# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-25-052546
**Filing Date:** 2025-8
**Character Count:** 272893
**Document Hash:** 2c5a2ef97e7703f6b98a58c66ab593a7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052546.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001145549-25-052546

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 251244762

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### CTIVP - American Century Diversified Bond Fund (Series ID: S000028684)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000087786 | CTIVP - American Century Diversified Bond Fund Class 1 |  |
| C000087787 | CTIVP - American Century Diversified Bond Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** CTIVP - American Century Diversified Bond Fund

- **b. EDGAR series identifier (if any):** S000028684

- **c. LEI of Series:** BU04ZZ3Q2TRF08VKW804

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3921274603.91

**Total Liabilities:** $542789292.24

**Net Assets:** $3378485311.67

**Delayed Delivery Securities:** $534361481.56

**Cash Not Reported:** $849177.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 254473.316900000000 | **1-Year:** 8428.678800000000 | **5-Year:** 137775.154500000000 | **10-Year:** 207719.394700000000 | **30-Year:** 637159.755400000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 15186.346100000000 | **5-Year:** 54989.292700000000 | **10-Year:** 85015.195900000000 | **30-Year:** 165798.975600000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087786 | 0.11%                | -0.44%               | 1.86%                |
| Class ID C000087787 | 0.11%                | -0.44%               | 1.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9018681.73             | $3381099.65                                |
| Month 2  | $-2644036.27             | $-16166983.36                              |
| Month 3  | $865839.35               | $42434398.18                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)      | AUSTRALIA & NEW ZEALAND BANKING                                       | CUSIP: 05254HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   8380000 | PA      | $8481846.49   | 0.25%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                           | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1492000 | PA      | $1555078.30   | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                           | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1204000 | PA      | $1212825.31   | 0.04%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                                                   | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    822000 | PA      | $845635.52    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                                                   | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    462000 | PA      | $477263.11    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_19-C5          | BBCMS_19-C5                                                           | CUSIP: 05492JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2360754 | PA      | $1924820.71   | 0.06%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_19-BWAY        | BBCMS_19-BWAY                                                         | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8236000 | PA      | $92243.20     | 0.00%             | 2034-11-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C27        | BBCMS_24-5C27                                                         | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10672000 | PA      | $11185144.98  | 0.33%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                        | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  15206000 | PA      | $14755769.49  | 0.44%             | N/A             | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                    | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  13800000 | PA      | $13335334.76  | 0.39%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA (CAYMAN ISLANDS BRANCH)             | BANCO MERCANTIL DEL NORTE SA (CAYM                                    | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2598000 | PA      | $2591325.74   | 0.08%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA (CAYMAN ISLANDS BRANCH)             | BANCO MERCANTIL DEL NORTE SA (CAYM                                    | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2349000 | PA      | $2282557.92   | 0.07%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO | FIEMEX ENERGIA - BANCO ACTINVER SA                                    | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | NUSS              | MX        |   3233302 | PA      | $3279053.31   | 0.10%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK BANK_18-BNK14                                               | BANK_18-BN15                                                          | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1729000 | PA      | $1427183.69   | 0.04%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $5023251.62   | 0.15%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                  | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3352839.89   | 0.10%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                   | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5420000 | PA      | $5065368.16   | 0.15%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6892000 | PA      | $7318659.40   | 0.22%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK_19-BN17                                                     | BANK_19-BN17                                                          | CUSIP: 065403AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2215000 | PA      | $1865828.06   | 0.06%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK_21-BN36                                                     | BANK_21-BN36                                                          | CUSIP: 06540DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2212104 | PA      | $1622234.52   | 0.05%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC - (LT) GTD                                          | BARCLAYS PLC                                                          | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12190000 | PA      | $12190325.01  | 0.36%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                             | BEACON FUNDING TRUST                                                  | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2875538.39   | 0.09%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B5                             | BMARK_18-B5                                                           | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5659000 | PA      | $4340244.75   | 0.13%             | 2051-07-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B16                            | BMARK_20-B16                                                          | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4287000 | PA      | $3144027.50   | 0.09%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B31                            | BMARK_21-B31                                                          | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1821000 | PA      | $1195717.77   | 0.04%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                      | BIOCON BIOLOGICS GLOBAL PLC                                           | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |   3565000 | PA      | $3387696.23   | 0.10%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORPORATION                                               | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $2059271.76   | 0.06%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                   | BLACKSTONE PRIVATE CREDIT FUND                                        | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1390603.89   | 0.04%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2791210.53   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                               | BOSTON GAS COMPANY                                                    | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1287754.45   | 0.04%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                        | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1756000 | PA      | $1510993.78   | 0.04%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                        | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   8095000 | PA      | $6281275.59   | 0.19%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-SR1                     | BRAVO_25-SR1                                                          | CUSIP: 10567UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12864508 | PA      | $12313342.19  | 0.36%             | 2030-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM2                    | BRAVO_24-NQM2                                                         | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5369441 | PA      | $5418280.56   | 0.16%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                    | BRAVO_24-NQM1                                                         | CUSIP: 10570FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1702440 | PA      | $1710048.22   | 0.05%             | 2063-12-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-CES1                    | BRAVO_24-CES1                                                         | CUSIP: 10570NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1602764 | PA      | $1618192.56   | 0.05%             | 2054-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                   | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |  13310000 | PA      | $12793916.29  | 0.38%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                   | CUSIP: 71654QDB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   5158000 | PA      | $5128825.44   | 0.15%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                   | CUSIP: 71654QDC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    985000 | PA      | $950624.62    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                | PIEDMONT OPERATING PARTNERSHIP LP                                     | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    623000 | PA      | $558458.81    | 0.02%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_19-1A                                          | VOYA_19-1A                                                            | CUSIP: 92917NAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11150000 | PA      | $11166323.60  | 0.33%             | 2037-10-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                  | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1429051.12   | 0.04%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                     | WALGREENS BOOTS ALLIANCE INC                                          | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1520042.40   | 0.04%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                   | WEIR GROUP PLC                                                        | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $3151325.52   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2755351.56   | 0.08%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3778488.21   | 0.11%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2309081.66   | 0.07%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP INC                                        | WINDFALL MINING GROUP INC                                             | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   2011000 | PA      | $2054074.29   | 0.06%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                     | YINSON BORONIA PRODUCTION BV                                          | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |   3086535 | PA      | $3285271.23   | 0.10%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                    | YINSON BERGENIA PRODUCTION BV                                         | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |   3225000 | PA      | $3269776.92   | 0.10%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC                                          | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3514000 | PA      | $3246024.43   | 0.10%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                        | ZIONS BANCORPORATION NATIONAL ASSO                                    | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   3997000 | PA      | $4154485.73   | 0.12%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                      | AUSTRALIA (COMMONWEALTH OF)                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        | 100000000 | PA      | $55752138.98  | 1.65%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                       | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  13095000 | PA      | $12878868.56  | 0.38%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                 | SKANDINAVISKA ENSKILDA BANKEN AB                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   6800000 | PA      | $6928925.55   | 0.21%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5531000 | PA      | $5413340.52   | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST CLAST_18-1                  | CLAST_18-1                                                            | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814206 | PA      | $791484.74    | 0.02%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                  | CATERPILLAR INC                                                       | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1633670.37   | 0.05%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2153964.62   | 0.06%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   7288000 | PA      | $7633492.60   | 0.23%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-9                     | CHASE_24-9                                                            | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6434748 | PA      | $6448416.21   | 0.19%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-9                     | CHASE_24-9                                                            | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2685144 | PA      | $2681321.04   | 0.08%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-6                     | CHASE_24-6                                                            | CUSIP: 161931AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3348464 | PA      | $3382124.98   | 0.10%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | CHENIERE ENERGY INC                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4044040.78   | 0.12%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                | CHILE ELECTRICITY LUX MPC II SARL                                     | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    671000 | PA      | $677504.97    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                     | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2371803.07   | 0.07%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                              | CITADEL FINANCE LLC                                                   | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1467917.39   | 0.04%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2314467.19   | 0.07%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7042000 | PA      | $6990723.20   | 0.21%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7885000 | PA      | $7782277.60   | 0.23%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                                           | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5142000 | PA      | $5240109.61   | 0.16%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                         | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1706746.61   | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI_24-1                         | CMLTI_24-1                                                            | CUSIP: 17332CBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5442735 | PA      | $5498286.15   | 0.16%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI_24-CMI1                      | CMLTI_24-CMI1                                                         | CUSIP: 17332DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4111906 | PA      | $4104344.84   | 0.12%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    995000 | PA      | $972759.11    | 0.03%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-4                               | COLT_24-4                                                             | CUSIP: 19688WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6712446 | PA      | $6773020.23   | 0.20%             | 2069-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                                         | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  63927484 | NS      | $63914698.01  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | COLUMBIA PIPELINES HOLDING COMPANY                                    | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4609471.10   | 0.14%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | COLUMBIA PIPELINES OP CO LLC                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3317534.18   | 0.10%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                            | COMERICA INCORPORATED                                                 | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $7740000.00   | 0.23%             | N/A             | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                      | COMMONWEALTH EDISON COMPANY                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1310691.47   | 0.04%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                      | COMMONWEALTH EDISON COMPANY                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1225354.31   | 0.04%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R06                   | CAS_24-R06                                                            | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $5115917.10   | 0.15%             | 2044-09-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R05              | CAS_23-R05                                                            | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1624089 | PA      | $1640348.20   | 0.05%             | 2043-06-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                              | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1787284.53   | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2462169.14   | 0.07%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | COREWEAVE INC                                                         | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5398150.00   | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                 | CUSIP: 21H020675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  37740000 | PA      | $30727911.77  | 0.91%             | 2055-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                 | CUSIP: 21H022671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  31701000 | PA      | $26928077.79  | 0.80%             | 2055-07-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                 | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  36120000 | PA      | $33577884.87  | 0.99%             | 2055-07-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                 | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17468000 | PA      | $17490923.08  | 0.52%             | 2055-07-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                            | COUSINS PROPERTIES LP                                                 | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3561226.65   | 0.11%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                | CUSIP: 224044CS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2701873.16   | 0.08%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC CYRUS_24-2                    | CYRUS_24-2A                                                           | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4188152.70   | 0.12%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DI ISSUER LLC LMDC_21-1                                          | LMDC_21-1A                                                            | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12241431 | PA      | $11629608.85  | 0.34%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| D R HORTON INC                                                   | D R HORTON INC                                                        | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2407256.92   | 0.07%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                | PIEDMONT OPERATING PARTNERSHIP LP                                     | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   4304000 | PA      | $4794354.63   | 0.14%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                | PIEDMONT OPERATING PARTNERSHIP LP                                     | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    796000 | PA      | $838490.04    | 0.02%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | Port Authority of New York & New Jersey                               | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1846482.20   | 0.05%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_24-1                       | PFMLT_24-1                                                            | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8407024 | PA      | $8433662.65   | 0.25%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-2                       | PFMT_25-2                                                             | CUSIP: 74389DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11693116 | PA      | $11705999.79  | 0.35%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                         | PRUDENTIAL FINANCIAL INC                                              | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3709856.41   | 0.11%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO                                    | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3500593.72   | 0.10%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                                                 | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2099013.76   | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                                                 | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2998655.57   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT RCKT_24-CES4                         | RCKT_24-CES4                                                          | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5304564 | PA      | $5348746.00   | 0.16%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT RCKT_24-CES1                         | RCKT_24-CES1                                                          | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5110725 | PA      | $5139968.86   | 0.15%             | 2044-02-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_24-CES9                                 | RCKT_24-CES9                                                          | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11518519 | PA      | $11567585.31  | 0.34%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                   | ANYWHERE REAL ESTATE GROUP LLC                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2432080.41   | 0.07%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REESE PARK CLO LTD RESPK_20-1A                                   | RESPK_20-1A                                                           | CUSIP: 758465BQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5700000 | PA      | $5716478.70   | 0.17%             | 2038-01-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                      | RIO TINTO FINANCE (USA) PLC                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2368000 | PA      | $2372429.13   | 0.07%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVERBANK PARK CLO LTD RVRPK_24-1                                | RVRPK_24-1A                                                           | CUSIP: 76857JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8000000 | PA      | $8013112.00   | 0.24%             | 2038-01-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2751495.31   | 0.08%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2906454.51   | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                      | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $4302174.49   | 0.13%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                      | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7485000 | PA      | $7503660.62   | 0.22%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                                                   | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9675000 | PA      | $9496990.04   | 0.28%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                         | SNAM SPA                                                              | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   2508000 | PA      | $2601566.26   | 0.08%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1535000 | PA      | $1565605.87   | 0.05%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   8462000 | PA      | $8317123.31   | 0.25%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH_24-2A                                | SWTCH_24-2A                                                           | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3379660.90   | 0.10%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                                          | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6192000 | PA      | $6270911.21   | 0.19%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THARALDSON HOTEL PORTFOLIO TRUST THPT_23-THL                     | THPT_23-THL                                                           | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5520000 | PA      | $5576844.41   | 0.17%             | 2034-12-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                        | TEGNA INC                                                             | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   8714000 | PA      | $8692278.39   | 0.26%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5201000 | PA      | $5190665.17   | 0.15%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                                          | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1902372.18   | 0.06%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                        | Texas Natural Gas Securitization Finance Corp                         | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2661626.94   | 0.08%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                                      | 3R LUX SARL                                                           | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3512000 | PA      | $3565551.19   | 0.11%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                                                 | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   4139000 | PA      | $4275782.67   | 0.13%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK/THE                                             | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2205000 | PA      | $2309867.35   | 0.07%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_24-CES1                           | TPMT_24-CES1                                                          | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4756917 | PA      | $4774365.66   | 0.14%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1687243.85   | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                                         | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1688437.03   | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                            | FIBRA UNO                                                             | CUSIP: 898339AA4<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |   2455000 | PA      | $2322823.05   | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                            | TRUST FIBRA UNO                                                       | CUSIP: 89834JAB9<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |   3175000 | PA      | $3318008.18   | 0.10%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                          | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10815000 | PA      | $11788762.65  | 0.35%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C15                       | UBSCM_18-C15                                                          | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1239657.24   | 0.04%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                    | UNICREDIT SPA                                                         | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   5000000 | PA      | $5037872.88   | 0.15%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                | UNION ELECTRIC CO                                                     | CUSIP: 906548CW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2415188.48   | 0.07%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3778000 | PA      | $3850246.52   | 0.11%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV                 | Regents of the University of California Medical Center Pooled Revenue | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1595000 | PA      | $1006461.75   | 0.03%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                         | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2142895.16   | 0.06%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                         | University of California                                              | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $830214.88    | 0.02%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC VBTEL_24-1                                      | VBTEL_24-1A                                                           | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5963724.63   | 0.18%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1505044.02   | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-INV1                         | VERUS_22-INV1                                                         | CUSIP: 92539JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3270572 | PA      | $3266947.07   | 0.10%             | 2067-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-4                            | VERUS_24-4                                                            | CUSIP: 92540GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3282765 | PA      | $3322198.52   | 0.10%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-5                            | VERUS_24-5                                                            | CUSIP: 92540HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9270919 | PA      | $9391310.84   | 0.28%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                     | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $3983733.52   | 0.12%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                                                    | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1502180.43   | 0.04%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | CHESAPEAKE ENERGY CORPORATION                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1175583.16   | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1460681.91   | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                               | VOYA FINANCIAL INC                                                    | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2739521.47   | 0.08%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL FEDERATIVE REPUBLIC OF (GOV                                    | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   6431000 | PA      | $6502660.17   | 0.19%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                               | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3370679.73   | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | BROWN & BROWN INC                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3765091.98   | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD BKPRK_19-1A                                | BKPRK_19-1A                                                           | CUSIP: 118382BE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $11509798.00  | 0.34%             | 2034-07-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | BUILDERS FIRSTSOURCE INC                                              | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   5228000 | PA      | $5131854.01   | 0.15%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | BUILDERS FIRSTSOURCE INC                                              | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1790893.81   | 0.05%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826000 | PA      | $823178.34    | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE REIT CAUTO_24-2                               | CAUTO_24-2A                                                           | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4735000 | PA      | $4630372.13   | 0.14%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-NQM1                               | CHNGE_22-NQM1                                                         | CUSIP: 12569CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3314448 | PA      | $3373206.69   | 0.10%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                          | CNO FINANCIAL GROUP INC                                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $5066325.90   | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                          | CNO FINANCIAL GROUP INC                                               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $2117484.35   | 0.06%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                          | CRH AMERICA FINANCE INC                                               | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4101048.89   | 0.12%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133BPZW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11440347 | PA      | $10963793.52  | 0.32%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4329390 | PA      | $3595633.49   | 0.11%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10381469 | PA      | $8696171.55   | 0.26%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/1 CONS 12M SOFR NF ARM                                          | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    662979 | PA      | $653890.41    | 0.02%             | 2047-04-01      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140L23B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2395620 | PA      | $1898977.03   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3599928 | PA      | $3159578.58   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2784647 | PA      | $2611036.15   | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10394679 | PA      | $10578212.07  | 0.31%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140X7RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3264206 | PA      | $2899243.94   | 0.09%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                                                  | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3779949 | PA      | $3496170.48   | 0.10%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4230491 | PA      | $3550075.15   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                          | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  16715000 | PA      | $16620318.98  | 0.49%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                     | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5244383.93   | 0.16%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1994327.43   | 0.06%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                     | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2750962.75   | 0.08%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1841656.61   | 0.05%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC                                     | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   7240000 | PA      | $7175694.01   | 0.21%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                   | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  14710000 | PA      | $14742287.76  | 0.44%             | N/A             | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                   | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3500000 | PA      | $3451838.83   | 0.10%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                   | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   5507000 | PA      | $5058974.70   | 0.15%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                                             | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5439011.72   | 0.16%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                                             | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4272000 | PA      | $4464084.15   | 0.13%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-CCM1                           | JPMMT_25-CCM1                                                         | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13467548 | PA      | $13513068.64  | 0.40%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-MPR                            | JPMMT_25-MPR                                                          | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9220493 | PA      | $9229288.58   | 0.27%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_05-S2                             | JPMMT_05-S2                                                           | CUSIP: 466247VM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    134467 | PA      | $131916.03    | 0.00%             | 2032-02-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_06-A4                             | JPMMT_06-A4                                                           | CUSIP: 46628LAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    677764 | PA      | $450235.74    | 0.01%             | 2036-06-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2127567.59   | 0.06%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6142000 | PA      | $6450184.94   | 0.19%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| MISSOURI HIGHWAYS AND TRANSPORTATION COMMISSION                  | Missouri Highway & Transportation Commission                          | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1739604.90   | 0.05%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3262560.73   | 0.10%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_20-L4                         | MSC_20-L4                                                             | CUSIP: 61770KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3572000 | PA      | $2604314.48   | 0.08%             | 2053-02-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_23-2         | MSRM_23-2                                                             | CUSIP: 61775JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14753152 | PA      | $14791723.69  | 0.44%             | 2053-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                           | MOTOROLA SOLUTIONS INC                                                | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2507503.04   | 0.07%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                           | MOTOROLA SOLUTIONS INC                                                | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2567652.99   | 0.08%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO MVEW_17-2A                                     | MVEW_17-2A                                                            | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3250000 | PA      | $3253191.50   | 0.10%             | 2031-01-16      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS INC                                                 | NMI HOLDINGS INC                                                      | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   8205000 | PA      | $8434501.49   | 0.25%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                        | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5835000 | PA      | $5743082.35   | 0.17%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                           | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2734931.71   | 0.08%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                      | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4015000 | PA      | $4171240.44   | 0.12%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEVADA PWR CO                                                    | NEVADA POWER COMPANY                                                  | CUSIP: 641423CH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1435710.89   | 0.04%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                | USRE_21-1                                                             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $11918939.50  | 0.35%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                 | City of New York NY                                                   | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3092018.70   | 0.09%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NY ST DORM AUTH PERS REV                                         | New York State Dormitory Authority                                    | CUSIP: 64990F5N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $952795.34    | 0.03%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                              | NEWMONT CORP / NEWCREST FINANCE                                       | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4136437.51   | 0.12%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | NEXSTAR ESCROW CORP                                                   | CUSIP: 65343HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8175000 | PA      | $8154795.67   | 0.24%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                          | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3272000 | PA      | $3298441.29   | 0.10%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                  | NORDEA BANK ABP                                                       | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  15600000 | PA      | $15677113.09  | 0.46%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                     | NORDSON CORPORATION                                                   | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4711930.23   | 0.14%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN NAT GAS CO                                              | NORTHERN NATURAL GAS COMPANY                                          | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1452662.48   | 0.04%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                | NOVANT HEALTH INC                                                     | CUSIP: 66988AAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $1866246.53   | 0.06%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM8                             | OBX_24-NQM8                                                           | CUSIP: 67119CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4763305 | PA      | $4817300.08   | 0.14%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| OHIO ST TPK COMMN                                                | Ohio Turnpike & Infrastructure Commission                             | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2640000 | PA      | $1910465.30   | 0.06%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY CO                                            | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1509605.16   | 0.04%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1                                 | OMPT_17-1MKT                                                          | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5370000 | PA      | $4996580.94   | 0.15%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                                                  | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1812887.72   | 0.05%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST ONNI_24-APT                       | ONNI_24-APT                                                           | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7843000 | PA      | $8015497.37   | 0.24%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10238000 | PA      | $8193916.73   | 0.24%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                    | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1719064.35   | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                              | ORBIA ADVANCE CORPORATION SAB DE C                                    | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   6120000 | PA      | $5186938.46   | 0.15%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                      | BLUE OWL CREDIT INCOME CORP                                           | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5478029.79   | 0.16%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                            | OWL ROCK CAPITAL CORP                                                 | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1248766.15   | 0.04%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                            | BLUE OWL CAPITAL CORP                                                 | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4614308.18   | 0.14%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                        | CUSIP: 693304BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2982981.88   | 0.09%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PORTFOLIO RECOVERY ASSOC INC.                                    | PRA GROUP INC                                                         | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   2556000 | PA      | $2658033.94   | 0.08%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST PRKCM_24-HOME1                                       | PRKCM_24-HOME1                                                        | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4756953 | PA      | $4819911.10   | 0.14%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                        | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1264455.48   | 0.04%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                         | PALOMINO FUNDING TRUST I                                              | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1746933.65   | 0.05%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | PAYCHEX INC                                                           | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3873152.43   | 0.11%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | Pennsylvania Turnpike Commission                                      | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1284285.69   | 0.04%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PENNYMAC FINANCIAL SERVICES INC                                       | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   6754000 | PA      | $6998572.72   | 0.21%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PENNYMAC FINANCIAL SERVICES INC                                       | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1448029.00   | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                   | CUSIP: 71654QCG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   9615000 | PA      | $9554677.36   | 0.28%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                      | NEW ZEALAND (GOVT OF)                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |  23000000 | PA      | $13978068.51  | 0.41%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |  54843287 | OU      | $-447125.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US 5YR NOTE SEP 25                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |       841 | NC      | $766934.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  13852220 | OU      | $-179374.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7234337 | PA      | $6301478.80   | 0.19%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8905517 | PA      | $7113794.33   | 0.21%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10021521 | PA      | $8770777.58   | 0.26%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2700567 | PA      | $2516728.16   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  21999635 | PA      | $20628026.97  | 0.61%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  17374520 | PA      | $17717102.92  | 0.52%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3058782 | PA      | $3079214.83   | 0.09%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 15YR UMBS                                                       | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9549136 | PA      | $8813132.11   | 0.26%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-39                 | FNMA_23-39                                                            | CUSIP: 3136BQFV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  48892140 | PA      | $6210274.72   | 0.18%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1005839 | PA      | $971786.30    | 0.03%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    110350 | PA      | $117409.99    | 0.00%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    419980 | PA      | $394416.94    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1698296 | PA      | $1610826.20   | 0.05%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138WFYH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    383925 | PA      | $363913.09    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138WJYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3759532 | PA      | $3466076.50   | 0.10%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138YGYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1229946 | PA      | $1143852.12   | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 3138YL2P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2296956 | PA      | $2137114.35   | 0.06%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_05-106                                           | FNMA_05-106                                                           | CUSIP: 31394UJ45<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    125233 | PA      | $124742.81    | 0.00%             | 2035-11-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/1 CONS 12M SOFR NF ARM                                          | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    726966 | PA      | $717854.82    | 0.02%             | 2047-03-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | Golden State Tobacco Securitization Corp                              | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4635000 | PA      | $4008557.50   | 0.12%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                           | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3883415.86   | 0.11%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $3037876.84   | 0.09%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC.                                           | GOLUB CAPITAL BDC INC                                                 | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4448712.36   | 0.13%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| EMERA INCORPORATED                                               | EMERA INC                                                             | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   7364000 | PA      | $7417296.11   | 0.22%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                                          | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8375000 | PA      | $8368747.17   | 0.25%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                         | ENCINO ACQUISITION PARTNERS HLDGS                                     | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3817757.67   | 0.11%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAP GRP                                                   | ENCORE CAPITAL GROUP                                                  | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   3046000 | PA      | $3241214.41   | 0.10%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                     | ENERFLEX LTD                                                          | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   4009000 | PA      | $4134316.38   | 0.12%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                    | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3288112.03   | 0.10%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8288000 | PA      | $8329081.31   | 0.25%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                    | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5744000 | PA      | $6231943.76   | 0.18%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                         | ENGIE SA                                                              | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   3180000 | PA      | $3132145.53   | 0.09%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESCAMBIA CNTY FLA HEALTH FACS AUTH                               | Escambia County Health Facilities Authority                           | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2170000 | PA      | $1730866.43   | 0.05%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                 | ESSENT GROUP LTD                                                      | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   8445000 | PA      | $8745995.95   | 0.26%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                             | EXCELERATE ENERGY LP                                                  | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1198238.68   | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                         | F&G ANNUITIES & LIFE INC                                              | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1511436.72   | 0.04%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                         | F&G ANNUITIES & LIFE INC                                              | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1919063.35   | 0.06%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                | EXPEDIA GROUP INC                                                     | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   3364000 | PA      | $3386932.69   | 0.10%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL TRUST FS_23-4SZN                                   | FS_23-4SZN                                                            | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5020000 | PA      | $5142500.05   | 0.15%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                      | CUSIP: 3128M5YL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    198905 | PA      | $208735.39    | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7822778 | PA      | $6792531.01   | 0.20%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14307267 | PA      | $13722086.68  | 0.41%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4411783 | PA      | $4017131.66   | 0.12%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1587461 | PA      | $1443073.33   | 0.04%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DNTZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6842475 | PA      | $6780321.93   | 0.20%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3268695 | PA      | $3234114.89   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31419LYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3128053 | PA      | $2943550.69   | 0.09%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8795411 | PA      | $9111967.05   | 0.27%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12069469 | PA      | $12150095.25  | 0.36%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST INDSTR LP                                                  | FIRST INDUSTRIAL LP                                                   | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2288621.07   | 0.07%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX_21-1                                   | FLX_21-1A                                                             | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6508000 | PA      | $6263308.96   | 0.19%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT COMPANY                                         | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   6295000 | PA      | $5352141.79   | 0.16%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                | FLOWERS FOODS INC                                                     | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2176112.14   | 0.06%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FOOTHILL EASTERN TRANSN CORRIDOR AGY CALIF                       | Foothill-Eastern Transportation Corridor Agency                       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3035000 | PA      | $2432432.62   | 0.07%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $5111603.31   | 0.15%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3429662.36   | 0.10%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3824884.04   | 0.11%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                         | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2502145.64   | 0.07%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                 | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1691287.04   | 0.05%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                 | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4982000 | PA      | $5108665.79   | 0.15%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                 | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $2003292.21   | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                 | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2778861.19   | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                 | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2287416.26   | 0.07%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_23-HQA2                      | STACR_23-HQA2                                                         | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-CBDO         | CORP              | US        |   1643015 | PA      | $1653868.84   | 0.05%             | 2043-06-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | FREEDOM MORTGAGE HOLDINGS LLC                                         | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3551513.95   | 0.11%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING                                    | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6604144 | PA      | $5860143.48   | 0.17%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8091930 | PA      | $7381340.79   | 0.22%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2920203 | PA      | $2670555.80   | 0.08%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9548359 | PA      | $8457602.04   | 0.25%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9779487 | PA      | $8653969.86   | 0.26%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20522385 | PA      | $19179973.87  | 0.57%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19594112 | PA      | $18917313.68  | 0.56%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9194392 | PA      | $8609533.12   | 0.25%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15938447 | PA      | $15391205.56  | 0.46%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179YU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18320040 | PA      | $17553133.68  | 0.52%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC                                       | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1736547.29   | 0.05%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5972000 | PA      | $6800447.65   | 0.20%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    316192 | PA      | $302361.96    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36204DT66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2163588 | PA      | $2116150.35   | 0.06%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 3620AQ6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1389750 | PA      | $1363577.43   | 0.04%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 3620ARC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1360013 | PA      | $1325019.63   | 0.04%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 3622ABQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8345147 | PA      | $6969957.07   | 0.21%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2017793.88   | 0.06%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5156000 | PA      | $5283687.49   | 0.16%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-7                              | JPMMT_23-7                                                            | CUSIP: 46657DAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11600314 | PA      | $11597546.15  | 0.34%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-6                              | JPMMT_24-6                                                            | CUSIP: 46657YAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2871881 | PA      | $2885683.13   | 0.09%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-10                             | JPMMT_24-10                                                           | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5587838 | PA      | $5601089.28   | 0.17%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-10                             | JPMMT_24-10                                                           | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4101471 | PA      | $4097729.69   | 0.12%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                              | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  12055000 | PA      | $12097271.83  | 0.36%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                             | Los Angeles Community College District/CA                             | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $894150.96    | 0.03%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                           | LOUISIANA PACIFIC CORP                                                | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1722815.69   | 0.05%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS LP LYRA_24-2                                   | LYRA_24-2                                                             | CUSIP: 552339AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8642596 | PA      | $8672275.41   | 0.26%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| M&T BK CORP                                                      | M&T BANK CORPORATION                                                  | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367185.46    | 0.01%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_23-NQM3                                           | MFRA_23-NQM3                                                          | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6702209 | PA      | $6750878.93   | 0.20%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_24-NQM1                                           | MFRA_24-NQM1                                                          | CUSIP: 55286VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1133120 | PA      | $1148825.93   | 0.03%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_24-NQM1                                           | MFRA_24-NQM1                                                          | CUSIP: 55286VAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3731963 | PA      | $3776912.79   | 0.11%             | 2069-03-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD (LONDON BRANCH)                               | MACQUARIE BANK LTD (LONDON BRANCH)                                    | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | GB        |   4352000 | PA      | $4364163.62   | 0.13%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ATRIUM CDO CORP ATRM_9A                                          | ATRM_9A                                                               | CUSIP: 55821CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3050000 | PA      | $3052619.95   | 0.09%             | 2030-05-28      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                              | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  11780000 | PA      | $11129569.87  | 0.33%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_20-28A                                   | MAGNE_20-28A                                                          | CUSIP: 55955LAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  13500000 | PA      | $13534519.50  | 0.40%             | 2038-01-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_20-28A                                   | MAGNE_20-28A                                                          | CUSIP: 55955LAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8800000 | PA      | $8825476.00   | 0.26%             | 2038-01-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_24-41                                    | MAGNE_24-41A                                                          | CUSIP: 55956AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2550000 | PA      | $2561640.75   | 0.08%             | 2038-01-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                              | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4908000 | PA      | $4965777.93   | 0.15%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                              | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2937629.22   | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                              | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1684760.16   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MA INSTITUTE OF TECH                                             | Massachusetts Institute of Technology                                 | CUSIP: 575718AK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $951483.00    | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                                                  | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2549882.11   | 0.08%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST STRATEGIC FUND                                       | Michigan Strategic Fund                                               | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3550000 | PA      | $2635150.09   | 0.08%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC                                                 | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $6059545.54   | 0.18%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY COMPANY                                            | CUSIP: 595620AY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9337000 | PA      | $9611740.18   | 0.28%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                        | MILEAGE PLUS HOLDINGS LLC                                             | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12865018 | PA      | $12891884.79  | 0.38%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | AIRCASTLE LTD                                                         | CUSIP: 00929JAA4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1452000 | PA      | $1491427.32   | 0.04%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY                                      | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3267211.62   | 0.10%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY                                      | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   6891000 | PA      | $6796343.78   | 0.20%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC ADC_21-1A                        | ADC_21-1A                                                             | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $6043206.96   | 0.18%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                              | ASHTEAD CAPITAL INC                                                   | CUSIP: 045054AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4998000 | PA      | $5168727.35   | 0.15%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                 | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2935856.43   | 0.09%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                               | ATLAS WAREHOUSE LENDING CO LP                                         | CUSIP: 049463AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5578000 | PA      | $5635217.56   | 0.17%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                      | AUST & NZ BANKING GROUP                                               | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5749000 | PA      | $5041883.37   | 0.15%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                 | AGCO CORPORATION                                                      | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2880418.38   | 0.09%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                     | AES ANDES SA                                                          | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   1946000 | PA      | $1986113.71   | 0.06%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                                          | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    710000 | PA      | $725297.64    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                              | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    625000 | PA      | $665549.39    | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE                                          | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8942832 | PA      | $8940815.65   | 0.26%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                            | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2602694.15   | 0.08%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | AIRCASTLE LTD                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   8680000 | PA      | $8596257.79   | 0.25%             | N/A             | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | AIRCASTLE LTD                                                         | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3595000 | PA      | $3713955.54   | 0.11%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                     | BREAD FINANCIAL HOLDINGS INC                                          | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $3041984.09   | 0.09%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                       | ALLIANZ SE                                                            | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |  13900000 | PA      | $13672364.73  | 0.40%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                                                  | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  56380000 | PA      | $50753579.32  | 1.50%             | 2055-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                                                  | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 248420000 | PA      | $243426797.75 | 7.21%             | 2055-07-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                                                  | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 126412000 | PA      | $126383079.46 | 3.74%             | 2055-07-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC                                                 | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3378888.59   | 0.10%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | AMERICAN ASSETS TRUST LP                                              | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   6870000 | PA      | $6156730.08   | 0.18%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4266923.25   | 0.13%             | N/A             | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                    | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4698881.73   | 0.14%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                 | AMERICAN INTERNATIONAL GROUP INC                                      | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1644309.03   | 0.05%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4043672.87   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_19-5                               | AOMT_19-5                                                             | CUSIP: 03464KAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4790585.00   | 0.14%             | 2049-10-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_24-3                               | AOMT_24-3                                                             | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2371940 | PA      | $2351336.62   | 0.07%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                              | ANTARES HOLDINGS LP                                                   | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   6690000 | PA      | $6756457.12   | 0.20%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                            | ANTERO RESOURCES CORP                                                 | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2606505.46   | 0.08%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                                             | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $5016779.33   | 0.15%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP                                                         | CUSIP: 03831WAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1041873.27   | 0.03%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP                                                         | CUSIP: 03831WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1985470.14   | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                         | APTIV PLC                                                             | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   3341000 | PA      | $3356050.87   | 0.10%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD ARCLO_21-FL4     | ARCLO_21-FL4                                                          | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6988881 | PA      | $6988694.10   | 0.21%             | 2036-11-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                       | ARES STRATEGIC INCOME FUND                                            | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4993603.79   | 0.15%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                       | ARES STRATEGIC INCOME FUND                                            | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3416262.21   | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                   | ARIZONA PUBLIC SERVICE COMPANY                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2771000 | PA      | $2859152.20   | 0.08%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1729687.50   | 0.05%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $7031093.75   | 0.21%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5874531.25   | 0.17%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4767187.50   | 0.14%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14200000 | PA      | $14184468.75  | 0.42%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $27492187.50  | 0.81%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29371875.00  | 0.87%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $43089375.00  | 1.28%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54000000 | PA      | $54738281.25  | 1.62%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19701093.75  | 0.58%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3021328.13   | 0.09%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108000000 | PA      | $109063125.00 | 3.23%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                         | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5026953.13   | 0.15%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4211550.31   | 0.12%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4141000 | PA      | $4034610.34   | 0.12%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                               | CSN ISLANDS XI CORP                                                   | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5966000 | PA      | $5649425.71   | 0.17%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_21-BHAR                                          | CSMC_21-BHAR                                                          | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3281000 | PA      | $3271715.10   | 0.10%             | 2038-11-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3729400.43   | 0.11%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2329548.58   | 0.07%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3926000 | PA      | $3747239.40   | 0.11%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (STATE OF)                                            | State of California                                                   | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2335000 | PA      | $2372985.55   | 0.07%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                           | California State University                                           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1505794.95   | 0.04%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI_24-CMI1                      | CMLTI_24-CMI1                                                         | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8854058 | PA      | $8869590.24   | 0.26%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | CITIZENS FINANCIAL GROUP INC                                          | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3513009.60   | 0.10%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                  | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2732510.81   | 0.08%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    720000 | PA      | $723798.02    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                    | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   9960000 | PA      | $10076390.52  | 0.30%             | N/A             | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                    | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1769000 | PA      | $1802049.15   | 0.05%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C15                     | CSAIL_19-C15                                                          | CUSIP: 22945DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3555000 | PA      | $2820883.26   | 0.08%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC CYRUS_24-1                       | CYRUS_24-1                                                            | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12655000 | PA      | $12474246.10  | 0.37%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                   | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6235000 | PA      | $6625209.99   | 0.20%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   5552000 | PA      | $5570832.50   | 0.16%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                                            | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2808000 | PA      | $3014253.31   | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD BUILDING SOLUTIONS INC                                       | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    692000 | PA      | $708418.98    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3971000 | PA      | $3758397.04   | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JUNIOR UNIVERSITY                                | LELAND STANFORD JUNIOR UNIVERSITY                                     | CUSIP: 85440KAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2492086.77   | 0.07%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD STWRT_15-1A                                 | STWRT_15-1A                                                           | CUSIP: 860444AS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4150000 | PA      | $4153257.75   | 0.12%             | 2030-01-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-1                                   | SUBWAY_24-1A                                                          | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8541080 | PA      | $8685404.61   | 0.26%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUMTER LANDING CMNTY DEV DIST FLA                                | Sumter Landing Community Development District                         | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $537044.28    | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SUMTER LANDING CMNTY DEV DIST FLA                                | Sumter Landing Community Development District                         | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $807633.96    | 0.02%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SUMTER LANDING CMNTY DEV DIST FLA                                | Sumter Landing Community Development District                         | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1473092.59   | 0.04%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                                             | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $2738005.15   | 0.08%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC                                           | CUSIP: 86881WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2978000 | PA      | $3036356.34   | 0.09%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                           | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7863000 | PA      | $8010787.08   | 0.24%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5647000 | PA      | $5762315.40   | 0.17%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P_24-1A                                      | SEB4P_24-1A                                                           | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975000 | PA      | $4064935.97   | 0.12%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| STONEPEAK SALTT_21-1                                             | SALTT_21-1A                                                           | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1779413 | PA      | $1703827.89   | 0.05%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                                                          | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2826934.30   | 0.08%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA LUXEMBOURG SARL                                    | SAAVI ENERGIA LUXEMBOURG SARL                                         | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4555000 | PA      | $4738662.78   | 0.14%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | CHARLES SCHWAB CORPORATION (THE)                                      | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6714000 | PA      | $6610696.20   | 0.20%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | SCIENTIFIC GAMES INTERNATIONAL INC                                    | CUSIP: 80874YBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505237.77   | 0.07%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | SCIENTIFIC GAMES INTERNATIONAL INC                                    | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4621000 | PA      | $4759830.25   | 0.14%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA ENERGY                                                         | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4702000.31   | 0.14%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA ENERGY                                                         | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   7293000 | PA      | $7264379.04   | 0.22%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-6                                 | SEMT_24-6                                                             | CUSIP: 81743DAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8706432 | PA      | $8750592.23   | 0.26%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-7                                 | SEMT_24-7                                                             | CUSIP: 81748EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5539779 | PA      | $5588760.81   | 0.17%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-9                                 | SEMT_24-9                                                             | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2115162 | PA      | $2120095.66   | 0.06%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-10                                | SEMT_24-10                                                            | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3417219 | PA      | $3425618.03   | 0.10%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-10                                | SEMT_24-10                                                            | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2501083 | PA      | $2499318.51   | 0.07%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                             | SHELL FINANCE US INC                                                  | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1523500.58   | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                           | SIEMENS FINANCIERINGSMAATSCHAPPIJ                                     | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2151985.68   | 0.06%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                                                  | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1732000 | PA      | $1785342.54   | 0.05%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                                                  | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    796000 | PA      | $816352.35    | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                       | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2215000 | PA      | $2295830.02   | 0.07%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                           | DELL INTERNATIONAL LLC/EMC CORP                                       | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1617474.72   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2992875.38   | 0.09%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                               | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2605000 | PA      | $2862544.56   | 0.08%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                               | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5790000 | PA      | $5082834.60   | 0.15%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                    | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   4200000 | PA      | $4126612.72   | 0.12%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                   | BLACKSTONE PRIVATE CREDIT FUND                                        | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1223237.17   | 0.04%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                      | BLUE OWL CREDIT INCOME CORP                                           | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2162758.61   | 0.06%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | BLUE OWL TECHNOLOGY FINANCE CORP                                      | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3261169.45   | 0.10%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                        | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4396000 | PA      | $4305736.88   | 0.13%             | 2033-03-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4348649 | PA      | $4205765.10   | 0.12%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4994013 | PA      | $4932189.63   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  38342317 | PA      | $32362663.92  | 0.96%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QFFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11987797 | PA      | $10003291.93  | 0.30%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21429178 | PA      | $18002119.76  | 0.53%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13605691 | PA      | $11298426.52  | 0.33%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13828878 | PA      | $12886048.40  | 0.38%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7371345 | PA      | $6438529.13   | 0.19%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6991331 | PA      | $5867456.53   | 0.17%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11913487 | PA      | $10764513.44  | 0.32%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4075119 | PA      | $3905496.02   | 0.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11603150 | PA      | $11461012.27  | 0.34%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13368193 | PA      | $13176116.43  | 0.39%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16242226 | PA      | $16007237.73  | 0.47%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17682442 | PA      | $17759875.19  | 0.53%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13618404 | PA      | $14113528.94  | 0.42%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8850391 | PA      | $9071212.09   | 0.27%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9247986 | PA      | $9411926.86   | 0.28%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20551689 | PA      | $20606379.82  | 0.61%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15669276 | PA      | $12561246.21  | 0.37%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XFLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35302158 | PA      | $30902905.02  | 0.91%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8296499 | PA      | $7763841.10   | 0.23%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2563533 | PA      | $2310524.64   | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6394134 | PA      | $5634174.58   | 0.17%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2522763 | PA      | $2356634.69   | 0.07%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2571494 | PA      | $2265857.44   | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                                                   | CUSIP: 3622ADQC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13191544 | PA      | $12980195.98  | 0.38%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                | GXO LOGISTICS INC                                                     | CUSIP: 36262GAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6948000 | PA      | $7259631.84   | 0.21%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                | GXO LOGISTICS INC                                                     | CUSIP: 36262GAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2158418.08   | 0.06%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-PJ3                 | GSMBS_25-PJ3                                                          | CUSIP: 36273WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5750988 | PA      | $5830750.55   | 0.17%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36296YCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    164301 | PA      | $161512.44    | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                             | CUSIP: 36297GEB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    339319 | PA      | $343771.92    | 0.01%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                       | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2909128.93   | 0.09%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL                                          | GENPACT LUXEMBOURG SARL                                               | CUSIP: 37190AAB5<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |   4600000 | PA      | $4767878.95   | 0.14%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                      | GEOPARK LTD                                                           | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   3830000 | PA      | $3368926.93   | 0.10%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                  | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1097796.20   | 0.03%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                  | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4486088.46   | 0.13%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) CO                                         | GLOBAL ATLANTIC FIN CO                                                | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   7505000 | PA      | $8505158.29   | 0.25%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                | GOLUB CAPITAL PRIVATE CREDIT FUND                                     | CUSIP: 38179RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3356000 | PA      | $3353578.54   | 0.10%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                | GOLUB CAPITAL PRIVATE CREDIT FUND                                     | CUSIP: 38179RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1301003.84   | 0.04%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST GOODG_18-1A                                      | GOODG_18-1A                                                           | CUSIP: 38218GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2668037 | PA      | $2468412.29   | 0.07%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SA RL                                  | GREENSAIF PIPELINES BIDCO SARL                                        | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2767000 | PA      | $2793736.02   | 0.08%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB DE CV                                       | GRUPO AEROMEXICO SAB DE CV                                            | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   5175000 | PA      | $5010265.48   | 0.15%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                               | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1225069.76   | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                     | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15010000 | PA      | $14973865.73  | 0.44%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                       | HPS CORPORATE LENDING FUND                                            | CUSIP: 40440VAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2707871.73   | 0.08%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                       | HPS CORPORATE LENDING FUND                                            | CUSIP: 40440VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1524840.74   | 0.05%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                    | JORDAN (HASHEMITE KINGDOM OF)                                         | CUSIP: 418097AL5<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |   5500000 | PA      | $5283776.86   | 0.16%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                                                     | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1345458.84   | 0.04%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC                                              | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $3174468.57   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | HEWLETT PACKARD ENTERPRISE CO                                         | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2781289.11   | 0.08%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                              | HIGHWOODS REALTY LP                                                   | CUSIP: 431282AR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4216105.57   | 0.12%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                              | HIGHWOODS REALTY LP                                                   | CUSIP: 431282AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1981864.65   | 0.06%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2327943.28   | 0.07%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                               | HONDA MOTOR CO LTD                                                    | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   2400000 | PA      | $2406467.71   | 0.07%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HOUSTON CITY OF                                                  | City of Houston TX                                                    | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    800000 | PA      | $665852.64    | 0.02%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                            | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1692461.86   | 0.05%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                | HYATT HOTELS CORP                                                     | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3104993.84   | 0.09%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1292931.91   | 0.04%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                         | ICON INVESTMENTS SIX DAC                                              | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   3004000 | PA      | $3063672.40   | 0.09%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                      | CRESCENT ENERGY FINANCE LLC                                           | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    912000 | PA      | $912365.96    | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $5087910.68   | 0.15%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1527348.73   | 0.05%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                        | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1339300.96   | 0.04%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-H3                         | MSC_18-H3                                                             | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1644000 | PA      | $1374646.05   | 0.04%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER CO (MN)                                         | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2486251.45   | 0.07%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER COMPANY (MIN                                    | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1485340.90   | 0.04%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                       | NORTHERN TRUST CORPORATION                                            | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |  10313000 | PA      | $10014190.87  | 0.30%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                                                 | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1936262.30   | 0.06%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US 2YR NOTE SEP 25                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |      1028 | NC      | $737763.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US 10YR NOTE SEP 25                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |      1096 | NC      | $1515535.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US LONG BOND SEP 25                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |       358 | NC      | $1369613.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US ULTRA 10YR NOTE SEP 25                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |       -28 | NC      | $-27189.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | US ULTRA T-BOND SEP 25                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |       809 | NC      | $3749951.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                              | DELTA AIR LINES INC                                                   | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2961597.95   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | DEUTSCHE BANK AG                                                      | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  17800000 | PA      | $17727501.90  | 0.52%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3418869.99   | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION RESOURCES INC                                                | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4148516.23   | 0.12%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_16                                 | DRSLF_16-43A                                                          | CUSIP: 26245CBU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  17500000 | PA      | $17395910.00  | 0.51%             | 2034-04-20      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_19-68A                             | DRSLF_24-68A                                                          | CUSIP: 26252QAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   6000000 | PA      | $5990652.00   | 0.18%             | 2035-07-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                      | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2025538.94   | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                      | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3339822.24   | 0.10%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                              | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3089068.56   | 0.09%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                              | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1212965.69   | 0.04%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                              | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3035134.15   | 0.09%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                              | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1843655.77   | 0.05%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                               | CUSIP: 26444HAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2157564.04   | 0.06%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                          | ENI SPA                                                               | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   3091000 | PA      | $2988688.82   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG RESOURCES INC                                                     | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    647000 | PA      | $658629.54    | 0.02%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR PROPERTIES                                                        | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $5059665.17   | 0.15%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR PROPERTIES                                                        | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1024868.54   | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_23-1                                           | EMIR_23-1                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1874901 | PA      | $1878470.74   | 0.06%             | 2033-09-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                  | EASTERN ENERGY GAS HOLDINGS LLC                                       | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1425743.93   | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                                                  | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1732363.11   | 0.05%             | N/A             | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                                                  | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4841000 | PA      | $4190991.59   | 0.12%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | ELECTRICITE DE FRANCE SA                                              | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   5000000 | PA      | $5018315.81   | 0.15%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 23 LTD ELM24_23-3                                    | ELM24_23-3A                                                           | CUSIP: 290020AQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5550000 | PA      | $5569758.00   | 0.16%             | 2038-01-17      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9035154 | PA      | $9228904.37   | 0.27%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11026976 | PA      | $10144021.40  | 0.30%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DS4N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13796127 | PA      | $14312037.77  | 0.42%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DURG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  30114723 | PA      | $28223090.15  | 0.84%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4572343 | PA      | $4381861.58   | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4844776 | PA      | $4542723.10   | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                       | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4094631 | PA      | $3725189.19   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12315609 | PA      | $10757197.58  | 0.32%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7860349 | PA      | $6865728.47   | 0.20%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XK3J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10827233 | PA      | $8596195.41   | 0.25%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3211812 | PA      | $2688653.50   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8438925 | PA      | $7722712.22   | 0.23%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                  | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14955209 | PA      | $14981127.58  | 0.44%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31412PG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    249096 | PA      | $248529.98    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    237334 | PA      | $248809.99    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31415P4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    237465 | PA      | $245108.47    | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31416CEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    715971 | PA      | $714343.18    | 0.02%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31417AQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1505692 | PA      | $1452842.99   | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31417MTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1226097 | PA      | $1223308.63   | 0.04%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8665816 | PA      | $7281929.29   | 0.22%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7429049 | PA      | $7449959.19   | 0.22%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                        | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  32281918 | PA      | $32965043.38  | 0.98%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                             | CUSIP: 31419HB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1106505 | PA      | $1103989.06   | 0.03%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7654000 | PA      | $8134906.33   | 0.24%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    827175 | PA      | $774247.15    | 0.02%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10937950 | PA      | $9301734.43   | 0.28%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                            | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2495878 | PA      | $2216248.51   | 0.07%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK JPMMT_24-CCM1                                | JPMMT_24-CCM1                                                         | CUSIP: 46658NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12602565 | PA      | $12639279.06  | 0.37%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-INV1                           | JPMMT_24-INV1                                                         | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5059564 | PA      | $5124351.47   | 0.15%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-5                              | JPMMT_24-5                                                            | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4596477 | PA      | $4615195.43   | 0.14%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-12                             | JPMMT_24-12                                                           | CUSIP: 46658TAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14603772 | PA      | $14797728.76  | 0.44%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-11                             | JPMMT_24-11                                                           | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8619274 | PA      | $8732949.71   | 0.26%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-11                             | JPMMT_24-11                                                           | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3528429 | PA      | $3554051.39   | 0.11%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_18                                     | KKR_18                                                                | CUSIP: 48251JAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3504046.00   | 0.10%             | 2030-07-18      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                      | KAISER FOUNDATION HOSPITALS                                           | CUSIP: 48305QAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1532660.59   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                          | KB HOME                                                               | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3843910.23   | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                        | KEYSIGHT TECHNOLOGIES INC                                             | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   3152000 | PA      | $3251189.05   | 0.10%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                 | KILROY REALTY LP                                                      | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2095587.91   | 0.06%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                 | KILROY REALTY LP                                                      | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   5351000 | PA      | $4204960.72   | 0.12%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                                                  | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2569953.42   | 0.08%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                             | KYNDRYL HOLDINGS INC                                                  | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   7078000 | PA      | $6390186.99   | 0.19%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC                                                      | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6868660.67   | 0.20%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP                                      | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $9933551.91   | 0.29%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAPITAL FIN HLDGS LLLP                                         | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   9635000 | PA      | $10070132.66  | 0.30%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAPITAL FINANCE HOLDINGS LL                                    | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   2011000 | PA      | $2024324.73   | 0.06%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | LAMAR MEDIA CORP                                                      | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4480576.12   | 0.13%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                          | LATAM AIRLINES GROUP SA                                               | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   2071000 | PA      | $2097966.92   | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                          | LATAM AIRLINES GROUP SA                                               | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1374000 | PA      | $1378715.46   | 0.04%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | LIBERTY MUTUAL GROUP INC                                              | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4068271.57   | 0.12%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | LINCOLN NATIONAL CORPORATION                                          | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3414420.47   | 0.10%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP                                                   | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   6017000 | PA      | $6177451.89   | 0.18%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                                                   | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2352000 | PA      | $2360258.49   | 0.07%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                      | METLIFE INC                                                           | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3160017.21   | 0.09%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN ST LOUIS MO SWR DIST                                | Metropolitan St Louis Sewer District                                  | CUSIP: 592481LV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1275021.17   | 0.04%             | 2045-05-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   8682000 | PA      | $8620282.40   | 0.26%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP N Y                                      | United Nations Development Corp                                       | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $553859.70    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2345461.77   | 0.07%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR CORP                                      | US CELLULAR CORP                                                      | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |   4412000 | PA      | $4641378.23   | 0.14%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20109375.00  | 0.60%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4030312.50   | 0.12%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6385000.00   | 0.19%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                         | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2373281.25   | 0.07%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-23

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer