000 | PA      | $580596.56     | 0.01%             | 2033-03-24      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (BRAZIL)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -2240000 | NC      | $-20264.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (COLOM)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     9920000 | NC      | $469575.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: BRL 13.695000 02-JAN-2030 BZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    70846554 | NC      | $-38041.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.924000 02-APR-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    11790000 | NC      | $84486.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.649500 02-APR-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    21350000 | NC      | $-112920.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 3.616500 10-APR-2031 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3865000 | NC      | $17251.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 3.668500 10-APR-2031 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3865000 | NC      | $-8196.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.833160 15-NOV-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    10900000 | NC      | $78002.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 3.745000 09-APR-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   170000000 | NC      | $32603.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 3.677500 09-APR-2028 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    90000000 | NC      | $73929.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTR 4.017500 17-APR-2028  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    12160000 | NC      | $415419.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTP 4.017500 17-APR-2028  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    12160000 | NC      | $498951.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 30Y RTP 4.170000 17-APR-2028  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -5885000 | NC      | $-458723.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 30Y RTR 4.170000 17-APR-2028  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -5885000 | NC      | $-394208.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.798000 15-OCT-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    15310000 | NC      | $144630.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.873000 15-APR-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -11180000 | NC      | $-149202.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: USD 3.715000 21-MAY-2033 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     6959300 | NC      | $-40686.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: USD 4.109000 23-APR-2056 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    16761100 | NC      | $11145.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: USD 4.460000 21-APR-2046 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     8380600 | NC      | $17923.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.454000 19-OCT-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    93710000 | NC      | $287899.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.454000 19-OCT-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    93710000 | NC      | $712584.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.954000 19-OCT-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -140565000 | NC      | $-400491.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 2.954000 19-OCT-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -140565000 | NC      | $-160898.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.574404 31-AUG-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    22400000 | NC      | $101578.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.624000 15-MAY-2031 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5570000 | NC      | $-24006.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.597560 15-MAR-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    53500000 | NC      | $-103140.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.836880 15-NOV-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    11000000 | NC      | $75515.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: PLN 4.425000 28-APR-2031 WIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    35850000 | NC      | $52543.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: ZAR 7.507500 24-APR-2031 JIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   115520000 | NC      | $39829.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: IFS 3.455200 29-APR-2027 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    20319332 | NC      | $8380.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: IFS 3.535200 30-APR-2027 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    20319332 | NC      | $-8066.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: IFS 3.480000 30-APR-2027 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    40638663 | NC      | $5482.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: ZAR 7.705000 29-APR-2031 JIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   209650000 | NC      | $-29967.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1041 | NC      | $-3433609.78   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     2263850 | PA      | $2273754.34    | 0.03%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      570369 | PA      | $572507.39     | 0.01%             | 2030-05-06      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     2776050 | PA      | $2788195.22    | 0.03%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL US LLC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3549045 | PA      | $3562354.22    | 0.04%             | 2032-04-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                  | FRONERI US INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      148600 | PA      | $147451.77     | 0.00%             | 2032-09-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2936728.14    | 0.03%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $945191.51     | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $469150.04     | 0.01%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    22783000 | PA      | $22777491.07   | 0.27%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                                | CITY OF BUENOS                     | CUSIP: LW2239967<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |      533360 | PA      | $540222.58     | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    11665000 | PA      | $11791592.08   | 0.14%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    25890000 | PA      | $26083108.33   | 0.31%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                 | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      273000 | PA      | $317929.30     | 0.00%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NAT                    | CUSIP: AN2178670<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3895000 | PA      | $3901045.82    | 0.05%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | BOAD                               | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | N/A       |      424000 | PA      | $422761.58     | 0.00%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bond                                       | REPUBLIC OF AZER                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AZ        |     1988000 | PA      | $2027555.24    | 0.02%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                | ABU DHABI CRUDE                    | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |    15760000 | PA      | $15232424.54   | 0.18%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     4321000 | PA      | $4389595.01    | 0.05%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     9530000 | PA      | $8240152.62    | 0.10%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                   | KSA SUKUK LTD                      | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |     6416000 | PA      | $6370054.38    | 0.07%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     1390000 | PA      | $1290366.89    | 0.02%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | REPUB UZBEKISTAN                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    10112000 | PA      | $10169536.27   | 0.12%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |     2112000 | PA      | $2042671.49    | 0.02%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     2141000 | PA      | $1782868.84    | 0.02%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                  | ESKOM HOLDINGS                     | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    41430000 | PA      | $40897085.91   | 0.48%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     1877000 | PA      | $2032837.43    | 0.02%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     1599000 | PA      | $1633453.77    | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     1257000 | PA      | $1677322.54    | 0.02%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                        | CUSIP: BJ2189485<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $509012.87     | 0.01%             | 2031-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    30167000 | PA      | $35298217.32   | 0.41%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2017                                                                | WPP FINANCE 2017                   | CUSIP: N/A<br>LEI: 549300IYY97T872E8L21       | Long             | DBT              | CORP              | GB        |      749000 | PA      | $898019.57     | 0.01%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd                                                       | SHARJAH SUKUK                      | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |     8477000 | PA      | $8270344.30    | 0.10%             | 2027-06-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                              | HELVETIA EUROPE                    | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |     2525000 | PA      | $2777466.96    | 0.03%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $610957.00     | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | REPUBLIC OF ECUA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |    10926000 | PA      | $10129680.34   | 0.12%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | REPUBLIC OF ECUA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |     2709000 | PA      | $2265962.01    | 0.03%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | ECUA 0 7/31/2030                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |    19552446 | PA      | $16811824.61   | 0.20%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    13404000 | PA      | $13826164.34   | 0.16%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                        | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |     1605000 | PA      | $1870413.35    | 0.02%             | 2032-10-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                         | OQ SAOC                            | CUSIP: N/A<br>LEI: 549300YK417GKI6EQ392       | Long             | DBT              | CORP              | OM        |      916000 | PA      | $918508.19     | 0.01%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      705832 | PA      | $688054.15     | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1645920.70    | 0.02%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     2500000 | PA      | $2188445.00    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |     6027000 | PA      | $5821117.68    | 0.07%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |      598000 | PA      | $522855.32     | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      243000 | PA      | $275433.94     | 0.00%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      960000 | PA      | $599481.12     | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    16099508 | PA      | $14452448.07   | 0.17%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     1316000 | PA      | $1726687.50    | 0.02%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1517615.52    | 0.02%             | 2049-12-29      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1895806.68    | 0.02%             | 2049-03-28      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |     2765000 | PA      | $2752380.54    | 0.03%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                                  | ENERGIZER G                        | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |      404000 | PA      | $452409.78     | 0.01%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATAR ENERGY                       | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | QA        |    15760000 | PA      | $11813555.74   | 0.14%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      146000 | PA      | $167532.32     | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                        | REP OF KOREA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |      444000 | PA      | $514839.94     | 0.01%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                                               | WUESTENROT&WUERT                   | CUSIP: N/A<br>LEI: 5299003H07ZT0Z5ZNN35       | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $1880005.62    | 0.02%             | 2041-09-10      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2850734.23    | 0.03%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                         | DXC CAPITAL FUND                   | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |      800000 | PA      | $768439.17     | 0.01%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                | UTMOST GRP                         | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $244532.33     | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1313769.68    | 0.02%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                    | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     1248000 | PA      | $1436401.53    | 0.02%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                 | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $462340.26     | 0.01%             | 2032-02-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Chesnara PLC                                                                    | CHESNARA                           | CUSIP: N/A<br>LEI: 213800VFRMBRTSZ3SJ06       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $503251.34     | 0.01%             | 2032-08-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                        | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      800000 | PA      | $920786.17     | 0.01%             | 2083-06-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | REP OF NIGERIA                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |     1021000 | PA      | $1089930.77    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                      | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1264406.38    | 0.01%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $852122.76     | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                           | ATHORA NL                          | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2379781.94    | 0.03%             | 2032-08-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                            | JORDAN                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JO        |     1700000 | PA      | $1752247.46    | 0.02%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                        | GACI FIRST INVST                   | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    13200000 | PA      | $13273686.36   | 0.16%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                               | WESSEX WATER FIN                   | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $647904.24     | 0.01%             | 2032-10-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     6011000 | PA      | $6187991.49    | 0.07%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     1263000 | PA      | $1347038.63    | 0.02%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1013663.06    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    25390000 | PA      | $25925523.34   | 0.30%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      958000 | PA      | $978488.94     | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                              | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     2557000 | PA      | $3135309.83    | 0.04%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                 | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |      487000 | PA      | $503608.60     | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                        | CLOSE BROS GRP                     | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | DBT              | CORP              | GB        |     2825000 | PA      | $3978777.85    | 0.05%             | 2028-06-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                        | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $870363.70     | 0.01%             | 2033-11-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| International Distribution Services PLC                                         | INT DIST SERV                      | CUSIP: N/A<br>LEI: 213800TCZZU84G8Z2M70       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $424847.43     | 0.00%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    15207000 | PA      | $19232458.97   | 0.23%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     2500000 | PA      | $3074426.05    | 0.04%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |     2653000 | PA      | $2815962.65    | 0.03%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |     4434000 | PA      | $5517784.47    | 0.06%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                      | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1189291.35    | 0.01%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $3035207.21    | 0.04%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      988000 | PA      | $999140.79     | 0.01%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | BENIN INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BJ        |     1800000 | PA      | $1855909.80    | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd                                                              | ARDONAGH FINCO                     | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $117323.75     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     1744000 | PA      | $2082043.56    | 0.02%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $781503.90     | 0.01%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                              | KAZAKH DEVELOPME                   | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    10564000 | PA      | $10649634.95   | 0.12%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                         | ABU DHABI DEVELO                   | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |     1460000 | PA      | $1488485.04    | 0.02%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                   | KSA SUKUK LTD                      | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |     8531000 | PA      | $8606546.27    | 0.10%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                              | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     1600000 | PA      | $1925360.24    | 0.02%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                          | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      900000 | PA      | $978891.95     | 0.01%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                            | ZAMBIA REP OF                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZM        |    11249325 | PA      | $11087215.08   | 0.13%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                              | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      673000 | PA      | $847914.92     | 0.01%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAY Financing LLC                                                               | RAY FINANCING LL                   | CUSIP: N/A<br>LEI: 254900IA5MVMGDF40Z19       | Long             | DBT              | CORP              | US        |      325000 | PA      | $384215.12     | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    15000000 | PA      | $17787115.84   | 0.21%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                           | DT LUFTHANSA AG                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1777765.33    | 0.02%             | 2032-09-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | GHANA REP OF                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |     6645625 | PA      | $6510495.52    | 0.08%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     5588761 | PA      | $3432155.93    | 0.04%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |      688000 | PA      | $350321.48     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                 | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |     4400000 | PA      | $5238125.53    | 0.06%             | 2029-09-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                                       | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    18800000 | PA      | $18768164.08   | 0.22%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Just Group PLC                                                                  | JUST GROUP PLC                     | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $539873.64     | 0.01%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      292000 | PA      | $343692.04     | 0.00%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     5219000 | PA      | $7400791.36    | 0.09%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                       | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     4645000 | PA      | $5546916.82    | 0.07%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REP OF SRI LANKA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |      579747 | PA      | $552689.45     | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REP OF SRI LANKA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |      767919 | PA      | $728659.14     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | BENIN INTL BOND                    | CUSIP: 08205QAE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | BJ        |     1700000 | PA      | $1773933.51    | 0.02%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |      500000 | PA      | $569525.93     | 0.01%             | 2055-01-23      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      500000 | PA      | $591062.35     | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |     8160000 | PA      | $9754088.28    | 0.11%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      600000 | PA      | $801367.39     | 0.01%             | 2029-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1605465.88    | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      280000 | PA      | $335717.81     | 0.00%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | IVORY COAST-PDI                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CI        |      932000 | PA      | $988766.54     | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP SA                             | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | MA        |     4244000 | PA      | $4336502.22    | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     9110000 | PA      | $10491106.39   | 0.12%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                              | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2497010.77    | 0.03%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                                        | BAITEREK NAT INV                   | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |     5000000 | PA      | $5060656.00    | 0.06%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                           | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     5700000 | PA      | $6769751.51    | 0.08%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                           | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    21077000 | PA      | $24216042.06   | 0.28%             | 2030-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $2047444.75    | 0.02%             | 2035-06-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                                            | DEUTSCHE EUROSHP                   | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |     2900000 | PA      | $3398886.01    | 0.04%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | N/A       |      300000 | PA      | $350899.11     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gothaer Allgemeine Versicherung AG                                              | GOTHAER ALLG VER                   | CUSIP: N/A<br>LEI: 5299003C59ODEKQIR849       | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $2146911.94    | 0.03%             | 2045-06-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING                   | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |      700000 | PA      | $793537.59     | 0.01%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     8900000 | PA      | $9530686.93    | 0.11%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                       | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     1600000 | PA      | $1856355.26    | 0.02%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group AS                                                           | CZECHOSLOVAK GRO                   | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     3300000 | PA      | $3979196.25    | 0.05%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1102518.19    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |      500000 | PA      | $568392.59     | 0.01%             | 2055-09-02      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                                     | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: 635400L14KNHZXPUZM19       | Long             | DBT              | CORP              | IE        |      800000 | PA      | $923227.83     | 0.01%             | 2036-09-18      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     9266000 | PA      | $10669054.57   | 0.13%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING                   | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2497496.40    | 0.03%             | 2035-09-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                        | BIDVEST GROUP UK                   | CUSIP: N/A<br>LEI: 984500A80C777F496830       | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2914835.82    | 0.03%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |     9060000 | PA      | $8800614.01    | 0.10%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    10050000 | PA      | $11576111.75   | 0.14%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Artea Bankas AB                                                                 | ARTEA BANKAS AB                    | CUSIP: N/A<br>LEI: 549300TK038P6EV4YU51       | Long             | DBT              | CORP              | LT        |     2600000 | PA      | $3032019.05    | 0.04%             | 2029-10-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    18973000 | PA      | $21732072.96   | 0.25%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    32908000 | PA      | $32562387.02   | 0.38%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VOLKSWAGEN BANK                    | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $458903.44     | 0.01%             | 2032-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      580000 | PA      | $668506.37     | 0.01%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                                               | WUESTENROT&WUERT                   | CUSIP: N/A<br>LEI: 5299003H07ZT0Z5ZNN35       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $806991.46     | 0.01%             | 2045-10-27      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Viridium Group Sarl                                                             | VIRIDIUM GRP                       | CUSIP: N/A<br>LEI: 529900KV8TZ3U89I6O72       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $665680.74     | 0.01%             | 2035-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                    | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1371765.50    | 0.02%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | REP OF NIGERIA                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |      873000 | PA      | $957924.92     | 0.01%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                            | AMCOR UK FINANCE                   | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1720593.20    | 0.02%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN                   | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |      400000 | PA      | $457950.16     | 0.01%             | 2033-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | N/A       |      500000 | PA      | $584142.74     | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Grand City Properties Finance Sarl                                              | GRAND CITY FINAN                   | CUSIP: N/A<br>LEI: 8945006UT2CWIRXJSL95       | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1454168.33    | 0.02%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $636466.25     | 0.01%             | 2032-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     4117000 | PA      | $3156023.45    | 0.04%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                       | BETCLIC EVEREST                    | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      425000 | PA      | $497328.44     | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     3438000 | PA      | $4090670.02    | 0.05%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                        | CLOSE BROS GRP                     | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $920662.94     | 0.01%             | 2036-08-03      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                            | REP OF CYPRUS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CY        |    26506000 | PA      | $30328157.70   | 0.36%             | 2036-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBV8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      400000 | PA      | $504085.21     | 0.01%             | 2126-02-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP CAREY INC                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2127039.78    | 0.02%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     3600000 | PA      | $4142822.02    | 0.05%             | 2033-08-17      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | IVORY COAST-PDI                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CI        |      537000 | PA      | $495560.78     | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     2704000 | PA      | $3102472.24    | 0.04%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                            | IHO VERWALTUNGS                    | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118707.23     | 0.00%             | 2031-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAC7<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      700000 | PA      | $844106.93     | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | REP SOUTH AFRICA                   | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   237985000 | PA      | $11787073.09   | 0.14%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** VANGUARD STAR FUNDS

**Signature:** My Trieu-Gatt

**Name of Signer:** My Trieu-Gatt

**Title:** Treasurer