# EDGAR Filing Document

**Accession Number:** 0001627853
**File Stem:** 0002048251-26-003426
**Filing Date:** 2026-4
**Character Count:** 451779
**Document Hash:** 48991611494f47c186b71b88e4610175
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-003426.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0002048251-26-003426

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI Catholic Values Trust
- **CENTRAL INDEX KEY:** 0001627853

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23015
- **FILM NUMBER:** 26904943

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### Catholic Values Fixed Income Fund (Series ID: S000048321)

| Class ID   | Class Name                                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000152592 | Catholic Values Fixed Income Fund Class F, effective 1-31-2017 (formerly Class A) | CFVAX           |
| C000152593 | Catholic Values Fixed Income Fund Class Y                                         | CFVYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI CATHOLIC VALUES TRUST

- **b. Investment Company Act file number:** 811-23015

- **c. CIK number of Registrant:** 0001627853

- **d. LEI of Registrant:** 549300HNHS8PWODW1A40

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** Catholic Values Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000048321

- **c. LEI of Series:** 549300PGEESYEMTFDK65

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

- **a. Date of fiscal year-end:** 2026-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $301946621.29

**Total Liabilities:** $49213507.42

**Net Assets:** $252733113.87

**Cash Not Reported:** $23608.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -431.05848243 | **1-Year:** -9043.25093576 | **5-Year:** -25983.81747656 | **10-Year:** -34267.09432739 | **30-Year:** -10559.59912141

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

- **3-Month:** -186.15011778 | **1-Year:** -2643.02732467 | **5-Year:** -6350.04777977 | **10-Year:** -4711.04588145 | **30-Year:** -1047.77783767

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152592 | 1.65%                | 0.32%                | -0.36%               |
| Class ID C000152593 | 1.66%                | 0.32%                | -0.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $37399.84                | $3358467.19                                |
| Month 2  | $-70327.81               | $92249.15                                  |
| Month 3  | $-88902.90               | $-1503310.35                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index (USD)

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES | 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P A                          | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $249062.50    | 0.10%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                                                   | ACRA TRUST 2024-NQM1 ACRA 2024-NQM1 A1                                            | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    362776 | PA      | $365457.72    | 0.14%             | 2064-10-25      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                | ACRISURE LLC / ACRISURE FINANCE INC 144A 7.500000% 11/06/2030                     | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122118.72    | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                | AEP TRANSMISSION CO LLC 5.375000% 06/15/2035                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57476.25     | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026           | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    150000 | PA      | $148548.33    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    150000 | PA      | $145922.88    | 0.06%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    267000 | PA      | $259742.72    | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.375000% 11/15/2030           | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    245000 | PA      | $245646.50    | 0.10%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                            | AIA GROUP LTD MTN 4.950000% 03/30/2035                                            | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |    237000 | PA      | $242322.87    | 0.10%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                            | AIA GROUP LTD MTN 5.375000% 04/05/2034                                            | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | NUSS              | HK        |    276000 | PA      | $290065.21    | 0.11%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 PASS THROUGH TRUST                                         | AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST 144A 3.600000% 03/15/2027            | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    162009 | PA      | $160432.97    | 0.06%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                        | AIR LEASE CORP 5.300000% 02/01/2028                                               | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40834.30     | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                            | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 144A 5.000000% 09/15/2030                   | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |    385000 | PA      | $393648.65    | 0.16%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                         | ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2                                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $177877.49    | 0.07%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                         | ALIGNED DATA CENTERS ISSUER LLC ADC 2022-1A A2                                    | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $245625.07    | 0.10%             | 2047-10-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                   | ALLIANT ENERGY CORP 5.750000% 04/01/2056                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94693.04     | 0.04%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                           | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 6.500000% 10/01/2031           | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3016.47      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                           | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 7.000000% 01/15/2031           | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2036.30      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                           | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 7.375000% 10/01/2032           | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5932.66      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                | ALPHABET INC 5.650000% 02/15/2056                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199535.29    | 0.08%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                                        | ALTICE FINANCING SA 144A 9.625000% 07/15/2027                                     | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |     50000 | PA      | $37385.03     | 0.01%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                            | ALTICE FRANCE SA 144A 6.875000% 07/15/2032                                        | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |     15000 | PA      | $14400.04     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                            | ALTICE FRANCE SA 144A 9.500000% 11/01/2029                                        | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |      2066 | PA      | $2097.71      | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                            | ALTICE FRANCE SAS SR GLBL 144A 29                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |      2770 | PA      | $2652.85      | 0.00%             | 2032-03-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $259330.71    | 0.10%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 4.100000% 04/13/2062                                               | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    374000 | PA      | $289479.29    | 0.11%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                             | AMAZON.COM INC 4.950000% 12/05/2044                                               | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123113.40    | 0.05%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                           | AMCOR FLEXIBLES NORTH AMERICA INC 5.500000% 03/17/2035                            | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226415.89    | 0.09%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                        | AMERICAN ELECTRIC POWER CO INC 5.800000% 03/15/2056                               | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50243.15     | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                        | AMERICAN ELECTRIC POWER CO INC 6.050000% 03/15/2056                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220773.30    | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                     | AMERICAN EXPRESS CO 4.050000% 05/03/2029                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50428.62     | 0.02%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                     | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    702000 | PA      | $719108.93    | 0.28%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                     | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58246.04     | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                           | AMERICAN HONDA FINANCE CORP MTN 5.150000% 07/09/2032                              | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    346000 | PA      | $359225.49    | 0.14%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 2.900000% 01/15/2030                                          | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100331.69    | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 4.700000% 12/15/2032                                          | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91035.55     | 0.04%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 4.900000% 03/15/2030                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113038.98    | 0.04%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                                      | AMERICAN TOWER TRUST #1 144A 5.490000% 03/15/2028                                 | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $357827.37    | 0.14%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                                  | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27453.28     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                             | AMMC CLO 24 LTD AMMC 2021-24A AR                                                  | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325283.40    | 0.13%             | 2035-01-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Amprion GmbH                                                                 | AMPRION GMBH MTN 4.580000% 01/15/2046                                             | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $120548.67    | 0.05%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                        | AMRIZE FINANCE US LLC 4.950000% 04/07/2030                                        | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473261.79    | 0.19%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                   | AMSR 2022-SFR3 TRUST AMSR 2022-SFR3 A                                             | CUSIP: 66981YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    236000 | PA      | $235142.97    | 0.09%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                   | AMSR 2023-SFR1 TRUST AMSR 2023-SFR1 A                                             | CUSIP: 66981XAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    410000 | PA      | $407593.30    | 0.16%             | 2040-04-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                   | AMSR 2024-SFR1 TRUST AMSR 2024-SFR1 A                                             | CUSIP: 00179CAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    487000 | PA      | $487363.06    | 0.19%             | 2041-07-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                     | ANGEL OAK MORTGAGE TRUST 2022-3 AOMT 2022-3 A3                                    | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     84944 | PA      | $81142.48     | 0.03%             | 2067-01-25      | Floating      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                     | ANGEL OAK MORTGAGE TRUST 2022-4 AOMT 2022-4 A1                                    | CUSIP: 03465KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445492 | PA      | $443904.78    | 0.18%             | 2067-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                      | AON NORTH AMERICA INC 5.450000% 03/01/2034                                        | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114768.58    | 0.05%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XXX APID XXXA A1AR                                                     | CUSIP: 03768CAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23173 | PA      | $23167.42     | 0.01%             | 2031-10-18      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC.                                                                   | APPLE INC 3.850000% 08/04/2046                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    156000 | PA      | $128766.45    | 0.05%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                         | APPLOVIN CORP 5.125000% 12/01/2029                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245099.40    | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                         | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105699.92    | 0.04%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                                 | ARES LXII CLO LTD ARES 2021-62A BR                                                | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300222.60    | 0.12%             | 2034-01-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST                                               | ARES TRUST 2025-IND3 ARES1 2025-IND3 A                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    328000 | PA      | $328204.84    | 0.13%             | 2042-04-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                        | ASHTEAD CAPITAL INC 144A 2.450000% 08/12/2031                                     | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | GB        |    529000 | PA      | $477269.43    | 0.19%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.250000% 02/01/2032                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44655.05     | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.300000% 06/01/2027                                                     | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58856.39     | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    289000 | PA      | $250641.81    | 0.10%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43363.64     | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    151000 | PA      | $121181.29    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    109000 | PA      | $73366.57     | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 4.750000% 04/30/2033                                                     | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198675.84    | 0.08%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                        | ATLAS WAREHOUSE LENDING CO LP 144A 4.625000% 11/15/2028                           | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    651000 | PA      | $651015.04    | 0.26%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                      | AUSGRID FINANCE PTY LTD MTN 5.946000% 12/10/2035                                  | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | NUSS              | AU        |     50000 | PA      | $35880.94     | 0.01%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT MAR26                                                      | AUST 10Y BOND FUT MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |       -11 | NC      | $-866795.08   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 3YR BOND FUT MAR26                                                      | AUST 3YR BOND FUT MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |        -2 | NC      | $-149609.56   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                   | AVIATION CAPITAL GROUP LLC 144A 4.800000% 10/24/2030                              | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    576000 | PA      | $581969.21    | 0.23%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                      | BAIN CAPITAL CREDIT CLO 2021-3 LTD BCC 2021-3A AR                                 | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260026.52    | 0.10%             | 2034-07-24      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                      | BAIN CAPITAL CREDIT CLO 2021-4 LTD BCC 2021-4A A1RR                               | CUSIP: 05685ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    406000 | PA      | $406000.00    | 0.16%             | 2034-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                      | BAIN CAPITAL CREDIT CLO 2021-6 LTD BCC 2021-6A A1R                                | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275039.33    | 0.11%             | 2034-10-21      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| BALL CORPORATION                                                             | BALL CORP 3.125000% 09/15/2031                                                    | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27850.53     | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD                                                            | BALLYROCK CLO 20 LTD BALLY 2022-20A A1A3                                          | CUSIP: 05876CBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299676.30    | 0.12%             | 2036-10-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2017-BNK8 BANK 2017-BNK8 XA                                                  | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1313759 | PA      | $10733.15     | 0.00%             | 2050-11-15      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2019-BNK21 BANK 2019-BN21 XA                                                 | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3794177 | PA      | $92213.67     | 0.04%             | 2052-10-17      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2025-BNK49 BANK 2025-BNK49 A5                                                | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    341000 | PA      | $365943.20    | 0.14%             | 2058-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81992.57     | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 3.311000% 04/22/2042                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    467000 | PA      | $372426.90    | 0.15%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 3.419000% 12/20/2028                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41565.63     | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 5.045000% 02/06/2037                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    638000 | PA      | $647202.09    | 0.26%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 5.288000% 04/25/2034                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    256000 | PA      | $265688.15    | 0.11%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13865.98     | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 3.593000% 07/21/2028                                     | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89473.49     | 0.04%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 3.970000% 03/05/2029                                     | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149892.17    | 0.06%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 4.250000% 10/22/2026                                     | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50076.07     | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 4.376000% 04/27/2028                                     | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100457.52    | 0.04%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 4.450000% 03/03/2026                                     | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10000.10     | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 5.000000% 01/21/2044                                     | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19470.06     | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                      | BANK OF NEW YORK MELLON CORP/THE MTN 4.289000% 06/13/2033                         | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99238.58     | 0.04%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                        | BANK5 2023-5YR2 BANK5 2023-5YR2 A3                                                | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    733000 | PA      | $770556.35    | 0.30%             | 2056-07-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                        | BANK5 TRUST 2024-5YR6 BANK5 2024-5YR6 C                                           | CUSIP: 066043AS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $104414.49    | 0.04%             | 2057-05-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                  | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 BBCMS 2019-C3 A3                       | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    569000 | PA      | $556985.00    | 0.22%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC 6.490000% 09/13/2029                                                 | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    582000 | PA      | $614663.18    | 0.24%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                              | BARINGS CLO LTD 2019-III BABSN 2019-3A A1RR                                       | CUSIP: 06761KAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300095.70    | 0.12%             | 2036-01-20      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                  | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024-5C31 A3                                 | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $518878.60    | 0.21%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB, LLC                                             | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR IS 9.500000% 07/01/2032           | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13816.88     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BDS LTD                                                                      | BDS 2025-FL15 LLC BDS 2025-FL15 C                                                 | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230545.33    | 0.09%             | 2043-03-19      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B13 MORTGAGE TRUST BMARK 2019-B13 A4                               | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    592000 | PA      | $567539.21    | 0.22%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2                               | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    114523 | PA      | $108924.46    | 0.04%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2020-B22 MORTGAGE TRUST BMARK 2020-B22 ASB                              | CUSIP: 08163BBD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    465690 | PA      | $444805.48    | 0.18%             | 2054-01-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                            | BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $505908.78    | 0.20%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                                       | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.000000% 06/15/2044                      | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186439.22    | 0.07%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                                       | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042                      | CUSIP: 09256BAE7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    118000 | PA      | $125136.72    | 0.05%             | 2042-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM, LLC                                                    | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.250000% 07/15/2032           | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21154.22     | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                           | BOSTON GAS CO 144A 5.843000% 01/10/2035                                           | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    551000 | PA      | $590815.48    | 0.23%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                              | BP CAPITAL MARKETS AMERICA INC 3.588000% 04/14/2027                               | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9986.17      | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                              | BP CAPITAL MARKETS AMERICA INC 3.633000% 04/06/2030                               | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19791.67     | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                              | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM3 A1                      | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    114167 | PA      | $114121.88    | 0.05%             | 2062-07-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                              | BRAVO RESIDENTIAL FUNDING TRUST 2026-NQM1 BRAVO 2026-NQM1 A1                      | CUSIP: 10570CAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    301258 | PA      | $301772.96    | 0.12%             | 2065-12-25      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20004.98     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                               | BROOKLYN UNION GAS CO/THE 144A 3.407000% 03/10/2026                               | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249950.72    | 0.10%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                          | BROWN & BROWN INC 5.250000% 06/23/2032                                            | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366775.86    | 0.15%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BSPDF ISSUER LTD                                                             | BSPDF 2026-FL3 ISSUER LLC BSPDF 2026-FL3 AS                                       | CUSIP: 05594VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $310116.56    | 0.12%             | 2043-09-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                            | BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $19161.33     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2020-VIV3 BX 2020-VIV3 B                             | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230000 | PA      | $221244.50    | 0.09%             | 2044-03-09      | Floating      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A                               | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    184319 | PA      | $184318.64    | 0.07%             | 2040-12-09      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-KING BX 2024-KING E                             | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    157921 | PA      | $158315.80    | 0.06%             | 2034-05-15      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-XL5 BX 2024-XL5 A                               | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    317257 | PA      | $317356.47    | 0.13%             | 2041-03-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2025-JDI BX 2025-JDI C                               | CUSIP: 05594LAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    217855 | PA      | $218127.00    | 0.09%             | 2042-11-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                     | BX TRUST 2024-BIO BX 2024-BIO B                                                   | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $220000.00    | 0.09%             | 2041-02-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                     | BX TRUST 2025-VLT6 BX 2025-VLT6 A                                                 | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    329000 | PA      | $328177.50    | 0.13%             | 2042-03-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX TRUST 2025-VOLT BX 2025-VOLT A                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    671000 | PA      | $671629.06    | 0.27%             | 2044-12-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                          | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    280000 | PA      | $330610.20    | 0.13%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                             | CANADIAN NATIONAL RAILWAY CO 3.650000% 02/03/2048                                 | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    151000 | PA      | $117309.10    | 0.05%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE                                | CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    167000 | PA      | $172779.84    | 0.07%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                            | CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42414.34     | 0.02%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                          | CBRE SERVICES INC 4.800000% 06/15/2030                                            | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67326.05     | 0.03%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                            | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92992.63     | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                         | CELLNEX TELECOM SA MTN 0.750000% 11/20/2031                                       | CUSIP: E2R41MDX9<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $108415.85    | 0.04%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                          | CENTENE CORP 2.500000% 03/01/2031                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216970.67    | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                     | CENTERPOINT ENERGY INC 5.950000% 04/01/2056                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100966.30    | 0.04%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7061.60      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033           | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257130.99    | 0.10%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7936.73      | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038           | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9267.52      | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035           | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    413000 | PA      | $431406.48    | 0.17%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18990.56     | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034           | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116987.89    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST 2024-10 CHASE 2024-10 A4A                       | CUSIP: 16159YAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230299 | PA      | $231266.87    | 0.09%             | 2055-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST SERIES 2025-11 CHASE 2025-11 A4A                | CUSIP: 16162QAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    570238 | PA      | $572910.62    | 0.23%             | 2056-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                        | CHENIERE ENERGY INC 4.625000% 10/15/2028                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19992.86     | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                               | CHENIERE ENERGY PARTNERS LP 3.250000% 01/31/2032                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37293.91     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                               | CHENIERE ENERGY PARTNERS LP 4.000000% 03/01/2031                                  | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9801.87      | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO                             | CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER | CUSIP: 167560PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $365496.31    | 0.14%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2014-IV-R LTD CIFC 2014-4RA A1A2                                     | CUSIP: 12552FBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260167.70    | 0.10%             | 2035-01-17      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2021-I LTD CIFC 2021-1A A1R                                          | CUSIP: 12563EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250540.00    | 0.10%             | 2037-07-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2022-IV LTD CIFC 2022-4A AR                                          | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299996.40    | 0.12%             | 2035-07-16      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2023-III LTD CIFC 2023-3A A1R                                        | CUSIP: 12598YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    638000 | PA      | $639032.92    | 0.25%             | 2039-01-20      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST                                                                    | CIM TRUST 2021-R4 CIM 2021-R4 A1A                                                 | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    314283 | PA      | $299514.25    | 0.12%             | 2061-05-01      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST                                                      | CIT MORTGAGE LOAN TRUST 2007-1 CITM 2007-1 1M1                                    | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73757 | PA      | $75108.70     | 0.03%             | 2037-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                | CITIBANK NA 4.914000% 05/29/2030                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92970.02     | 0.04%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 CGCMT 2019-C7 XA                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    959817 | PA      | $26592.70     | 0.01%             | 2072-12-15      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 3.785000% 03/17/2033                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153963.71    | 0.06%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.125000% 07/25/2028                                                | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90115.68     | 0.04%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.412000% 03/31/2031                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    183000 | PA      | $183953.88    | 0.07%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.412000% 03/31/2031                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50260.62     | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.450000% 09/29/2027                                                | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70422.65     | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.658000% 05/24/2028                                                | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20146.64     | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                              | CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A3                            | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    308004 | PA      | $309552.28    | 0.12%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                   | CLOUD CAPITAL HOLDCO LP CLDCD 2024-1A A2                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160000 | PA      | $160614.11    | 0.06%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                                   | CLOUD SOFTWARE GROUP INC 144A 8.250000% 06/30/2032                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24020.11     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO LLC                                                               | CLOVER CLO 2021-3 LLC CLVR 2021-3A AR                                             | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299914.80    | 0.12%             | 2035-01-25      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                        | COCA-COLA CO/THE 3.375000% 03/25/2027                                             | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19964.78     | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 5.439000% 02/15/2035                     | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $256227.54    | 0.10%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033                     | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $362958.76    | 0.14%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033                     | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $108345.90    | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053                     | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21811.49     | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 144A 5.168000% 01/15/2037                                            | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189290.64    | 0.07%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 2.350000% 01/15/2027                                                 | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256726.77    | 0.10%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    224000 | PA      | $135215.10    | 0.05%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 3.400000% 04/01/2030                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19563.04     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 4.150000% 10/15/2028                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40286.18     | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP 4.250000% 10/15/2030                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201753.40    | 0.08%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                            | COMPASS DATACENTERS ISSUER III LLC CMDC 2026-1A A21                               | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    363000 | PA      | $365980.96    | 0.14%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                       | CONOCOPHILLIPS CO 5.500000% 01/15/2055                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121770.72    | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                       | CONOCOPHILLIPS CO 5.550000% 03/15/2054                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76942.50     | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                              | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A A2                | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110000 | PA      | $112767.99    | 0.04%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                | CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030                       | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19515.83     | 0.01%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                | CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050                       | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15839.57     | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 2.250000% 08/01/2031                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152871.23    | 0.06%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 4.350000% 05/09/2027                                     | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20094.72     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 4.800000% 05/01/2030                                     | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164063.40    | 0.06%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                  | CONSTELLATION SOFTWARE INC/CANADA 144A 5.461000% 02/16/2034                       | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | NUSS              | CA        |    182000 | PA      | $181413.39    | 0.07%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST                                             | COOPR RESIDENTIAL MORTGAGE TRUST 2025-CES4 COOPR 2025-CES4 A2                     | CUSIP: 12636SAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $252600.88    | 0.10%             | 2060-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                | COPT DEFENSE PROPERTIES LP 4.500000% 10/15/2030                                   | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    381000 | PA      | $382663.34    | 0.15%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                    | COREBRIDGE GLOBAL FUNDING 144A 4.850000% 06/06/2030                               | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    566000 | PA      | $576668.04    | 0.23%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                 | COSTCO WHOLESALE CORP 1.375000% 06/20/2027                                        | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68015.24     | 0.03%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                 | COSTCO WHOLESALE CORP 1.600000% 04/20/2030                                        | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36619.06     | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                    | CRH AMERICA FINANCE INC 4.400000% 02/09/2031                                      | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    506000 | PA      | $509771.61    | 0.20%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                         | CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A1                                     | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190787 | PA      | $192626.93    | 0.08%             | 2069-04-25      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                         | CROSS 2025-H4 MORTGAGE TRUST CROSS 2025-H4 A2                                     | CUSIP: 22790AAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    341768 | PA      | $345141.77    | 0.14%             | 2070-06-25      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                            | CSC HOLDINGS LLC 144A 11.750000% 01/31/2029                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    115000 | PA      | $81944.77     | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                            | CSC HOLDINGS LLC 144A 4.500000% 11/15/2031                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120030.26    | 0.05%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 A1                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    411407 | PA      | $352503.97    | 0.14%             | 2066-05-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2022-NQM5 TRUST CSMC 2022-NQM5 A1                                            | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144172 | PA      | $144034.49    | 0.06%             | 2067-05-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2022-RPL4 TRUST CSMC 2022-RPL4 A1                                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160614 | PA      | $157098.24    | 0.06%             | 2062-04-25      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CSX Corporation                                                              | CSX CORP 3.800000% 04/15/2050                                                     | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    331000 | PA      | $256174.99    | 0.10%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 1.875000% 02/28/2031                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8914.54      | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 2.125000% 09/15/2031                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26614.58     | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 3.625000% 04/01/2027                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29908.99     | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 4.125000% 04/01/2040                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4349.89      | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 6.750000% 12/10/2054                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41613.20     | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 7.000000% 03/10/2055                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68368.89     | 0.03%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS PASS-THROUGH TRUST 144A 5.926000% 01/10/2034                                  | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    361813 | PA      | $373459.13    | 0.15%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS PASS-THROUGH TRUST 144A 7.507000% 01/10/2032                                  | CUSIP: 126650BS8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    234439 | PA      | $250977.63    | 0.10%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THROUGH SERIES TRUST                                   | CVS PASS-THROUGH TRUST 6.036000% 12/10/2028                                       | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78828 | PA      | $79958.22     | 0.03%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                    | DELL INTERNATIONAL LLC / EMC CORP 4.500000% 02/15/2031                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195946.81    | 0.08%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                    | DELL INTERNATIONAL LLC / EMC CORP 5.000000% 04/01/2030                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164553.55    | 0.07%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                            | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028           | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114093 | PA      | $109379.42    | 0.04%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                             | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                   | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |     45833 | PA      | $46229.67     | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                               | DIAMOND INFRASTRUCTURE FUNDING LLC DNFRA 2021-1A A                                | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $278146.66    | 0.11%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                           | DIAMOND ISSUER SHINE 2021-1A A                                                    | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25000 | PA      | $24266.36     | 0.01%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                     | DIAMONDBACK ENERGY INC 3.250000% 12/01/2026                                       | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9955.45      | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                     | DIAMONDBACK ENERGY INC 5.550000% 04/01/2035                                       | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    322000 | PA      | $336933.18    | 0.13%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                     | DIAMONDBACK ENERGY INC 6.250000% 03/15/2033                                       | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    214000 | PA      | $234046.13    | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                              | DISCOVERY GLOBAL HOLDINGS INC 4.054000% 03/15/2029                                | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19787.40     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                              | DISCOVERY GLOBAL HOLDINGS INC 5.050000% 03/15/2042                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7025.00      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                              | DISCOVERY GLOBAL HOLDINGS INC 5.141000% 03/15/2052                                | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1310.00      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                     | DISH NETWORK CORP 144A 11.750000% 11/15/2027                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34164.11     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                        | DOMINION ENERGY INC 6.200000% 02/15/2056                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127257.13    | 0.05%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                             | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2021-1A A2I                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    555298 | PA      | $533164.51    | 0.21%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                             | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2025-1A A2II                               | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $389949.62    | 0.15%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                               | DRYDEN 68 CLO LTD DRSLF 2019-68A ARR                                              | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250231.00    | 0.10%             | 2035-07-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                               | DRYDEN 98 CLO LTD DRSLF 2022-98A AR                                               | CUSIP: 26248AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $324998.38    | 0.13%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC SECURITIZATION FUNDING I LLC                                    | DTE ELECTRIC SECURITIZATION FUNDING I LLC 2.640000% 12/01/2026                    | CUSIP: 23345GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67374 | PA      | $66517.93     | 0.03%             | 2026-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                           | DTE ENERGY CO 4.875000% 06/01/2028                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195697.61    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                   | DUKE ENERGY CAROLINAS LLC 3.950000% 03/15/2048                                    | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     98000 | PA      | $78569.05     | 0.03%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                     | DUKE ENERGY FLORIDA LLC 3.200000% 01/15/2027                                      | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228898.16    | 0.09%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                                       | DUKE ENERGY OHIO INC 3.650000% 02/01/2029                                         | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49798.06     | 0.02%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU (FINANCING) UK PLC                                                 | DWR CYMRU FINANCING UK PLC MTN 2.375000% 03/31/2034                               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | NUSS              | GB        |    105000 | PA      | $110413.85    | 0.04%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                         | ECHOSTAR CORP 10.750000% 11/30/2029                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18563.05     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                               | ECOPETROL SA 4.625000% 11/02/2031                                                 | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    120000 | PA      | $107479.58    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EDGECONNEX DATA CENTERS ISSUER LLC                                           | EDGECONNEX DATA CENTERS ISSUER LLC EDGE 2024-1 A2                                 | CUSIP: 28000XAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193882 | PA      | $197108.24    | 0.08%             | 2054-07-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA MTN 2.000000% 12/09/2049                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $72823.76     | 0.03%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA MTN 4.750000% 06/17/2044                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $121610.57    | 0.05%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                               | ELEMENT FLEET MANAGEMENT CORP 144A 4.641000% 11/24/2030                           | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    259000 | PA      | $261556.00    | 0.10%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 3.650000% 12/01/2027                                          | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29882.73     | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 4.100000% 05/15/2032                                          | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98200.14     | 0.04%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 4.550000% 05/15/2052                                          | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16734.19     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 5.000000% 01/15/2036                                          | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196087.70    | 0.08%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                        | ELEVANCE HEALTH INC 5.200000% 02/15/2035                                          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20563.95     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                  | ELMWOOD CLO 23 LTD ELM23 2023-2A AR                                               | CUSIP: 29003YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    514000 | PA      | $515366.73    | 0.20%             | 2036-04-16      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                     | ENERGIZER HOLDINGS INC 144A 6.000000% 09/15/2033                                  | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58577.09     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 4.950000% 06/15/2028                                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20399.63     | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 5.550000% 05/15/2034                                           | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105084.15    | 0.04%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 5.750000% 02/15/2033                                           | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    169000 | PA      | $179612.75    | 0.07%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                          | ENTERGY CORP 6.100000% 06/15/2056                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146201.91    | 0.06%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                               | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A3                               | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $369600.42    | 0.15%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| EURO-BOBL FUTURE  MAR26                                                      | EURO-BOBL FUTURE  MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -4 | NC      | $-554736.95   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE  MAR26                                                      | EURO-BUND FUTURE  MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -3 | NC      | $-461285.07   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT   MAR26                                                      | EURO-SCHATZ FUT   MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -7 | NC      | $-884587.23   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                                           | EXELON CORP 4.700000% 04/15/2050                                                  | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59402.74     | 0.02%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                           | EXELON CORP 5.100000% 06/15/2045                                                  | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    328000 | PA      | $305905.06    | 0.12%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                           | EXELON CORP 5.625000% 06/15/2035                                                  | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63291.47     | 0.03%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                                | FACTSET RESEARCH SYSTEMS INC 3.450000% 03/01/2032                                 | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    446000 | PA      | $408684.42    | 0.16%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)                                        | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2275000 | PA      | $1970814.35   | 0.78%             | 2056-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)                                        | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5150000 | PA      | $4852744.32   | 1.92%             | 2056-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)                                        | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1250000 | PA      | $1255606.80   | 0.50%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)                                        | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3075000 | PA      | $2988326.02   | 1.18%             | 2056-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)                                        | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1625000 | PA      | $1345879.96   | 0.53%             | 2056-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)                                        | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1600000 | PA      | $1582160.30   | 0.63%             | 2056-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)                                        | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    600000 | PA      | $609619.67    | 0.24%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                                          | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    850000 | PA      | $822820.64    | 0.33%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN 555647                                                         | CUSIP: 31385XHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44822 | PA      | $44900.56     | 0.02%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN 890843                                                         | CUSIP: 31410LWC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30582 | PA      | $28417.93     | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN 995243                                                         | CUSIP: 31416BS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23536 | PA      | $23868.34     | 0.01%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AB6802                                                         | CUSIP: 31417DRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82506 | PA      | $80051.02     | 0.03%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AB9016                                                         | CUSIP: 31417GAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190606 | PA      | $179475.69    | 0.07%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL3000                                                         | CUSIP: 3138EKKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78610 | PA      | $76091.85     | 0.03%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL4597                                                         | CUSIP: 3138EMDB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35839 | PA      | $35686.11     | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL6301                                                         | CUSIP: 3138EPAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35303 | PA      | $35731.19     | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL6663                                                         | CUSIP: 3138EPMM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60853 | PA      | $61390.33     | 0.02%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL8936                                                         | CUSIP: 3138ET4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43581 | PA      | $44038.07     | 0.02%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL9572                                                         | CUSIP: 3138ERT67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28532 | PA      | $28939.83     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL9621                                                         | CUSIP: 3138ERVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44889 | PA      | $44557.31     | 0.02%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AL9631                                                         | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28764 | PA      | $26780.35     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AP2422                                                         | CUSIP: 3138M5VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44427 | PA      | $43077.27     | 0.02%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS0038                                                         | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15809 | PA      | $14830.39     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS4583                                                         | CUSIP: 3138WECV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74360 | PA      | $73700.66     | 0.03%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS5314                                                         | CUSIP: 3138WE3Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21148 | PA      | $20999.87     | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS7313                                                         | CUSIP: 3138WHDT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78163 | PA      | $75338.56     | 0.03%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS9760                                                         | CUSIP: 3138WKZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13922 | PA      | $14033.88     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AT5860                                                         | CUSIP: 3138WTQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133393 | PA      | $128913.45    | 0.05%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AU6735                                                         | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19540 | PA      | $18326.58     | 0.01%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BC1457                                                         | CUSIP: 3140EVTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102401 | PA      | $96005.57     | 0.04%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BD2455                                                         | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28314 | PA      | $26309.10     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BD3715                                                         | CUSIP: 3140FBDV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126814 | PA      | $120878.39    | 0.05%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0104                                                         | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30448 | PA      | $29664.84     | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0191                                                         | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28391 | PA      | $27660.41     | 0.01%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0222                                                         | CUSIP: 3140FXG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29024 | PA      | $28718.81     | 0.01%             | 2057-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0301                                                         | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28053 | PA      | $27757.56     | 0.01%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0338                                                         | CUSIP: 3140FXLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34652 | PA      | $34190.80     | 0.01%             | 2059-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BF0561                                                         | CUSIP: 3140FXTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72277 | PA      | $63883.78     | 0.03%             | 2061-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BK7700                                                         | CUSIP: 3140HMRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18767 | PA      | $18925.94     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM1972                                                         | CUSIP: 3140J6FN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43345 | PA      | $42314.63     | 0.02%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM4097                                                         | CUSIP: 3140J8RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    298721 | PA      | $299794.38    | 0.12%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM4897                                                         | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27774 | PA      | $26913.42     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM4951                                                         | CUSIP: 3140J9QD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14731 | PA      | $14865.25     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM5019                                                         | CUSIP: 3140J9SH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    295207 | PA      | $290700.95    | 0.12%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM6373                                                         | CUSIP: 3140JBCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65694 | PA      | $68238.87     | 0.03%             | 2047-04-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BN1623                                                         | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19672 | PA      | $19811.79     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BO2977                                                         | CUSIP: 3140JXJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65187 | PA      | $62095.90     | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BO5384                                                         | CUSIP: 3140K06W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174757 | PA      | $166597.92    | 0.07%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BO8911                                                         | CUSIP: 3140K43V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123171 | PA      | $118272.66    | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BP2319                                                         | CUSIP: 3140K9SH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41951 | PA      | $38598.77     | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ1567                                                         | CUSIP: 3140KLW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266040 | PA      | $245229.85    | 0.10%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ3136                                                         | CUSIP: 3140KNPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140814 | PA      | $123334.59    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ4821                                                         | CUSIP: 3140KQLB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     95353 | PA      | $84196.39     | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ4840                                                         | CUSIP: 3140KQLW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66829 | PA      | $61483.31     | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BQ5731                                                         | CUSIP: 3140KRLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    164453 | PA      | $146357.20    | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BR5566                                                         | CUSIP: 3140L4FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68796 | PA      | $57734.01     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BR6523                                                         | CUSIP: 3140L5G91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153419 | PA      | $136136.37    | 0.05%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BR6524                                                         | CUSIP: 3140L5HA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    163013 | PA      | $144513.50    | 0.06%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BW0045                                                         | CUSIP: 3140MRBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    283682 | PA      | $288291.69    | 0.11%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BX9419                                                         | CUSIP: 3140NEPD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    138408 | PA      | $140913.49    | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA2047                                                         | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17422 | PA      | $17552.18     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA2199                                                         | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35234 | PA      | $35483.82     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA2472                                                         | CUSIP: 3140Q9XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23166 | PA      | $22741.85     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA2482                                                         | CUSIP: 3140Q9XL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17389 | PA      | $17542.24     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA4950                                                         | CUSIP: 3140QCQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79860 | PA      | $76032.50     | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA5624                                                         | CUSIP: 3140QDHA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    286780 | PA      | $275585.69    | 0.11%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA5969                                                         | CUSIP: 3140QDT38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270996 | PA      | $239436.74    | 0.09%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA6635                                                         | CUSIP: 3140QELR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    381603 | PA      | $337860.14    | 0.13%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA6799                                                         | CUSIP: 3140QERV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    101695 | PA      | $85565.07     | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA6871                                                         | CUSIP: 3140QET51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96820 | PA      | $92652.13     | 0.04%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA6872                                                         | CUSIP: 3140QET69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    224663 | PA      | $215058.56    | 0.09%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA7028                                                         | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366659 | PA      | $324726.62    | 0.13%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA7257                                                         | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60127 | PA      | $53204.88     | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA7502                                                         | CUSIP: 3140QFKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98584 | PA      | $95955.54     | 0.04%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB0671                                                         | CUSIP: 3140QKW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    372229 | PA      | $330323.39    | 0.13%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB2563                                                         | CUSIP: 3140QMZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    211886 | PA      | $187522.09    | 0.07%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB2857                                                         | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    234202 | PA      | $206624.43    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB3126                                                         | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68113 | PA      | $64955.65     | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB3614                                                         | CUSIP: 3140QPAQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73140 | PA      | $71623.30     | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB4103                                                         | CUSIP: 3140QPRZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69986 | PA      | $72048.04     | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB4354                                                         | CUSIP: 3140QPZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    578156 | PA      | $590084.49    | 0.23%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB5108                                                         | CUSIP: 3140QQVA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153344 | PA      | $157196.87    | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB6899                                                         | CUSIP: 3140QSUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    428120 | PA      | $437586.71    | 0.17%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80492 | PA      | $82834.78     | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FA0709                                                         | CUSIP: 3140W0YF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    621033 | PA      | $633045.24    | 0.25%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FA1231                                                         | CUSIP: 3140W1LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    664074 | PA      | $661433.44    | 0.26%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM1000                                                         | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    155013 | PA      | $143424.33    | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM1496                                                         | CUSIP: 3140X4UW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85426 | PA      | $81339.79     | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM2336                                                         | CUSIP: 3140X5S20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56436 | PA      | $55595.00     | 0.02%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3041                                                         | CUSIP: 3140X6LX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158551 | PA      | $165340.49    | 0.07%             | 2049-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3049                                                         | CUSIP: 3140X6L74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64184 | PA      | $63768.79     | 0.03%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3444                                                         | CUSIP: 3140X6ZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70887 | PA      | $67532.29     | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3645                                                         | CUSIP: 3140X7BP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89511 | PA      | $88458.67     | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM3773                                                         | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15263 | PA      | $14684.18     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM4116                                                         | CUSIP: 3140X7SE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59405 | PA      | $59581.67     | 0.02%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM4330                                                         | CUSIP: 3140X7Y45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134676 | PA      | $119310.85    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM4622                                                         | CUSIP: 3140X8D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    179713 | PA      | $166179.07    | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM4726                                                         | CUSIP: 3140X8HC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60549 | PA      | $59625.58     | 0.02%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM5475                                                         | CUSIP: 3140X9CM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15830 | PA      | $15912.59     | 0.01%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM5842                                                         | CUSIP: 3140X9P41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    252254 | PA      | $254197.56    | 0.10%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM5940                                                         | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70256 | PA      | $59085.16     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6184                                                         | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60055 | PA      | $50854.85     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6497                                                         | CUSIP: 3140XAGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    176021 | PA      | $149284.92    | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6555                                                         | CUSIP: 3140XAH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66345 | PA      | $55796.02     | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM7100                                                         | CUSIP: 3140XA3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91726 | PA      | $87896.95     | 0.03%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM7785                                                         | CUSIP: 3140XBUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110635 | PA      | $109089.51    | 0.04%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM7794                                                         | CUSIP: 3140XBUU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    294434 | PA      | $289717.13    | 0.11%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8216                                                         | CUSIP: 3140XCDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    271247 | PA      | $266688.43    | 0.11%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8576                                                         | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119561 | PA      | $110763.06    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8672                                                         | CUSIP: 3140XCT65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183873 | PA      | $180704.29    | 0.07%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM8839                                                         | CUSIP: 3140XCZD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    467885 | PA      | $395888.45    | 0.16%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM9356                                                         | CUSIP: 3140XDME3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98830 | PA      | $97205.77     | 0.04%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM9461                                                         | CUSIP: 3140XDQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    322821 | PA      | $306376.42    | 0.12%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM9464                                                         | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63447 | PA      | $58355.56     | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS0240                                                         | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65787 | PA      | $60516.42     | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS0331                                                         | CUSIP: 3140XFLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70512 | PA      | $64354.82     | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS0349                                                         | CUSIP: 3140XFL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75371 | PA      | $63474.42     | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1074                                                         | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    139286 | PA      | $127774.84    | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1092                                                         | CUSIP: 3140XGGA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72636 | PA      | $68975.19     | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1112                                                         | CUSIP: 3140XGGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    145146 | PA      | $123011.18    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1237                                                         | CUSIP: 3140XGLT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200673 | PA      | $191887.89    | 0.08%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1248                                                         | CUSIP: 3140XGL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66063 | PA      | $62220.61     | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1556                                                         | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72674 | PA      | $69468.58     | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1590                                                         | CUSIP: 3140XGXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    353854 | PA      | $311476.85    | 0.12%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1850                                                         | CUSIP: 3140XHBU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    287009 | PA      | $289633.40    | 0.11%             | 2050-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1866                                                         | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79652 | PA      | $75495.08     | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS1938                                                         | CUSIP: 3140XHEL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    398264 | PA      | $351699.44    | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2023                                                         | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78029 | PA      | $76569.93     | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2061                                                         | CUSIP: 3140XHJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59913 | PA      | $58510.45     | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2066                                                         | CUSIP: 3140XHJL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    218839 | PA      | $214434.70    | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2296                                                         | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199133 | PA      | $189051.17    | 0.07%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2463                                                         | CUSIP: 3140XHWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    302798 | PA      | $277033.38    | 0.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS2496                                                         | CUSIP: 3140XHX28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15522 | PA      | $15432.46     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS3941                                                         | CUSIP: 3140XKLX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72307 | PA      | $73011.34     | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS4223                                                         | CUSIP: 3140XKVR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331779 | PA      | $335261.72    | 0.13%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS4270                                                         | CUSIP: 3140XKW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    162314 | PA      | $136458.95    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS4367                                                         | CUSIP: 3140XKZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309858 | PA      | $306231.27    | 0.12%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5059                                                         | CUSIP: 3140XLTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77915 | PA      | $75076.15     | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5215                                                         | CUSIP: 3140XLYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    329350 | PA      | $329519.68    | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5625                                                         | CUSIP: 3140XMHB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    417521 | PA      | $425821.94    | 0.17%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5630                                                         | CUSIP: 3140XMHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    411461 | PA      | $411672.96    | 0.16%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5647                                                         | CUSIP: 3140XMHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79815 | PA      | $82372.29     | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS5708                                                         | CUSIP: 3140XMKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73160 | PA      | $74529.40     | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6158                                                         | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76200 | PA      | $74422.57     | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6214                                                         | CUSIP: 3140XM3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    439682 | PA      | $454820.78    | 0.18%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6451                                                         | CUSIP: 3140XNEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70722 | PA      | $72325.59     | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS6467                                                         | CUSIP: 3140XNFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    241960 | PA      | $248765.91    | 0.10%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS7271                                                         | CUSIP: 3140XPCH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    490882 | PA      | $483966.23    | 0.19%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS7948                                                         | CUSIP: 3140XPZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    550522 | PA      | $487415.84    | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS9027                                                         | CUSIP: 3140XRA54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    597537 | PA      | $616245.43    | 0.24%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS9508                                                         | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    865358 | PA      | $858266.03    | 0.34%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FS9697                                                         | CUSIP: 3140XRX34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    668854 | PA      | $638812.29    | 0.25%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA2868                                                         | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154475 | PA      | $149944.84    | 0.06%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA3238                                                         | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    469727 | PA      | $448783.93    | 0.18%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4031                                                         | CUSIP: 31418DPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17826 | PA      | $17811.61     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4325                                                         | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143045 | PA      | $119374.66    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4437                                                         | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    455306 | PA      | $378967.72    | 0.15%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4562                                                         | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1701849 | PA      | $1414375.62   | 0.56%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4579                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    886923 | PA      | $804490.83    | 0.32%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4626                                                         | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1907006 | PA      | $1854930.37   | 0.73%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4701                                                         | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    532686 | PA      | $528897.17    | 0.21%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4784                                                         | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    742490 | PA      | $737895.49    | 0.29%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4869                                                         | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69743 | PA      | $71168.24     | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA5611                                                         | CUSIP: 31418FGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    310001 | PA      | $301438.89    | 0.12%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-118 VZ                                                 | CUSIP: 3136A92R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102367 | PA      | $96177.85     | 0.04%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2014-6 Z                                                    | CUSIP: 3136AH6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123938 | PA      | $112459.58    | 0.04%             | 2044-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2020-56 AQ                                                  | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    196753 | PA      | $163173.92    | 0.06%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2020-57 TA                                                  | CUSIP: 3136BBEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37849 | PA      | $34075.96     | 0.01%             | 2050-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                                  | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $162762.55    | 0.06%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                               | FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050                                       | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $149770.00    | 0.06%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA (MAR)                              | CUSIP: 01F030637<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |    275000 | PA      | $248651.72    | 0.10%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                         | FERGUSON FINANCE PLC 144A 3.250000% 06/02/2030                                    | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | NUSS              | US        |    230000 | PA      | $220978.85    | 0.09%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                         | FERGUSON FINANCE PLC 144A 4.500000% 10/24/2028                                    | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | NUSS              | US        |    394000 | PA      | $397523.33    | 0.16%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS, L.P.                                                             | FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 5.875000% 04/01/2029                 | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30934.61     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS, L.P.                                                             | FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 9.250000% 01/15/2031                 | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85078.20     | 0.03%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                  | FIGRE TRUST 2025-HE3 FIGRE 2025-HE3 A                                             | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350496 | PA      | $357897.01    | 0.14%             | 2055-05-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                           | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF13 FFML 2006-FF13 A2D                   | CUSIP: 30247DAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    449565 | PA      | $297053.14    | 0.12%             | 2036-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                            | FIRSTENERGY CORP 3.900000% 07/15/2027                                             | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90371.56     | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                            | FIRSTENERGY CORP 4.850000% 07/15/2047                                             | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106963.66    | 0.04%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                         | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021-SFR1 F2                                   | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280000 | PA      | $277195.16    | 0.11%             | 2038-08-17      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                         | FIRSTKEY HOMES 2021-SFR3 TRUST FKH 2021-SFR3 A                                    | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    252197 | PA      | $247753.91    | 0.10%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FISERV, INC.                                                                 | FISERV INC 5.250000% 08/11/2035                                                   | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135056.14    | 0.05%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                 | FISERV INC 5.450000% 03/15/2034                                                   | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30587.28     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                 | FISERV INC 5.625000% 08/21/2033                                                   | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124204.97    | 0.05%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                             | FLATIRON CLO 19 LTD FLAT 2019-1A AR2                                              | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    210055 | PA      | $210051.06    | 0.08%             | 2034-11-16      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                               | FLEXENTIAL ISSUER 2021-1 FLX 2021-1A A2                                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73143 | PA      | $72305.63     | 0.03%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                 | FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 A                             | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    254000 | PA      | $253137.80    | 0.10%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                        | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20870.57     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                              | FOX CORP 6.500000% 10/13/2033                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54879.03     | 0.02%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G06496                                                   | CUSIP: 3128M8RR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     37922 | PA      | $38841.71     | 0.02%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G07668                                                   | CUSIP: 3128M9Z96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     65623 | PA      | $66273.51     | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G07697                                                   | CUSIP: 3128M93E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44403 | PA      | $44867.28     | 0.02%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G08859                                                   | CUSIP: 3128MJ5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8331 | PA      | $8529.22      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G30892                                                   | CUSIP: 3132J4GA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15508 | PA      | $15769.51     | 0.01%             | 2030-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G30943                                                   | CUSIP: 3132J4HV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     91195 | PA      | $87632.77     | 0.03%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G60587                                                   | CUSIP: 31335AUL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     81469 | PA      | $80771.59     | 0.03%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G60722                                                   | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    316493 | PA      | $294412.80    | 0.12%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G60804                                                   | CUSIP: 31335A3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    117032 | PA      | $118815.05    | 0.05%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G67701                                                   | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     52628 | PA      | $49054.12     | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G67701                                                   | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    108413 | PA      | $101051.47    | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q31008                                                   | CUSIP: 3132QMDN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     25013 | PA      | $24824.69     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q36815                                                   | CUSIP: 3132QTSD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     59761 | PA      | $59071.62     | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q42618                                                   | CUSIP: 3132WF4C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    136287 | PA      | $126503.59    | 0.05%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q45560                                                   | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31379 | PA      | $29174.11     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q45737                                                   | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     30269 | PA      | $28213.79     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q45819                                                   | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34584 | PA      | $32235.25     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Q53595                                                   | CUSIP: 3132XV7H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    332378 | PA      | $318855.59    | 0.13%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG U99045                                                   | CUSIP: 3132H7BP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     14919 | PA      | $14380.74     | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG U99054                                                   | CUSIP: 3132H7BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    113568 | PA      | $111684.33    | 0.04%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG U99124                                                   | CUSIP: 3132H7D68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    110613 | PA      | $106618.11    | 0.04%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG U99126                                                   | CUSIP: 3132H7D84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80302 | PA      | $75745.64     | 0.03%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG Z40125                                                   | CUSIP: 3132FCD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    104797 | PA      | $108391.49    | 0.04%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K124 X1                   | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2963317 | PA      | $85870.70     | 0.03%             | 2030-12-25      | Floating      | 0.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K544 A2                   | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    585000 | PA      | $595758.09    | 0.24%             | 2030-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 841089                                               | CUSIP: 31288QF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     51745 | PA      | $53636.42     | 0.02%             | 2047-06-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 841090                                               | CUSIP: 31288QF70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    120757 | PA      | $125392.06    | 0.05%             | 2046-10-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QA8518                                                        | CUSIP: 3133A3PB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    112468 | PA      | $103449.74    | 0.04%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QB2668                                                        | CUSIP: 3133A86D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    185990 | PA      | $163690.95    | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QB3535                                                        | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    125990 | PA      | $105242.09    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QB4847                                                        | CUSIP: 3133ABL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    131377 | PA      | $114105.17    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QB5443                                                        | CUSIP: 3133ACBL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    217034 | PA      | $190332.29    | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA3205                                                        | CUSIP: 3133KJR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    283951 | PA      | $239786.70    | 0.09%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA3206                                                        | CUSIP: 3133KJR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    348547 | PA      | $294879.18    | 0.12%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA3607                                                        | CUSIP: 3133KKAG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    148108 | PA      | $136412.11    | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA3913                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    173242 | PA      | $153352.07    | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA4703                                                        | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    216337 | PA      | $182552.81    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA5117                                                        | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    128427 | PA      | $108319.17    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA5731                                                        | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     71598 | PA      | $59837.96     | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA6332                                                        | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73912 | PA      | $62201.40     | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA6397                                                        | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69179 | PA      | $61540.62     | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RA6562                                                        | CUSIP: 3133KNJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     67138 | PA      | $59750.96     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR RB0714                                                        | CUSIP: 3133KTYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     70674 | PA      | $62547.84     | 0.02%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SB0378                                                        | CUSIP: 3132CWM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    136140 | PA      | $135075.23    | 0.05%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SB0385                                                        | CUSIP: 3132CWNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    202706 | PA      | $198550.60    | 0.08%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SB0833                                                        | CUSIP: 3132CW4S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    273034 | PA      | $267050.99    | 0.11%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SC0160                                                        | CUSIP: 3132D9E91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     64098 | PA      | $57254.39     | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SC0206                                                        | CUSIP: 3132D9GP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     65290 | PA      | $57903.98     | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SC0384                                                        | CUSIP: 3132D9M92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     77808 | PA      | $69658.23     | 0.03%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD0499                                                        | CUSIP: 3132DMRU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    507676 | PA      | $469063.54    | 0.19%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD0958                                                        | CUSIP: 3132DNB36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     97158 | PA      | $92654.21     | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1100                                                        | CUSIP: 3132DNGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    559217 | PA      | $493870.12    | 0.20%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1143                                                        | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44332 | PA      | $44468.16     | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1305                                                        | CUSIP: 3132DNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    101335 | PA      | $102307.87    | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1749                                                        | CUSIP: 3132DN5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     77357 | PA      | $68420.47     | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1775                                                        | CUSIP: 3132DN6L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80443 | PA      | $79851.91     | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    391424 | PA      | $356389.43    | 0.14%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD2395                                                        | CUSIP: 3132DPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76418 | PA      | $77524.66     | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD2919                                                        | CUSIP: 3132DQG42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    155642 | PA      | $160171.12    | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD2922                                                        | CUSIP: 3132DQG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    486879 | PA      | $492916.81    | 0.20%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3171                                                        | CUSIP: 3132DQQY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     78367 | PA      | $80647.77     | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3400                                                        | CUSIP: 3132DQX50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80815 | PA      | $80489.79     | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3722                                                        | CUSIP: 3132E0D33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     71123 | PA      | $72471.24     | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD3897                                                        | CUSIP: 3132E0KJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    398947 | PA      | $413069.61    | 0.16%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD4709                                                        | CUSIP: 3132DSGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    142638 | PA      | $146520.61    | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD6706                                                        | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    227736 | PA      | $225869.11    | 0.09%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7534                                                        | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     58483 | PA      | $51888.78     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7543                                                        | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    930469 | PA      | $823084.89    | 0.33%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1200898 | PA      | $1063600.38   | 0.42%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7560                                                        | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74753 | PA      | $73359.87     | 0.03%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7565                                                        | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    532588 | PA      | $550678.95    | 0.22%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD7568                                                        | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    221584 | PA      | $229213.30    | 0.09%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8037                                                        | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     82745 | PA      | $72557.52     | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8045                                                        | CUSIP: 3132DV5E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    260874 | PA      | $248392.81    | 0.10%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8079                                                        | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    100187 | PA      | $83920.84     | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8178                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    145400 | PA      | $126952.67    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8204                                                        | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1033084 | PA      | $858414.37    | 0.34%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8212                                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    373288 | PA      | $325343.52    | 0.13%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8256                                                        | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    875247 | PA      | $852042.43    | 0.34%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8257                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    253292 | PA      | $251568.72    | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8264                                                        | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    436104 | PA      | $411259.09    | 0.16%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8286                                                        | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    415648 | PA      | $404170.35    | 0.16%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8287                                                        | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1338923 | PA      | $1329397.24   | 0.53%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SL1660                                                        | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    308948 | PA      | $306877.08    | 0.12%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT0657                                                        | CUSIP: 3132ACWS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73160 | PA      | $77763.58     | 0.03%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT0794                                                        | CUSIP: 3132AC3B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    120927 | PA      | $121846.51    | 0.05%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34052 | PA      | $32212.12     | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT1703                                                        | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    663032 | PA      | $653764.13    | 0.26%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZT1748                                                        | CUSIP: 3132AD5H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    108289 | PA      | $110782.00    | 0.04%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4813 CJ                                                    | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     43559 | PA      | $39305.03     | 0.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5038 PJ                                                    | CUSIP: 3137FXP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    258617 | PA      | $193122.35    | 0.08%             | 2050-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5224 HL                                                    | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    200000 | PA      | $191509.84    | 0.08%             | 2052-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5230 PE                                                    | CUSIP: 3137H7XD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    100000 | PA      | $84820.71     | 0.03%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5473 BF                                                    | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    239107 | PA      | $241728.12    | 0.10%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    199118 | PA      | $199660.03    | 0.08%             | 2041-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M2                        | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    110000 | PA      | $112681.80    | 0.04%             | 2042-02-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M1A                       | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18330 | PA      | $18402.61     | 0.01%             | 2042-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                | FREDDIE MAC STACR REMIC TRUST 2024-DNA1 STACR 2024-DNA1 M2                        | CUSIP: 35564NBA0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    250000 | PA      | $252497.05    | 0.10%             | 2044-02-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 8.625000% 03/15/2031                    | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104473.90    | 0.04%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST                                                 | FS COMMERCIAL MORTGAGE TRUST 2023-4SZN FS 2023-4SZN B                             | CUSIP: 30334RAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160000 | PA      | $162472.46    | 0.06%             | 2039-11-10      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                       | FS RIALTO 2026-FL11 ISSUER LLC FSRIA 2026-FL11 AS                                 | CUSIP: 30343TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $305513.93    | 0.12%             | 2044-01-19      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FWDP 2Y RTP 3.62 3/31/26                                                     | FWDP 2Y RTP 3.62 3/31/26 EXPIRATION: 3/31/2026                                    | CUSIP: SWP121BD8<br>LEI: N/A                  | N/A              | DIR              |  | US        |   5380000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FWDP 5Y RTP 3.81 3/31/26                                                     | FWDP 5Y RTP 3.81 3/31/26 EXPIRATION: 3/31/26                                      | CUSIP: SWP121EB9<br>LEI: N/A                  | N/A              | DIR              |  | US        |   2285000 | NC      | $1.36         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FWDP 5Y RTP                                                                  | FWDP 5Y RTP EXPIRATION: 4/30/2026                                                 | CUSIP: SWP121743<br>LEI: N/A                  | N/A              | DIR              |  | US        |   4800000 | NC      | $167.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FWDP 5Y RTP                                                                  | FWDP 5Y RTP EXPIRATION: 5/27/2026                                                 | CUSIP: SWP1217X9<br>LEI: N/A                  | N/A              | DIR              |  | US        |   4800000 | NC      | $507.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                            | FX Forward Contract: AUD/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $379.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                            | FX Forward Contract: AUD/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $260.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                         | FX Forward Contract: USD/AUD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-3635.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                         | FX Forward Contract: USD/AUD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-48244.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                         | FX Forward Contract: USD/AUD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-1959.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                         | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-2542.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                         | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-1657.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                         | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-16.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                         | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-509.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                         | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $863.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                      | GA GLOBAL FUNDING TRUST 144A 5.500000% 01/08/2029                                 | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    521000 | PA      | $534053.34    | 0.21%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                   | GCAT 2024-INV1 TRUST GCAT 2024-INV1 1A2                                           | CUSIP: 36831BAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    143610 | PA      | $145100.20    | 0.06%             | 2054-01-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                   | GCAT 2025-INV2 TRUST GCAT 2025-INV2 A1                                            | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    361382 | PA      | $367621.59    | 0.15%             | 2055-05-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL CONTAINER INTERNATIONAL                                               | GCI FUNDING I LLC GCI 2021-1 A                                                    | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    261334 | PA      | $246823.16    | 0.10%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                       | GENERAL MOTORS FINANCIAL CO INC 2.400000% 10/15/2028                              | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    553000 | PA      | $530111.20    | 0.21%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg S.a.r.l.                                                  | GENPACT LUXEMBOURG SARL/GENPACT USA INC 1.750000% 04/10/2026                      | CUSIP: 37190AAA7<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | NUSS              | US        |    292000 | PA      | $291083.71    | 0.12%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg S.a.r.l.                                                  | GENPACT LUXEMBOURG SARL/GENPACT USA INC 6.000000% 06/04/2029                      | CUSIP: 37190AAB5<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | NUSS              | US        |    289000 | PA      | $300078.28    | 0.12%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES, INC.                                                           | GETTY IMAGES INC 144A 10.500000% 11/15/2030                                       | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22128.96     | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GINNIE MAE I POOL GN 784369                                                       | CUSIP: 3622A22A9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     76323 | PA      | $74933.65     | 0.03%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GINNIE MAE I POOL GN 784605                                                       | CUSIP: 3622AAAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     86183 | PA      | $87355.33     | 0.03%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (APRIL)                                               | CUSIP: 21H032647<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1075000 | PA      | $1005531.65   | 0.40%             | 2055-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (MARCH)                                               | CUSIP: 21H042638<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1350000 | PA      | $1334074.23   | 0.53%             | 2056-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (MARCH)                                               | CUSIP: 21H022630<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1600000 | PA      | $1411692.24   | 0.56%             | 2056-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (MARCH)                                               | CUSIP: 21H030633<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75000 | PA      | $68780.90     | 0.03%             | 2056-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (MARCH)                                               | CUSIP: 21H040632<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    650000 | PA      | $625217.80    | 0.25%             | 2056-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (MARCH)                                               | CUSIP: 21H052637<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    150000 | PA      | $151914.21    | 0.06%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (MARCH)                                               | CUSIP: 21H050631<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225000 | PA      | $225763.38    | 0.09%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 784894                                                      | CUSIP: 3622AAKF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     83099 | PA      | $78973.73     | 0.03%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 784985                                                      | CUSIP: 3622AANA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     93755 | PA      | $89910.69     | 0.04%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 786134                                                      | CUSIP: 3622ABV33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58246 | PA      | $53238.36     | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 786579                                                      | CUSIP: 3622ACFU9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68879 | PA      | $70159.06     | 0.03%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 786916                                                      | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    154600 | PA      | $158287.17    | 0.06%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 787131                                                      | CUSIP: 3622ACY46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    512651 | PA      | $515894.43    | 0.20%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 AP1087                                                      | CUSIP: 36188MF46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     47713 | PA      | $46169.36     | 0.02%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 AX3815                                                      | CUSIP: 36196FGY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81723 | PA      | $77764.85     | 0.03%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 BS8420                                                      | CUSIP: 3617MKK99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     22476 | PA      | $21724.92     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 CG3425                                                      | CUSIP: 3617WGYW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102363 | PA      | $90137.24     | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA2894                                                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    183695 | PA      | $185776.89    | 0.07%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA3456                                                      | CUSIP: 36179RZV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    114584 | PA      | $115798.98    | 0.05%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10868 | PA      | $10462.46     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA3736                                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11234 | PA      | $10813.61     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA3936                                                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     79301 | PA      | $73826.76     | 0.03%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA4451                                                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12036 | PA      | $11574.82     | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA4720                                                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32219 | PA      | $31601.35     | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA4838                                                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10909 | PA      | $10696.10     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA4901                                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10861 | PA      | $10647.24     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5019                                                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10317 | PA      | $9887.64      | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5078                                                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     73222 | PA      | $71751.92     | 0.03%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5135                                                      | CUSIP: 36179TV44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    135657 | PA      | $125592.34    | 0.05%             | 2048-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5265                                                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23108 | PA      | $23252.65     | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5399                                                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23416 | PA      | $23541.68     | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5467                                                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     30056 | PA      | $30263.70     | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5529                                                      | CUSIP: 36179UEA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15063 | PA      | $15162.20     | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5594                                                      | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     63042 | PA      | $60377.43     | 0.02%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5597                                                      | CUSIP: 36179UGE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11563 | PA      | $11819.97     | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5652                                                      | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19845 | PA      | $19970.40     | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5711                                                      | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     45368 | PA      | $45681.82     | 0.02%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5712                                                      | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11270 | PA      | $11512.70     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5763                                                      | CUSIP: 36179UML3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32220 | PA      | $31466.23     | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5817                                                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24930 | PA      | $24331.50     | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5818                                                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58415 | PA      | $58747.54     | 0.02%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA5877                                                      | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8737 | PA      | $8827.07      | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6287                                                      | CUSIP: 36179U6Y3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12824 | PA      | $13116.21     | 0.01%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6413                                                      | CUSIP: 36179VDS6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13839 | PA      | $14154.36     | 0.01%             | 2050-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6477                                                      | CUSIP: 36179VFS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12440 | PA      | $12511.09     | 0.00%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6711                                                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     71378 | PA      | $68068.25     | 0.03%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA6997                                                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     65768 | PA      | $62786.12     | 0.02%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA7589                                                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    680592 | PA      | $600982.71    | 0.24%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA7880                                                      | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    580010 | PA      | $491453.51    | 0.19%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA7883                                                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     70693 | PA      | $66972.65     | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8045                                                      | CUSIP: 36179W5E4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     73679 | PA      | $71535.71     | 0.03%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8046                                                      | CUSIP: 36179W5F1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     72511 | PA      | $72263.99     | 0.03%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75842 | PA      | $73598.03     | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8202                                                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    286246 | PA      | $289497.20    | 0.11%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8268                                                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     74757 | PA      | $74466.92     | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8346                                                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    462830 | PA      | $450135.79    | 0.18%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8429                                                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     66200 | PA      | $67672.16     | 0.03%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8490                                                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    222250 | PA      | $224013.88    | 0.09%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8726                                                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     65149 | PA      | $66654.36     | 0.03%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8801                                                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    520238 | PA      | $531906.37    | 0.21%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8801                                                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    133910 | PA      | $136912.90    | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8879                                                      | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    140702 | PA      | $143912.70    | 0.06%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA9240                                                      | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    616509 | PA      | $621239.48    | 0.25%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                | GLOBAL ATLANTIC FIN CO 144A 3.125000% 06/15/2031                                  | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    289000 | PA      | $260458.65    | 0.10%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                           | GLOBAL PARTNERS LP / GLP FINANCE CORP 144A 8.250000% 01/15/2032                   | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5282.40      | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                          | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-2 A                                | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    468000 | PA      | $483814.47    | 0.19%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                          | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-2A A                               | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    537000 | PA      | $556219.12    | 0.22%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                        | GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD GLM 2021-11A AR                          | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260143.00    | 0.10%             | 2034-10-20      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                        | GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD GLM 2022-16A ARR                         | CUSIP: 38090AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    445000 | PA      | $445085.89    | 0.18%             | 2038-01-20      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126295.75    | 0.05%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10458.73     | 0.00%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                      | GOLUB CAPITAL BDC INC 6.000000% 07/15/2029                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    241000 | PA      | $241988.55    | 0.10%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                      | GOLUB CAPITAL BDC INC 7.050000% 12/05/2028                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123851.32    | 0.05%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                               | GOLUB CAPITAL PARTNERS CLO 53B LTD GCBSL 2021-53A AR                              | CUSIP: 38177YAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $334905.20    | 0.13%             | 2034-07-20      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA                           | CUSIP: 38378D2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48424 | PA      | $5151.47      | 0.00%             | 2042-03-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-178 IO                          | CUSIP: 38380RFZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1062963 | PA      | $103302.11    | 0.04%             | 2060-10-16      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA                          | CUSIP: 38383CRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    221952 | PA      | $186810.06    | 0.07%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-223 P                           | CUSIP: 38383FHR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     70051 | PA      | $62372.52     | 0.02%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-139 AL                          | CUSIP: 38383M3M8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100000 | PA      | $93578.36     | 0.04%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT                          | CUSIP: 38383LDU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78682 | PA      | $67284.45     | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-63 LM                           | CUSIP: 38383REY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100000 | PA      | $87558.08     | 0.03%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                      | GRAND CANYON UNIVERSITY 5.125000% 10/01/2028                                      | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15046.24     | 0.01%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE BACKED SECURITIES TRUST 2025 CES1 GSMBS 2025-CES1 A1A                 | CUSIP: 36271RAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    213383 | PA      | $215548.13    | 0.09%             | 2055-05-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                 | GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 AAB                         | CUSIP: 36264KAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    209070 | PA      | $200855.76    | 0.08%             | 2053-12-12      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ11 GSMBS 2025-PJ11 A4                  | CUSIP: 36273RAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    612756 | PA      | $618222.77    | 0.24%             | 2056-05-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ5 GSMBS 2025-PJ5 A5                    | CUSIP: 36272DAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225350 | PA      | $227183.21    | 0.09%             | 2055-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6 GSMBS 2025-PJ6 A8                    | CUSIP: 36272KAH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    222579 | PA      | $224267.26    | 0.09%             | 2055-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ7 GSMBS 2025-PJ7 A5                    | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    222808 | PA      | $224402.92    | 0.09%             | 2055-12-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ8 GSMBS 2025-PJ8 A5                    | CUSIP: 36272XAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    471541 | PA      | $475816.14    | 0.19%             | 2056-02-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                 | GUARDIAN LIFE GLOBAL FUNDING 144A 4.798000% 04/28/2030                            | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317964.62    | 0.13%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS SYSTEM, L.L.C.                                        | GULFSTREAM NATURAL GAS SYSTEM LLC 144A 5.600000% 07/23/2035                       | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    592000 | PA      | $616663.82    | 0.24%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 1.375000% 03/15/2031                                           | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44031.74     | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 2.500000% 04/15/2027                                           | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29642.90     | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 2.700000% 04/15/2030                                           | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19100.40     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 3.250000% 04/15/2032                                           | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47698.40     | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                         | HOME DEPOT INC/THE 3.300000% 04/15/2040                                           | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8305.33      | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                               | HOME PARTNERS OF AMERICA 2021-2 TRUST HPA 2021-2 A                                | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    209267 | PA      | $205471.57    | 0.08%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                  | HOMES 2024-NQM2 TRUST HOMES 2024-NQM2 A1                                          | CUSIP: 43761CAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    221039 | PA      | $223306.78    | 0.09%             | 2069-10-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                  | HOMES 2026-NQM1 TRUST HOMES 2026-NQM1 A2                                          | CUSIP: 437922AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    298014 | PA      | $298020.80    | 0.12%             | 2070-09-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC 5.130000% 03/03/2031                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    677000 | PA      | $698546.53    | 0.28%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                              | HUDSON PACIFIC PROPERTIES LP 3.950000% 11/01/2027                                 | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152154.13    | 0.06%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                  | HUMANA INC 2.150000% 02/03/2032                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8728.01      | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                  | HUMANA INC 5.550000% 05/01/2035                                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157725.48    | 0.06%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 10.000000% 11/15/2029          | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168852.19    | 0.07%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 9.750000% 01/15/2029           | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4941.74      | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                               | ING GROEP NV 6.114000% 09/11/2034                                                 | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $326819.28    | 0.13%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 2.000000% 08/12/2031                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57602.89     | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $55649.02     | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32578.03     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                           | INTERSTATE POWER AND LIGHT CO 2.300000% 06/01/2030                                | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    295000 | PA      | $275380.25    | 0.11%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                                   | IRON MOUNTAIN INC 144A 6.250000% 01/15/2033                                       | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61308.48     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.G. WENTWORTH LLC                                                           | J.G. WENTWORTH XXXIX LLC HENDR 2017-2A B                                          | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    173485 | PA      | $159847.87    | 0.06%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                          | JB HUNT TRANSPORT SERVICES INC 4.900000% 03/15/2030                               | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    319000 | PA      | $327870.71    | 0.13%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| J.G. WENTWORTH LLC                                                           | JG WENTWORTH XLII LLC HENDR 2018-2A B                                             | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    128932 | PA      | $119220.34    | 0.05%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                               | JH NORTH AMERICA HOLDINGS INC 144A 5.875000% 01/31/2031                           | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61278.72     | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2020-3 JPMMT 2020-3 A3A                                  | CUSIP: 46592AAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49998 | PA      | $44885.72     | 0.02%             | 2050-08-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST 2025-CCM1 JPMMT 2025-CCM1 A4                             | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    377118 | PA      | $381554.92    | 0.15%             | 2055-06-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-4 JPMMT 2024-4 A4A                           | CUSIP: 46657WAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101276 | PA      | $101883.15    | 0.04%             | 2054-10-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 JPMDB 2017-C7 XA               | CUSIP: 46648KAW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1138572 | PA      | $11332.09     | 0.00%             | 2050-10-15      | Floating      | 0.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121983.90    | 0.05%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 3.509000% 01/23/2029                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386675.55    | 0.15%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.203000% 07/23/2029                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $592553.84    | 0.23%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.493000% 03/24/2031                                          | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302107.37    | 0.12%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.565000% 06/14/2030                                          | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182814.26    | 0.07%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    213000 | PA      | $228151.45    | 0.09%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| KEDRION S.P.A.                                                               | KEDRION SPA 144A 6.500000% 09/01/2029                                             | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | NUSS              | IT        |     55000 | PA      | $53293.05     | 0.02%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                          | KINDER MORGAN INC 4.300000% 03/01/2028                                            | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80633.16     | 0.03%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                          | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9354.96      | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                          | KINDER MORGAN INC 5.850000% 06/01/2035                                            | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    103000 | PA      | $110732.48    | 0.04%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC.                                                               | KKR & CO INC 5.100000% 08/07/2035                                                 | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    511000 | PA      | $505712.00    | 0.20%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. III LLC                                                | KKR GROUP FINANCE CO III LLC 144A 5.125000% 06/01/2044                            | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $197699.07    | 0.08%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO. VIII LLC                                               | KKR GROUP FINANCE CO VIII LLC 144A 3.500000% 08/25/2050                           | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $94560.42     | 0.04%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                     | KODIAK GAS SERVICES LLC 144A 6.500000% 10/01/2033                                 | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56717.16     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                    | KRAFT HEINZ FOODS CO 4.250000% 03/01/2031                                         | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9992.27      | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LBTY COMMERCIAL MORTGAGE TRUST                                               | LBTY COMMERCIAL MORTGAGE TRUST 2026-225L LBTY 2026-225L A                         | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    256000 | PA      | $257672.91    | 0.10%             | 2043-02-10      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                                                     | LCM 37 LTD LCM 37A A1R                                                            | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    245367 | PA      | $245120.81    | 0.10%             | 2034-04-15      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                                                     | LCM 39 LTD/JERSEY LCM 39A A2R                                                     | CUSIP: 50204NAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $299925.00    | 0.12%             | 2034-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                    | LIBERTY MUTUAL GROUP INC 144A 4.569000% 02/01/2029                                | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271744.18    | 0.11%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                   | LIGHTPATH FIBER ISSUER LLC LPATH 2026-1A A2                                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $223402.08    | 0.09%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC 5.721000% 06/05/2030                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    534000 | PA      | $560710.95    | 0.22%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                         | LONG GILT FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -2 | NC      | $-251895.67   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                       | LOWE'S COS INC 3.700000% 04/15/2046                                               | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     96000 | PA      | $74171.01     | 0.03%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                       | LOWE'S COS INC 4.500000% 04/15/2030                                               | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20327.98     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                       | LOWE'S COS INC 5.000000% 04/15/2040                                               | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52274.15     | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                       | LOWE'S COS INC 5.625000% 04/15/2053                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241311.35    | 0.10%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT LIMITED                                                       | LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SOLRR 2021-1 A                   | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | IE        |    160953 | PA      | $154772.91    | 0.06%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                                     | MACQUARIE GROUP LTD MTN 5.033000% 01/15/2030                                      | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |    280000 | PA      | $287173.46    | 0.11%             | 2030-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                   | MADISON PARK FUNDING XXXVI LTD MDPK 2019-36A B1RR                                 | CUSIP: 55819PBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250201.25    | 0.10%             | 2035-04-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                                       | MAGNETITE XXIII LTD MAGNE 2019-23A AR2                                            | CUSIP: 55954NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $314660.12    | 0.12%             | 2035-01-25      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                             | MARSH & MCLENNAN COS INC 4.950000% 03/15/2036                                     | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141244.66    | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                  | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.375000% 04/15/2050                  | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    144000 | PA      | $99709.26     | 0.04%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                  | MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 5.672000% 12/01/2052                  | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301377.05    | 0.12%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                        | MASSACHUSETTS ST EDUCTNL FING MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY       | CUSIP: 57563RSP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $285955.15    | 0.11%             | 2027-07-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                       | MCDONALD'S CORP MTN 4.700000% 12/09/2035                                          | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55624.23     | 0.02%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                         | MEDLINE BORROWER LP 144A 3.875000% 04/01/2029                                     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245877.85    | 0.10%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                         | META PLATFORMS INC 4.600000% 11/15/2032                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255209.99    | 0.10%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                         | META PLATFORMS INC 4.875000% 11/15/2035                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106045.51    | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                         | META PLATFORMS INC 5.600000% 05/15/2053                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19472.40     | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                         | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347482.96    | 0.14%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I MTN 3.300000% 03/21/2029                       | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    361000 | PA      | $352908.89    | 0.14%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                      | MF1 2025-FL17 LLC MF1 2025-FL17 B                                                 | CUSIP: 55287HAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200118.20    | 0.08%             | 2040-02-18      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                                 | MICHAELS COS INC/THE 144A 5.250000% 05/01/2028                                    | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121945.53    | 0.05%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                                 | MICHAELS COS INC/THE 144A 8.500000% 03/15/2033                                    | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58362.29     | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC.                                                               | MODIVCARE INC 144A 5.000000% 10/01/2029                                           | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    126000 | PA      | $1260.00      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                      | MOLINA HEALTHCARE INC 144A 6.250000% 01/15/2033                                   | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49185.80     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                          | MOODY'S CORP 3.250000% 05/20/2050                                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    235000 | PA      | $163425.72    | 0.06%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.073000% 01/30/2037                                               | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337855.61    | 0.13%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.192000% 04/17/2031                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    257000 | PA      | $266229.87    | 0.11%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434889.10    | 0.17%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46595.26     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20936.32     | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                           | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C32 ASB             | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50451 | PA      | $50301.09     | 0.02%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                               | MORGAN STANLEY CAPITAL I TRUST 2019-L3 MSC 2019-L3 A3                             | CUSIP: 61691UBD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    642648 | PA      | $620097.35    | 0.25%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163130.55    | 0.06%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 3.622000% 04/01/2031                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    244000 | PA      | $238581.54    | 0.09%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 3.622000% 04/01/2031                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136891.05    | 0.05%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                            | MORGAN STANLEY PRIVATE BANK NA 4.204000% 11/17/2028                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90334.85     | 0.04%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                            | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91646.69     | 0.04%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP 4.800000% 02/15/2029                                                      | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81547.33     | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                                    | MSCI INC 5.250000% 09/01/2035                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355447.86    | 0.14%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                     | NATIONAL SECURITIES CLEARING CORP 144A 5.000000% 05/30/2028                       | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    351000 | PA      | $359523.65    | 0.14%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET  LENDING CLO LTD               | NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LEND NEUBL 2023-1A BR               | CUSIP: 640977AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $300900.03    | 0.12%             | 2036-10-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1                        | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71019 | PA      | $69834.57     | 0.03%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B2                        | CUSIP: 64828GBB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155394 | PA      | $153987.16    | 0.06%             | 2059-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101751 | PA      | $98461.58     | 0.04%             | 2059-09-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                         | NEW S WALES TREASURY CRP 5.250000% 02/24/2038                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    420000 | PA      | $294949.72    | 0.12%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                 | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SNK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $119235.60    | 0.05%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                                               | NEW YORK ST URBAN DEV CORP REV EMPIRE STATE DEVELOPMENT CORP                      | CUSIP: 650035TD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $221962.26    | 0.09%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                        | NEXTERA ENERGY CAPITAL HOLDINGS INC 3.550000% 05/01/2027                          | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    292000 | PA      | $290837.80    | 0.12%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NJ TRUST                                                                     | NJ TRUST 2023-GSP NJ 2023-GSP A                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $105404.94    | 0.04%             | 2029-01-06      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, INC.                                                               | NNN REIT INC 4.600000% 02/15/2031                                                 | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324294.56    | 0.13%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP 4.837000% 10/01/2041                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191562.99    | 0.08%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                       | NSTAR ELECTRIC CO 3.950000% 04/01/2030                                            | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228665.05    | 0.09%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                           | NVIDIA CORP 2.850000% 04/01/2030                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19239.29     | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NYC TRUST                                                                    | NYCT TRUST 2024-3ELV NYCT 2024-3ELV A                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100355.70    | 0.04%             | 2029-08-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A2                                              | CUSIP: 67114VAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120000 | PA      | $98971.93     | 0.04%             | 2061-11-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2022-NQM6 TRUST OBX 2022-NQM6 A1                                              | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122601 | PA      | $123541.42    | 0.05%             | 2062-07-25      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2022-NQM7 TRUST OBX 2022-NQM7 A1                                              | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120965 | PA      | $120861.72    | 0.05%             | 2062-08-25      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2023-NQM6 TRUST OBX 2023-NQM6 A1                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    141703 | PA      | $142251.18    | 0.06%             | 2063-07-25      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2023-NQM7 TRUST OBX 2023-NQM7 A1                                              | CUSIP: 67117XAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115554 | PA      | $116492.47    | 0.05%             | 2063-04-25      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM3 TRUST OBX 2024-NQM3 A3                                              | CUSIP: 67118KAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54411 | PA      | $54824.29     | 0.02%             | 2063-12-25      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 3.200000% 08/15/2026                                    | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29856.45     | 0.01%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036                                  | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    665000 | PA      | $411450.60    | 0.16%             | 2036-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                  | OCP CLO 2015-10 LTD OCP 2015-10A AR3                                              | CUSIP: 67092DBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $560774.48    | 0.22%             | 2038-01-26      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD                                                                  | OCP CLO 2025-45 LTD OCP 2025-45A A                                                | CUSIP: 67126BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    387000 | PA      | $387978.34    | 0.15%             | 2038-10-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                            | OCTAGON INVESTMENT PARTNERS 40 LTD OCT40 2019-1A BRR                              | CUSIP: 67592BBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290229.97    | 0.11%             | 2035-01-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                          | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.350000% 04/01/2035                          | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166622.72    | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                  | ONEOK INC 6.625000% 09/01/2053                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42394.04     | 0.02%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LIMITED PARTNERSHIP                                       | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 144A 8.000000% 08/01/2030                 | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $9666.07      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                               | OPAL BIDCO SAS 144A 6.500000% 03/31/2032                                          | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | NUSS              | FR        |     25000 | PA      | $25749.80     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68165.39     | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.950000% 04/01/2030                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18612.48     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31276.36     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    266000 | PA      | $176080.04    | 0.07%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $547190.13    | 0.22%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 5.200000% 09/26/2035                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91803.52     | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48576.44     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 6.550000% 02/04/2046                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58467.09     | 0.02%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 6.700000% 02/04/2056                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58185.61     | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE PTY LTD                                             | PACIFIC NATIONAL FINANCE PTY LTD MTN 3.700000% 09/24/2029                         | CUSIP: Q72457AB2<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | NUSS              | AU        |    100000 | PA      | $66067.09     | 0.03%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                                            | PALMER SQUARE CLO 2022-4 LTD PLMRS 2022-4A A1R                                    | CUSIP: 69700XAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    284000 | PA      | $284636.73    | 0.11%             | 2037-10-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107683.06    | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST II                                           | PEACHTREE CORNERS FUNDING TRUST II 144A 6.012000% 05/15/2035                      | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $268327.64    | 0.11%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                               | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.550000% 05/01/2028           | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    542000 | PA      | $557859.18    | 0.22%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                          | PFS FINANCING CORP PFSFC 2025-D A                                                 | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    321000 | PA      | $324893.70    | 0.13%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                                           | PG&E WILDFIRE RECOVERY FUNDING LLC 3.594000% 06/01/2030                           | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220195 | PA      | $218462.64    | 0.09%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                                           | PG&E WILDFIRE RECOVERY FUNDING LLC 4.722000% 06/01/2037                           | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $456640.43    | 0.18%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                          | PHILLIPS 66 CO 3.550000% 10/01/2026                                               | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    232000 | PA      | $231411.89    | 0.09%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                           | PIEDMONT NATURAL GAS CO INC 3.640000% 11/01/2046                                  | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $130473.44    | 0.05%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                             | PLANET FITNESS MASTER ISSUER LLC PLNT 2024-1A A2I                                 | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    488812 | PA      | $496470.77    | 0.20%             | 2054-06-05      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 5.354000% 12/02/2028                         | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    470000 | PA      | $481888.47    | 0.19%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 5.582000% 06/12/2029                         | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82920.74     | 0.03%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    247000 | PA      | $262153.89    | 0.10%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                          | POST HOLDINGS INC 144A 6.250000% 02/15/2032                                       | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102869.70    | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                     | PRET 2025-NPL7 LLC PRET 2025-NPL7 A1                                              | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101061 | PA      | $101416.85    | 0.04%             | 2055-07-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2022-AFC1 TRUST PRKCM 2022-AFC1 A1A                                         | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62743 | PA      | $63457.85     | 0.03%             | 2057-04-25      | Floating      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                            | PROGRESS RESIDENTIAL 2023-SFR2 TRUST PROG 2023-SFR2 A                             | CUSIP: 74331GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    527472 | PA      | $529058.99    | 0.21%             | 2040-10-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2024-NQM4 TRUST PRPM 2024-NQM4 A1                                            | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    315913 | PA      | $318705.12    | 0.13%             | 2069-12-26      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2024-RCF1 LLC PRPM 2024-RCF1 A1                                              | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    373456 | PA      | $371037.20    | 0.15%             | 2054-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2025-RCF3 LLC PRPM 2025-RCF3 A2                                              | CUSIP: 69392PAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385000 | PA      | $390662.66    | 0.15%             | 2055-07-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2026-RCF1 TRUST PRPM 2026-RCF1 A1                                            | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $307523.36    | 0.12%             | 2056-01-25      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                           | PUBLIC SERVICE CO OF OKLAHOMA 5.200000% 01/15/2035                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163405.18    | 0.06%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                              | QUEENSLAND TREASURY CORP 144A 5.250000% 08/13/2038                                | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    420000 | PA      | $292716.84    | 0.12%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS, LLC                                              | RAVEN ACQUISITION HOLDINGS LLC 144A 6.875000% 11/15/2031                          | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9625.45      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES6 RCKT 2024-CES6 A1A                                  | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    164386 | PA      | $165359.99    | 0.07%             | 2044-09-25      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES9 RCKT 2024-CES9 A1A                                  | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    221874 | PA      | $224338.43    | 0.09%             | 2044-12-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                    | REALTY INCOME CORP 5.125000% 04/15/2035                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46297.30     | 0.02%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX FUNDING, LLC                                               | RENTOKIL TERMINIX FUNDING LLC 144A 5.000000% 04/28/2030                           | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460745.27    | 0.18%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                        | REPUBLIC OF COLOMBIA 5.625000% 02/26/2044                                         | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $161640.00    | 0.06%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Gesellschaft mit beschraenkter Haftung                          | ROBERT BOSCH GMBH MTN 4.375000% 06/02/2043                                        | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $118629.65    | 0.05%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                           | ROCKFORD TOWER CLO 2020-1 LTD ROCKT 2020-1A A1RR                                  | CUSIP: 77341EBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315124.74    | 0.12%             | 2036-01-20      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ROLLINS, INC.                                                                | ROLLINS INC 5.250000% 02/24/2035                                                  | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159325.94    | 0.06%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | ROMANIA 5.750000% 03/24/2035                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     48000 | PA      | $48587.24     | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | ROMANIA 6.625000% 05/16/2036                                                      | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    152000 | PA      | $161837.40    | 0.06%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                           | RYDER SYSTEM INC MTN 5.250000% 06/01/2028                                         | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364680.11    | 0.14%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SABEY DATA CENTER ISSUER, LLC                                                | SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2                                       | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    466000 | PA      | $461266.70    | 0.18%             | 2046-06-20      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                          | SBA SMALL BUSINESS INVESTMENT COS SBIC 2023-10A 1                                 | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    269306 | PA      | $276126.73    | 0.11%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                          | SBA SMALL BUSINESS INVESTMENT COS SBIC 2024-10A 1                                 | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    505900 | PA      | $518729.10    | 0.21%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                          | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10A 1                                 | CUSIP: 831641FZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $348157.26    | 0.14%             | 2035-03-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                          | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10B 1                                 | CUSIP: 831641GA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    635000 | PA      | $646176.00    | 0.26%             | 2035-09-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                              | SBA TOWER TRUST 144A 2.593000% 10/15/2031                                         | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $343179.82    | 0.14%             | 2031-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  29005248 | NS      | $29005248.26  | 11.48%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    600470 | NS      | $600470.03    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2024-4 SEMT 2024-4 A4                                      | CUSIP: 81743BAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119963 | PA      | $120894.03    | 0.05%             | 2054-05-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2024-7 SEMT 2024-7 A11                                     | CUSIP: 81748EAL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     47022 | PA      | $46971.42     | 0.02%             | 2054-08-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-2 SEMT 2025-2 A5                                      | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    213607 | PA      | $214373.57    | 0.08%             | 2055-03-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                       | SEQUOIA MORTGAGE TRUST 2025-4 SEMT 2025-4 A5                                      | CUSIP: 81749MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230555 | PA      | $232327.33    | 0.09%             | 2055-04-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                   | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2A            | CUSIP: 78413MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195000 | PA      | $173204.52    | 0.07%             | 2043-01-05      | Floating      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                   | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $224921.58    | 0.09%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                      | SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 SGCMS 2016-C5 A3                  | CUSIP: 78419CAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104637 | PA      | $104239.88    | 0.04%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                             | SHELL INTERNATIONAL FINANCE BV 2.875000% 05/10/2026                               | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $79848.42     | 0.03%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                                         | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB 6.750000% 08/15/2032            | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39152.10     | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                   | SIMON PROPERTY GROUP LP 1.750000% 02/01/2028                                      | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    501000 | PA      | $482537.60    | 0.19%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                              | SINCLAIR TELEVISION GROUP INC 144A 8.125000% 02/15/2033                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5206.25      | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A 5.000000% 08/01/2027                                     | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55966.98     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                                         | SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2                                      | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250192.75    | 0.10%             | 2034-10-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                | SIXTH STREET LENDING PARTNERS 6.500000% 03/11/2029                                | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    254000 | PA      | $262289.06    | 0.10%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLAM LIMITED                                                                 | SLAM LTD SLAM 2024-1A A                                                           | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    208935 | PA      | $213404.80    | 0.08%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                             | SLG OFFICE TRUST 2021-OVA SLG 2021-OVA C                                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $361430.40    | 0.14%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                            | SMBC AVIATION CAPITAL FINANCE DAC 144A 5.700000% 07/25/2033                       | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | NUSS              | IE        |    145000 | PA      | $153256.44    | 0.06%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                               | SMRT 2022-MINI SMRT 2022-MINI D                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210000 | PA      | $209803.13    | 0.08%             | 2039-01-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC.                                                                    | SNAP INC 144A 6.875000% 03/01/2033                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29880.59     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                     | SONOCO PRODUCTS CO 5.000000% 09/01/2034                                           | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    343000 | PA      | $346381.35    | 0.14%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                     | SOUTHERN CO GAS CAPITAL CORP 4.950000% 09/15/2034                                 | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    515000 | PA      | $522315.58    | 0.21%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                         | SOUTHERN CO/THE 3.750000% 09/15/2051                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119084.75    | 0.05%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                                        | SPECTRUM BRANDS INC 144A 3.875000% 03/15/2031                                     | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52428.28     | 0.02%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                   | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12223.63     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                       | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150300 | PA      | $151341.06    | 0.06%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STAR PARENT, INC.                                                            | STAR PARENT INC 144A 9.000000% 10/01/2030                                         | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30448.95     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                        | STARBUCKS CORP 5.400000% 05/15/2035                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10542.51     | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                     | STATE STREET CORP 3.152000% 03/30/2031                                            | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77554.65     | 0.03%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                      | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2007-WF1 A1               | CUSIP: 86358BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     72023 | PA      | $71203.51     | 0.03%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                           | SUBWAY FUNDING LLC SUBWAY 2024-1A A2I                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    318962 | PA      | $322522.09    | 0.13%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                           | SUBWAY FUNDING LLC SUBWAY 2024-1A A2II                                            | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    174788 | PA      | $179027.25    | 0.07%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SUEZ SA                                                                      | SUEZ SACA MTN 2.875000% 05/24/2034                                                | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $111467.52    | 0.04%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A 5.625000% 07/15/2034                                               | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14997.67     | 0.01%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A 7.875000% MATURITY: PERPETUAL                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72362.50     | 0.03%             | 2174-03-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                  | SVC ABS LLC SVC 2026-1A B                                                         | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $200762.32    | 0.08%             | 2056-03-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                        | SWITCH ABS ISSUER LLC SWTCH 2024-1A A2                                            | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $303805.59    | 0.12%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                        | SWITCH ABS ISSUER LLC SWTCH 2025-1A A2                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70000 | PA      | $69515.54     | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                                   | SYDNEY AIRPORT FINANCE CO PTY LTD MTN 5.900000% 04/19/2034                        | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | NUSS              | AU        |     40000 | PA      | $29072.20     | 0.01%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.550000% 02/15/2031                                             | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18513.75     | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.625000% 02/15/2029                                             | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38493.85     | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.875000% 02/15/2031                                             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18779.17     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.375000% 04/15/2029                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19637.37     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20459.50     | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9984.18      | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208385.61    | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669810.88    | 0.27%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 5.150000% 04/15/2034                                             | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41334.92     | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                                       | TACO BELL FUNDING LLC BELL 2021-1A A2II                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    424440 | PA      | $398780.56    | 0.16%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                                       | TACO BELL FUNDING LLC BELL 2025-1A A2I                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    451000 | PA      | $456016.16    | 0.18%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                        | TARGA RESOURCES CORP 4.200000% 02/01/2033                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38845.76     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                  | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.875000% 02/01/2031           | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50639.67     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                  | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.000000% 01/15/2028           | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10005.62     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                  | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.500000% 03/01/2030           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20361.33     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                        | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120162.29    | 0.05%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                                       | TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030                           | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57364.22     | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                            | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $58466.41     | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                       | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10294.11     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                       | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97397.76     | 0.04%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2020-MH1 TPMT 2020-MH1 M2A                              | CUSIP: 89178YBX1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $296240.19    | 0.12%             | 2060-02-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2024-CES6 TPMT 2024-CES6 A1                             | CUSIP: 891947AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340144 | PA      | $343714.57    | 0.14%             | 2064-11-25      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2025-CRM1 TPMT 2025-CRM1 A1                             | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    429605 | PA      | $434449.68    | 0.17%             | 2065-01-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 6.625000% 03/01/2032                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41439.68     | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 7.125000% 12/01/2031                                           | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20961.82     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                             | TRANSOCEAN INTERNATIONAL LTD 144A 8.750000% 02/15/2030                            | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |      7000 | PA      | $7323.75      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Limited                                           | TRANSOCEAN TITAN FINANCING LTD 144A 8.375000% 02/01/2028                          | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      5448 | PA      | $5568.90      | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 04/07/2026                                                | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2455000 | PA      | $2446091.42   | 0.97%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 04/21/2026                                                | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2470000 | PA      | $2457581.38   | 0.97%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 05/07/2026                                                | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $655644.00    | 0.26%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 05/21/2026                                                | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2470000 | PA      | $2450321.41   | 0.97%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                             | TREASURY CORP OF VICTORIA MTN 2.000000% 11/20/2037                                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    175000 | PA      | $87243.71     | 0.03%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                  | TRICON AMERICAN HOMES 2019-SFR1 TRUST TAH 2019-SFR1 A                             | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    281248 | PA      | $280692.13    | 0.11%             | 2038-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                  | TRICON AMERICAN HOMES 2020-SFR2 TRUST TAH 2020-SFR2 A                             | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    199034 | PA      | $190477.48    | 0.08%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                     | TRICON RESIDENTIAL 2021-SFR1 TRUST TCN 2021-SFR1 F                                | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $357266.41    | 0.14%             | 2038-07-17      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                     | TRICON RESIDENTIAL 2024-SFR4 TRUST TCN 2024-SFR4 A                                | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400271 | PA      | $400507.46    | 0.16%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD                                                             | TRINITAS CLO VI LTD TRNTS 2017-6A B1R4                                            | CUSIP: 89640YBS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250282.75    | 0.10%             | 2034-01-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LIMITED                                       | TRITON CONTAINER INTERNATIONAL LTD / TAL INTERNATI 3.250000% 03/15/2032           | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | NUSS              | BM        |    422000 | PA      | $391228.90    | 0.15%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LIMITED                                       | TRITON CONTAINER INTERNATIONAL LTD / TAL INTERNATI 5.150000% 02/15/2033           | CUSIP: 89681LAC6<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | NUSS              | BM        |    249000 | PA      | $248969.12    | 0.10%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | TSY INFL IX N/B 1.875000% 07/15/2035                                              | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    631000 | PA      | $650155.91    | 0.26%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                | UBS COMMERCIAL MORTGAGE TRUST 2018-C13 UBSCM 2018-C13 ASB                         | CUSIP: 90353KAW9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    281743 | PA      | $282178.73    | 0.11%             | 2051-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 4.194000% 04/01/2031                                            | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    250000 | PA      | $249286.48    | 0.10%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 4.550000% 04/17/2026                                                 | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    250000 | PA      | $250157.64    | 0.10%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                                     | UKG INC 144A 6.875000% 02/01/2031                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9701.49      | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                     | UNITED MEXICAN STATES 4.600000% 02/10/2048                                        | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $157230.00    | 0.06%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20B 1                       | CUSIP: 83162CTB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14260 | PA      | $14274.17     | 0.01%             | 2030-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20G 1                       | CUSIP: 83162CUD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     68621 | PA      | $68112.20     | 0.03%             | 2031-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20H 1                       | CUSIP: 83162CUE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37445 | PA      | $36732.27     | 0.01%             | 2031-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2013-20G 1                       | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156436 | PA      | $152091.24    | 0.06%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2014-20C 1                       | CUSIP: 83162CWD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156195 | PA      | $152566.60    | 0.06%             | 2034-03-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20F 1                       | CUSIP: 83162CXB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46053 | PA      | $44172.95     | 0.02%             | 2035-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20H 1                       | CUSIP: 83162CYU1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    112290 | PA      | $105409.34    | 0.04%             | 2037-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20A 1                       | CUSIP: 83162CZC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119541 | PA      | $113214.10    | 0.04%             | 2038-01-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20B 1                       | CUSIP: 83162CZF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175762 | PA      | $167443.53    | 0.07%             | 2038-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1                       | CUSIP: 83162CP56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    289866 | PA      | $283821.70    | 0.11%             | 2047-05-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1                       | CUSIP: 83162CQ22<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    378415 | PA      | $367931.46    | 0.15%             | 2047-07-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                            | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25F 1                       | CUSIP: 83162CX40<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    377980 | PA      | $393277.70    | 0.16%             | 2049-06-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP, INC.                                                          | UPBOUND GROUP INC 144A 6.375000% 02/15/2029                                       | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24748.43     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US 10YR ULTRA FUT JUN26                                                      | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-116734.38   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE (CBT) JUN26                                                      | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        74 | NC      | $15486234.38  | 6.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                     | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $550703.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                                                 | US BANCORP 5.678000% 01/23/2035                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    192000 | PA      | $203823.59    | 0.08%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1758000 | PA      | $1309572.67   | 0.52%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.375000% 02/29/2028                                              | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9165000 | PA      | $9162851.91   | 3.63%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.500000% 02/15/2029                                              | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2310000 | PA      | $2317218.75   | 0.92%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.500000% 02/28/2031                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13050000 | PA      | $13039804.69  | 5.16%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.500000% 11/30/2030                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2671000 | PA      | $2669539.28   | 1.06%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.500000% 12/15/2028                                              | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    328000 | PA      | $328973.75    | 0.13%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.625000% 05/15/2053                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3227000 | PA      | $2707276.52   | 1.07%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.625000% 08/31/2030                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2469000 | PA      | $2481827.22   | 0.98%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.750000% 01/31/2031                                              | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    553000 | PA      | $558616.41    | 0.22%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.750000% 02/28/2033                                              | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3060000 | PA      | $3065259.38   | 1.21%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.875000% 05/15/2043                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1817000 | PA      | $1679518.40   | 0.66%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.000000% 05/31/2030                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3027000 | PA      | $3088722.41   | 1.22%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1869000 | PA      | $1875716.72   | 0.74%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.125000% 02/15/2036                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4755000 | PA      | $4818152.34   | 1.91%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.125000% 08/15/2053                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    404000 | PA      | $370622.66    | 0.15%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 02/15/2054                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    969000 | PA      | $907718.32    | 0.36%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    196000 | PA      | $201030.16    | 0.08%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 08/15/2054                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    969000 | PA      | $907907.57    | 0.36%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1002000 | PA      | $998829.61    | 0.40%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    592000 | PA      | $590404.38    | 0.23%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 05/15/2044                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $394433.20    | 0.16%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1022000 | PA      | $1031621.17   | 0.41%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.750000% 02/15/2056                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9925000 | PA      | $10114195.31  | 4.00%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1203000 | PA      | $1224992.34   | 0.48%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4920000 | PA      | $5117568.75   | 2.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US ULTRA BOND CBT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-121593.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                           | VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033                       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53401.11     | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 8.125000% 06/01/2028                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4104.34      | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 9.000000% MATURITY: PERPETUAL                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58596.59     | 0.02%             | 2174-03-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 9.875000% 02/01/2032                                  | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60388.02     | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.125000% 12/15/2030                      | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31164.24     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.500000% 01/15/2034                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4209.68      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.750000% 01/15/2036                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28760.70     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                      | VEOLIA ENVIRONNEMENT SA 2.500000% MATURITY: PERPETUAL                             | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $114573.17    | 0.05%             | 2174-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                       | VERISK ANALYTICS INC 3.625000% 05/15/2050                                         | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    142000 | PA      | $103226.91    | 0.04%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC 4.780000% 02/15/2035                                   | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    272000 | PA      | $270823.96    | 0.11%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DESIGNATED ACTIVITY COMPANY        | VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DAC 144A 8.500000% 03/15/2033           | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | NUSS              | IE        |     21000 | PA      | $19274.44     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                                      | VIRGINIA POWER FUEL SECURITIZATION LLC 4.877000% 05/01/2031                       | CUSIP: 92808VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $400694.01    | 0.16%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                                    | VISA INC 2.050000% 04/15/2030                                                     | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18691.51     | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                                             | VISTA POINT SECURITIZATION TRUST 2026-CES1 VSTA 2026-CES1 A1                      | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $310085.87    | 0.12%             | 2056-02-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                   | VMED O2 UK FINANCING I PLC 144A 4.750000% 07/15/2031                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | NUSS              | GB        |     27000 | PA      | $24037.31     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                     | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.650000% 03/25/2032                 | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    145000 | PA      | $151707.60    | 0.06%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                   | VONOVIA SE MTN 5.717000% 09/03/2035                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | NUSS              | DE        |     90000 | PA      | $62618.57     | 0.02%             | 2035-09-03      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                          | VOYAGER PARENT LLC 144A 9.250000% 07/01/2032                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35238.09     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VT TOPCO, INC.                                                               | VT TOPCO INC 144A 8.500000% 08/15/2030                                            | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41723.72     | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                    | VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | NUSS              | NL        |     60000 | PA      | $53321.08     | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                        | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR8 2A1A             | CUSIP: 92922FR75<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    419249 | PA      | $407312.34    | 0.16%             | 2045-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC.                                                        | WEC ENERGY GROUP INC 5.625000% 05/15/2056                                         | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181135.62    | 0.07%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO 5.150000% 04/23/2031                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    457000 | PA      | $473102.39    | 0.19%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35938.17     | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 5.557000% 07/25/2034                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $378817.92    | 0.15%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 5.574000% 07/25/2029                                         | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41382.09     | 0.02%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37 WFCM 2016-C37 A4                   | CUSIP: 95000PAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127745 | PA      | $127030.15    | 0.05%             | 2049-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6 WFCM 2025-5C6 A3                   | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    486000 | PA      | $504392.62    | 0.20%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                                | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2005-2 M9                | CUSIP: 94981PAM2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156911 | PA      | $157313.02    | 0.06%             | 2034-12-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                           | WENDY'S FUNDING LLC WEN 2025-1A A2I                                               | CUSIP: 95058XAR9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    393000 | PA      | $400711.64    | 0.16%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                 | WILLIAMS COS INC/THE 7.500000% 01/15/2031                                         | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11429.82     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                           | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANC 8.250000% 10/01/2031           | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10528.35     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                            | XEROX CORP 144A 10.250000% 10/15/2030                                             | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28800.00     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                  | YORKSHIRE WATER FINANCE PLC MTN 6.375000% 11/18/2034                              | CUSIP: G98590AT2<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | NUSS              | GB        |    100000 | PA      | $141087.93    | 0.06%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                                    | ZAYO GROUP HOLDINGS INC 144A 9.250000% 03/09/2030                                 | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     41809 | PA      | $40763.05     | 0.02%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-28

**Name of Applicant:** SEI CATHOLIC VALUES TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer