# EDGAR Filing Document

**Accession Number:** 0001551950
**File Stem:** 0001410368-26-055091
**Filing Date:** 2026-5
**Character Count:** 212735
**Document Hash:** 5a2d620dbf1a49d3e5cfef56765d8cb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055091.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055091

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia ETF Trust I
- **CENTRAL INDEX KEY:** 0001551950

**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:** 811-22736
- **FILM NUMBER:** 261033096

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-774-3768

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

## Series and Classes Contracts Data

### Columbia Core Bond ETF (Series ID: S000095309)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000264028 | Columbia Core Bond ETF | CRUX            |

## 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 ETF Trust I

- **b. Investment Company Act file number:** 811-22736

- **c. CIK number of Registrant:** 0001551950

- **d. LEI of Registrant:** 549300VCLUXT1UUFSM44

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Columbia Core Bond ETF

- **b. EDGAR series identifier (if any):** S000095309

- **c. LEI of Series:** 5299004FYO6M6FD4GM98

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2573921630.58

**Total Liabilities:** $661128870.90

**Net Assets:** $1912792759.68

**Delayed Delivery Securities:** $64488216.68

**Cash Not Reported:** $9417714.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 155222.97000000 | **1-Year:** 18736.81000000 | **5-Year:** 67840.02000000 | **10-Year:** 129851.28000000 | **30-Year:** 502901.41000000

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

- **3-Month:** 0.00000000 | **1-Year:** 1687.46000000 | **5-Year:** 18309.31000000 | **10-Year:** 14457.88000000 | **30-Year:** 40455.75000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264028 | 0.23%                | 1.75%                | -0.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $499445.51               | $-852360.35                                |
| Month 2  | $118066.26               | $11045102.99                               |
| Month 3  | $-4181817.27             | $-19822592.52                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                              | A&D Mortgage Trust 2026-NQM1                                                    | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |   4888650 | PA      | $4853226.53   | 0.25%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                  | ACHV ABS TRUST 2024-1PL                                                         | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423131 | PA      | $424435.18    | 0.02%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                   | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $936234.82    | 0.05%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                   | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1574120.11   | 0.08%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                  | ACM Auto Trust 2025-1                                                           | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536864 | PA      | $537330.15    | 0.03%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $806034.51    | 0.04%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3424295.70   | 0.18%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $3341747.77   | 0.17%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391239.08    | 0.02%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                              | A&D Mortgage Trust 2024-NQM6                                                    | CUSIP: 00249YAC0<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |   6061098 | PA      | $6086738.77   | 0.32%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                              | A&D Mortgage Trust 2025-NQM3                                                    | CUSIP: 00250FAC7<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |   4139591 | PA      | $4144037.73   | 0.22%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | Abbott Laboratories                                                             | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1032930.91   | 0.05%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | Abbott Laboratories                                                             | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   7374000 | PA      | $7204415.85   | 0.38%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | Abbott Laboratories                                                             | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    825000 | PA      | $800172.26    | 0.04%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4140694.05   | 0.22%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                              | A&D Mortgage Trust 2025-NQM4                                                    | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |   5584442 | PA      | $5577329.00   | 0.29%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                  | ACM Auto Trust 2024-2                                                           | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29133 | PA      | $29154.37     | 0.00%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40000000 | PA      | $32209374.80  | 1.68%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43250000 | PA      | $37981261.21  | 1.99%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  58250000 | PA      | $53394514.75  | 2.79%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $965005.67    | 0.05%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  69000000 | PA      | $68042738.16  | 3.56%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  64250000 | PA      | $64545929.72  | 3.37%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23250000 | PA      | $23699376.00  | 1.24%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | Amazon.com Inc                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   6330000 | PA      | $6291439.10   | 0.33%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                                  | AMCR ABS Trust 2026-A                                                           | CUSIP: 02341AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5006250.00   | 0.26%             | 2033-05-18      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                       | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2266936.17   | 0.12%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                       | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3421000 | PA      | $3287927.27   | 0.17%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2020-1                                                 | CUSIP: 03464RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2828106.60   | 0.15%             | 2059-12-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2021-5                                                 | CUSIP: 03465HAB0<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   2841585 | PA      | $2486477.63   | 0.13%             | 2066-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2020-3                                                 | CUSIP: 03465LAA3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1037471 | PA      | $996176.41    | 0.05%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2025-8                                                 | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |   2580754 | PA      | $2585657.47   | 0.14%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2025-13                                                | CUSIP: 034952AC5<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-MBS          | CORP              | US        |   3788887 | PA      | $3762744.60   | 0.20%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| APA CORP                                        | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1892877.80   | 0.10%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                            | Arixa Mortgage Trust 2025-RTL1                                                  | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7033411.70   | 0.37%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                           | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73556 | PA      | $72375.61     | 0.00%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                           | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6210000 | PA      | $5775254.05   | 0.30%             | 2055-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                           | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5870000 | PA      | $5560487.23   | 0.29%             | 2055-03-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                 | BAE Systems PLC                                                                 | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2410000 | PA      | $2122673.68   | 0.11%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                 | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    997000 | PA      | $1017521.36   | 0.05%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                              | Bacardi-Martini BV                                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   4157000 | PA      | $4210451.58   | 0.22%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                        | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   7347000 | PA      | $7284119.01   | 0.38%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2018-2                                                  | CUSIP: 05682VAL9<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |    184947 | PA      | $184887.90    | 0.01%             | 2031-07-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                   | Ballyrock Clo 30 Ltd                                                            | CUSIP: 05876UAC7<br>LEI: 254900EJ3XP0RZ3ZI054 | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9257168.75   | 0.48%             | 2038-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13989000 | PA      | $12393555.25  | 0.65%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1151438.46   | 0.06%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43193.54     | 0.00%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5054000 | PA      | $4499144.89   | 0.24%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5113956.87   | 0.27%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                     | Bacardi Ltd                                                                     | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    412000 | PA      | $411300.23    | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                     | Bacardi Ltd                                                                     | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   4630000 | PA      | $4294224.99   | 0.22%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                     | Bacardi Ltd                                                                     | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1623000 | PA      | $1408411.13   | 0.07%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                             | BHMS Commercial Mortgage Trust 2025-ATLS                                        | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2801798.72   | 0.15%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $111515.74    | 0.01%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1423516.77   | 0.07%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50085.43     | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    223000 | PA      | $214674.86    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1196616.52   | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                          | BP Capital Markets America Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541139.23    | 0.03%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                 | BRAVO Residential Funding Trust 2020-RPL2                                       | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1072584 | PA      | $1007803.61   | 0.05%             | 2059-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42482.28     | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3436000 | PA      | $2871745.30   | 0.15%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247382.63    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010558.84   | 0.05%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128019.55    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6567000 | PA      | $6641926.97   | 0.35%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023523.03   | 0.05%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009004.84   | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007320.39   | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960200.93    | 0.05%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust               | Bunker Hill Loan Depositary Trust 2019-3                                        | CUSIP: 12062BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67644 | PA      | $67310.58     | 0.00%             | 2059-11-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust               | Bunker Hill Loan Depositary Trust 2019-3                                        | CUSIP: 12062BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98566 | PA      | $98062.90     | 0.01%             | 2059-11-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-SLCT                                          | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5664378.42   | 0.30%             | 2042-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                     | CHNGE Mortgage Trust 2022-2                                                     | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2739978 | PA      | $2714776.41   | 0.14%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2021-5 Mortgage Loan Trust                                                 | CUSIP: 12598RAB9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4270000 | PA      | $3453071.29   | 0.18%             | 2066-11-26      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2548641 | PA      | $2211880.50   | 0.12%             | 2066-11-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   6220000 | PA      | $5695292.00   | 0.30%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2021-RPL2Trust                                                             | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2328441 | PA      | $1976420.62   | 0.10%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2021-NQM8                                                                  | CUSIP: 12659FAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2712432 | PA      | $2478286.50   | 0.13%             | 2066-10-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2021-NQM2                                                                  | CUSIP: 12662EAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2211629 | PA      | $1991126.37   | 0.10%             | 2066-02-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $4690473.45   | 0.25%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $618233.91    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2025-10 Mortgage Loan Trust                                                | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |   4682501 | PA      | $4665069.73   | 0.24%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                           | Campbell's Company/The                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   6104000 | PA      | $5618454.63   | 0.29%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                        | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   8761000 | PA      | $7782944.48   | 0.41%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | Carlyle US CLO 2023-3 Ltd                                                       | CUSIP: 14318FAL8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7996040.00   | 0.42%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1055465.41   | 0.06%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6300000 | PA      | $3708547.92   | 0.19%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                            | CHNGE Mortgage Trust 2023-3                                                     | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455903 | PA      | $1455891.24   | 0.08%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                     | CHNGE Mortgage Trust 2022-1                                                     | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3253972 | PA      | $3114165.36   | 0.16%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2019-IV Ltd                                                        | CUSIP: 17182XBA8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   4295000 | PA      | $4296791.02   | 0.22%             | 2038-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7329000 | PA      | $7241385.32   | 0.38%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4845000 | PA      | $4798119.73   | 0.25%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2021-3 Mortgage Loan Trust                                                 | CUSIP: 19688FAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1945241 | PA      | $1618546.05   | 0.08%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2025-12 Mortgage Loan Trust                                                | CUSIP: 19688UAD4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |   4063835 | PA      | $4040383.11   | 0.21%             | 2071-01-26      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    264000 | PA      | $152589.04    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $1765545.06   | 0.09%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    990000 | PA      | $913268.16    | 0.05%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4070485.60   | 0.21%             | 2042-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                        | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   5069000 | PA      | $4849552.19   | 0.25%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                        | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804448.54    | 0.04%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crimson Wine Group Ltd                          | Crimson Wine Group Ltd                                                          | CUSIP: 22662X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $13.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                            | Cross 2025-H5 Mortgage Trust                                                    | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1743211 | PA      | $1748445.13   | 0.09%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                   | DailyPay Securitization Trust 2025-1                                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4090000 | PA      | $4100223.77   | 0.21%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust            | Deephaven Residential Mortgage Trust 2020-2                                     | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2091069 | PA      | $2077209.62   | 0.11%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust            | Deephaven Residential Mortgage Trust 2021-1                                     | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188548 | PA      | $183880.79    | 0.01%             | 2065-05-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                         | John Deere Capital Corp                                                         | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017023.78   | 0.05%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                         | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7135839.55   | 0.37%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                             | Dominion Energy Inc                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302993.57    | 0.02%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                             | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1388302.11   | 0.07%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $2981689.44   | 0.16%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1125878.90   | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756168.32    | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                         | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    192000 | PA      | $179033.18    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust              | EFMT 2025-NQM1                                                                  | CUSIP: 26846CAA4<br>LEI: 254900TJEVLCYF1H3X71 | Long             | ABS-MBS          | CORP              | US        |   1182517 | PA      | $1187943.43   | 0.06%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust              | Ellington Financial Mortgage Trust 2017-1                                       | CUSIP: 26846MAA2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   2811375 | PA      | $2786367.98   | 0.15%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                            | ERAC USA Finance LLC                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3786125.54   | 0.20%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                      | Eaton Corp                                                                      | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17378962.13  | 0.91%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                      | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33519.45     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                      | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    358000 | PA      | $347960.86    | 0.02%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EDGEX Issuer Trust                              | EDGEX 2025-2NN Issuer Trust                                                     | CUSIP: 28057AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4037551 | PA      | $4034393.97   | 0.21%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust              | EFMT 2025-NQM6                                                                  | CUSIP: 281916AE6<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   4420482 | PA      | $4396111.05   | 0.23%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                              | Elmwood CLO 24 Ltd                                                              | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4752987.75   | 0.25%             | 2038-01-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    730000 | PA      | $677475.89    | 0.04%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    925000 | PA      | $875947.13    | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2635776.72   | 0.14%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2050427.00   | 0.11%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DNSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4714061 | PA      | $4564185.97   | 0.24%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DNTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7473880 | PA      | $6649692.51   | 0.35%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DNUJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11115872 | PA      | $10572895.70  | 0.55%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DPSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5443631 | PA      | $5303183.46   | 0.28%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DS4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9534823 | PA      | $8811229.75   | 0.46%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38747564 | PA      | $32735880.26  | 1.71%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                           | CUSIP: 31335ATY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    869342 | PA      | $848744.97    | 0.04%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3133B4ZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5027774 | PA      | $4460509.49   | 0.23%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3133BFQ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11600163 | PA      | $10996474.18  | 0.57%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3133BUH42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7430092 | PA      | $7494812.90   | 0.39%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3133KMSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12462103 | PA      | $10684321.60  | 0.56%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3409823 | PA      | $3404062.48   | 0.18%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136AS5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539606 | PA      | $63457.17     | 0.00%             | 2046-08-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136ATEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250451 | PA      | $135180.47    | 0.01%             | 2046-08-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136AUUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200516 | PA      | $97636.41     | 0.01%             | 2046-12-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136AV5R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548965 | PA      | $66125.11     | 0.00%             | 2047-04-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136AXCZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1169651 | PA      | $148149.10    | 0.01%             | 2047-07-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B0RF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594752 | PA      | $68992.52     | 0.00%             | 2048-01-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B0RS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9296477 | PA      | $1070027.24   | 0.06%             | 2048-01-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B26E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764389 | PA      | $93514.99     | 0.00%             | 2048-09-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B3HT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879214 | PA      | $93271.91     | 0.00%             | 2048-10-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B45D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2129587 | PA      | $222923.72    | 0.01%             | 2049-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B4ZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5435984 | PA      | $580970.78    | 0.03%             | 2049-06-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B64Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1293392 | PA      | $162957.10    | 0.01%             | 2049-11-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B6VW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830307 | PA      | $92624.35     | 0.00%             | 2049-10-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136B7QD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14846163 | PA      | $1621964.13   | 0.08%             | 2049-12-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BABU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9039189 | PA      | $1168737.34   | 0.06%             | 2050-06-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9778639 | PA      | $1665745.13   | 0.09%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BNW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4596620 | PA      | $4515556.24   | 0.24%             | 2052-09-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BQLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8919818 | PA      | $987296.25    | 0.05%             | 2050-06-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BU2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7017629 | PA      | $7064003.10   | 0.37%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7533600 | PA      | $7618560.23   | 0.40%             | 2055-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BVQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4586343 | PA      | $4542128.68   | 0.24%             | 2055-04-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BXPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8550461 | PA      | $8457001.97   | 0.44%             | 2055-09-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136BXQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19337781 | PA      | $1687571.44   | 0.09%             | 2055-10-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                               | CUSIP: 3136G5FU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38000000 | PA      | $37822004.20  | 1.98%             | 2054-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137FN5P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1401375 | PA      | $144652.28    | 0.01%             | 2049-08-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | FREDDIE MAC STACR                                                               | CUSIP: 3137G0WL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2469507 | PA      | $2388943.70   | 0.12%             | 2033-04-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | FREDDIE MAC STACR                                                               | CUSIP: 3137G0WU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2061943 | PA      | $2015140.44   | 0.11%             | 2033-06-24      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137H3DW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12387318 | PA      | $1725003.43   | 0.09%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137H46G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6817991 | PA      | $910302.02    | 0.05%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137H9MZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6229858 | PA      | $1247083.58   | 0.07%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HAQZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6479933 | PA      | $673880.63    | 0.04%             | 2048-01-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HJAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6333624 | PA      | $6392063.32   | 0.33%             | 2054-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HJUY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5555400 | PA      | $5598649.75   | 0.29%             | 2055-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HK4A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4494243 | PA      | $4523851.07   | 0.24%             | 2055-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4812888 | PA      | $4817779.39   | 0.25%             | 2054-06-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HKF33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7294835 | PA      | $7352447.32   | 0.38%             | 2054-11-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HKPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2888833 | PA      | $2888136.84   | 0.15%             | 2055-04-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HLFB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6686086 | PA      | $6791940.72   | 0.36%             | 2055-05-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HLZE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4703558 | PA      | $4741800.39   | 0.25%             | 2055-06-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HM2W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38962826 | PA      | $3568659.82   | 0.19%             | 2055-07-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HMDH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43192611 | PA      | $3596454.38   | 0.19%             | 2055-08-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HMSE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3819183 | PA      | $3855333.97   | 0.20%             | 2055-09-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HMSM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11532901 | PA      | $684902.08    | 0.04%             | 2055-09-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                              | CUSIP: 3137HRAZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  61265359 | PA      | $6565912.68   | 0.34%             | 2056-04-25      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3138W9CN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682879 | PA      | $643033.53    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3138XYRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348738 | PA      | $343125.23    | 0.02%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3138YR5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691349 | PA      | $649178.26    | 0.03%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466667 | PA      | $436951.40    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140AXXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13219265 | PA      | $13553798.17  | 0.71%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140AXYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12706488 | PA      | $13039263.68  | 0.68%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140BHJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15856669 | PA      | $15937475.29  | 0.83%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140E0ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181587 | PA      | $165295.49    | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140E7GR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375173 | PA      | $359434.82    | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140EUEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207979 | PA      | $203350.29    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703672 | PA      | $657795.48    | 0.03%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140HED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468714 | PA      | $448900.43    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140MAZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7558132 | PA      | $6969587.40   | 0.36%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140MP6G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9344494 | PA      | $8577413.31   | 0.45%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8335220 | PA      | $7131387.47   | 0.37%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QNT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7329368 | PA      | $6770068.61   | 0.35%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3384767 | PA      | $3107093.29   | 0.16%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QPY76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15227494 | PA      | $14487036.89  | 0.76%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QQD77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7314121 | PA      | $7301764.53   | 0.38%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QVVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23719852 | PA      | $23526807.04  | 1.23%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QVWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16050472 | PA      | $15879086.77  | 0.83%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140W3G60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12272427 | PA      | $11896932.84  | 0.62%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5547924 | PA      | $5341893.82   | 0.28%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XHWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7421796 | PA      | $7079261.27   | 0.37%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XMYB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11195023 | PA      | $11173526.11  | 0.58%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 31410KNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374995 | PA      | $393367.98    | 0.02%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 31417DMX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1115589 | PA      | $1022187.40   | 0.05%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 31417GQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558120 | PA      | $525716.84    | 0.03%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31110100 | PA      | $27393736.56  | 1.43%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31553923 | PA      | $29894673.27  | 1.56%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 31418MX64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483814 | PA      | $497225.76    | 0.03%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427QBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33410451 | PA      | $27050327.42  | 1.41%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427SB64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9901830.90   | 0.52%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427SBG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25384072 | PA      | $24550067.15  | 1.28%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427SF37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22639853 | PA      | $22417599.60  | 1.17%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427SF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $24169340.75  | 1.26%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust              | Ellington Financial Mortgage Trust 2020-1                                       | CUSIP: 31574PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $540436.49    | 0.03%             | 2065-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                     | FIGRE Trust 2025-PF2                                                            | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2930350 | PA      | $2904506.71   | 0.15%             | 2055-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    382554 | PA      | $383258.00    | 0.02%             | 2042-09-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2021-CM2 Trust                                                             | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1317549 | PA      | $1252805.60   | 0.07%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2021-CM1 Trust                                                             | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1129629 | PA      | $1091889.79   | 0.06%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2022-NQM2 Trust                                                            | CUSIP: 36169KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3364754 | PA      | $3192055.37   | 0.17%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2025-NQM3 Trust                                                            | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2008382 | PA      | $2014816.60   | 0.11%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                      | GITSIT Mortgage Loan Trust 2025-NPL2                                            | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3784009 | PA      | $3760995.81   | 0.20%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae II Pool                                                              | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    520296 | PA      | $512611.24    | 0.03%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae II Pool                                                              | CUSIP: 36225CF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       350 | PA      | $350.00       | 0.00%             | 2028-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Corp Trust 2021-NQM1                              | CUSIP: 36262EAA4<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1421325 | PA      | $1312223.90   | 0.07%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                          | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1672734.46   | 0.09%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                          | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   6591000 | PA      | $6722410.70   | 0.35%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2025-NQM4                                   | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   4144672 | PA      | $4122900.36   | 0.22%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2026-R1                                     | CUSIP: 36274QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14022702.40  | 0.73%             | 2063-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2025-DSC1                                   | CUSIP: 36275EAC5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   5028944 | PA      | $4999750.04   | 0.26%             | 2065-06-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2026-HE1                                    | CUSIP: 362975AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $19999998.00  | 1.05%             | 2066-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD         | Goldentree Loan Management US Clo 9 Ltd                                         | CUSIP: 38138JBC6<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |  19600000 | PA      | $19600000.00  | 1.02%             | 2037-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD         | GoldenTree Loan Management US CLO 27 Ltd                                        | CUSIP: 38140AAC2<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7232085.25   | 0.38%             | 2039-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2742000 | PA      | $2688281.01   | 0.14%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2334097.36   | 0.12%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1137694.72   | 0.06%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38376MKF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    484760 | PA      | $66899.52     | 0.00%             | 2047-03-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38379MTQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14032018 | PA      | $1373560.60   | 0.07%             | 2045-08-20      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380GHB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    663368 | PA      | $78341.20     | 0.00%             | 2047-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380HSR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    800912 | PA      | $107909.48    | 0.01%             | 2047-10-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380KMR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359203 | PA      | $43702.19     | 0.00%             | 2047-11-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380TZK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1903231 | PA      | $178779.97    | 0.01%             | 2047-07-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380XKJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    596528 | PA      | $74141.65     | 0.00%             | 2048-06-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380XTX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    678616 | PA      | $72259.59     | 0.00%             | 2048-07-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380Y4S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    751760 | PA      | $77311.05     | 0.00%             | 2048-09-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380YAY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    578615 | PA      | $68076.60     | 0.00%             | 2048-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38380YHL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    457220 | PA      | $53513.34     | 0.00%             | 2048-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381AC53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    974929 | PA      | $111474.96    | 0.01%             | 2048-11-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381AHR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1137165 | PA      | $155212.96    | 0.01%             | 2048-01-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381ASA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    616593 | PA      | $67648.80     | 0.00%             | 2048-10-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381BC44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654222 | PA      | $71571.51     | 0.00%             | 2049-01-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381RAE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    931354 | PA      | $101598.30    | 0.01%             | 2049-02-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381USC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6848801 | PA      | $6872402.90   | 0.36%             | 2055-09-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381VH60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    706026 | PA      | $80597.08     | 0.00%             | 2049-05-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381VW22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9764539 | PA      | $1298434.72   | 0.07%             | 2049-06-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381VWH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    678909 | PA      | $77397.35     | 0.00%             | 2049-05-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381WR67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3852550 | PA      | $460271.08    | 0.02%             | 2049-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381XJJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1579286 | PA      | $214749.15    | 0.01%             | 2049-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38381XRV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    660959 | PA      | $59355.11     | 0.00%             | 2049-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382B6C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15014388 | PA      | $1784461.51   | 0.09%             | 2050-01-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382DMU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535153 | PA      | $69432.54     | 0.00%             | 2050-02-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382EW52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6125543 | PA      | $659321.59    | 0.03%             | 2049-08-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382FKW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    965809 | PA      | $109671.72    | 0.01%             | 2050-05-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382L2K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8943745 | PA      | $1244509.57   | 0.07%             | 2050-12-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382LGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5385490 | PA      | $855390.84    | 0.04%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382LNR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16057547 | PA      | $2414513.93   | 0.13%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382MRT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5551915 | PA      | $920892.79    | 0.05%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382NBY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7523439 | PA      | $1100873.17   | 0.06%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382UY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6477729 | PA      | $1073727.61   | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38382XGR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14741478 | PA      | $2505277.39   | 0.13%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38383BEG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15182637 | PA      | $1469612.50   | 0.08%             | 2055-09-20      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38383HFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23381506 | PA      | $2746085.45   | 0.14%             | 2049-09-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38383HFU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9808090 | PA      | $1154232.75   | 0.06%             | 2050-01-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38383VJ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9433464 | PA      | $987607.32    | 0.05%             | 2050-05-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38383WK62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16765264 | PA      | $1806809.22   | 0.09%             | 2049-03-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38383WK96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9977272 | PA      | $1222140.02   | 0.06%             | 2049-09-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38384EE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8406120 | PA      | $981850.80    | 0.05%             | 2049-04-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38384JQE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8765223 | PA      | $721126.27    | 0.04%             | 2054-02-20      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38385EZC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35763229 | PA      | $4544669.49   | 0.24%             | 2055-03-20      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38385EZR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4039506 | PA      | $4112616.65   | 0.22%             | 2055-03-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                          | Greenacre Park CLO LLC                                                          | CUSIP: 39355WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6982024.00   | 0.37%             | 2038-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10834000 | PA      | $10287525.02  | 0.54%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019520.82   | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2556577.35   | 0.13%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50174.49     | 0.00%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8382000 | PA      | $8229343.08   | 0.43%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                      | HTAP Issuer Trust 2024-2                                                        | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3986841 | PA      | $3960288.83   | 0.21%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                     | Heineken NV                                                                     | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   9670000 | PA      | $9523191.99   | 0.50%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                | Hilton USA Trust 2016-SFP                                                       | CUSIP: 43289VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $157247.65    | 0.01%             | 2035-11-05      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1511928 | PA      | $1486507.33   | 0.08%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited | HOMES 2026-INV1 Trust                                                           | CUSIP: 43761FAD7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   7788326 | PA      | $7741056.79   | 0.40%             | 2060-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited | HOMES 2026-NQM2 Trust                                                           | CUSIP: 43761GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7999967.20   | 0.42%             | 2071-01-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited | HOMES 2025-AFC2 Trust                                                           | CUSIP: 43761YAA2<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   2442258 | PA      | $2450148.52   | 0.13%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                    | Huntington Bank Auto Credit-Linked Notes Series 2025-2                          | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12005200 | PA      | $12051698.37  | 0.63%             | 2033-09-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                               | Imperial Fund Mortgage Trust 2021-NQM4                                          | CUSIP: 45276JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294274 | PA      | $1152780.94   | 0.06%             | 2057-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                      | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1248109.42   | 0.07%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                              | CUSIP: 46594EAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   7609425 | PA      | $7577494.39   | 0.40%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2026-NQX1                                       | CUSIP: 46594QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19000000 | PA      | $19001086.80  | 0.99%             | 2066-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2341148.86   | 0.12%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2514000 | PA      | $2501282.38   | 0.13%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100091.12    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1674205.87   | 0.09%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50606.97     | 0.00%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6424000 | PA      | $6515986.73   | 0.34%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3739000 | PA      | $3685902.05   | 0.19%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5087075.60   | 0.27%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                   | Jefferies Financial Group Inc                                                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        39 | NS      | $1609.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECH INC                               | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250087.73    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                               | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  18215000 | PA      | $18362411.26  | 0.96%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                               | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1077501.07   | 0.06%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                               | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1027529.63   | 0.05%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                               | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1098883.10   | 0.06%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2021-GS2                                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451091 | PA      | $1453625.82   | 0.08%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2023-3                                            | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    803330 | PA      | $816413.88    | 0.04%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2024-3                                            | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4626790 | PA      | $4630541.23   | 0.24%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2025-2                                            | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6723670 | PA      | $6740470.67   | 0.35%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $801210.22    | 0.04%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    812000 | PA      | $621887.24    | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472157.60    | 0.02%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2021-INV2 Trust                                                             | CUSIP: 552732AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1607057 | PA      | $1463775.45   | 0.08%             | 2056-11-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AB3<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     53131 | PA      | $52149.66     | 0.00%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AC1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     82832 | PA      | $81327.76     | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2020-NQM2 Trust                                                             | CUSIP: 552751AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3389266.65   | 0.18%             | 2065-04-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1760309 | PA      | $1693243.52   | 0.09%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AB2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    705241 | PA      | $678594.91    | 0.04%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AC0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    528931 | PA      | $509606.14    | 0.03%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2025-NQM4 Trust                                                             | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |   6462687 | PA      | $6455546.75   | 0.34%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XXIX LTD                                                   | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7100000 | PA      | $7075150.00   | 0.37%             | 2038-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XXIV Ltd                                                   | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1047645 | PA      | $1047670.28   | 0.05%             | 2029-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XLII Ltd                                                   | CUSIP: 55822RAB6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   3514721 | PA      | $3515213.23   | 0.18%             | 2030-11-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8091000 | PA      | $8164579.23   | 0.43%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2025-NQM3 Trust                                                             | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   2574141 | PA      | $2572862.18   | 0.13%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2024-NPL1 Trust                                                             | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   4387441 | PA      | $4398170.44   | 0.23%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust         | Mello Mortgage Capital Acceptance                                               | CUSIP: 58550DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4727000 | PA      | $4524538.81   | 0.24%             | 2054-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                  | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   5098000 | PA      | $5003365.62   | 0.26%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                        | Met Tower Global Funding                                                        | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1756654.10   | 0.09%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2026-NQMR1 Trust                                                            | CUSIP: 59319RAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11991778.80  | 0.63%             | 2067-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $998493.65    | 0.05%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143977.58    | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1737710.29   | 0.09%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1297255.90   | 0.07%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2441000 | PA      | $2615435.13   | 0.14%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1225524.05   | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8238000 | PA      | $8068564.19   | 0.42%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust  | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                        | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4908423 | PA      | $4930088.22   | 0.26%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust  | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                        | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5665159 | PA      | $5632764.19   | 0.29%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                          | MPOWER Education Trust 2025-1                                                   | CUSIP: 62477DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7485409 | PA      | $7484851.65   | 0.39%             | 2042-12-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                          | MPOWER Education Trust 2025-A                                                   | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2517086 | PA      | $2550581.01   | 0.13%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $71485.21     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    106000 | PA      | $95188.25     | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1254000 | PA      | $1248214.73   | 0.07%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                         | NYMT Loan Trust 2026-INV2                                                       | CUSIP: 62957XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12641000 | PA      | $12661273.64  | 0.66%             | 2061-04-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                    | Navient Refinance Loan Trust 2025-B                                             | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5270958 | PA      | $5266884.93   | 0.28%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust             | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3892765 | PA      | $3796319.37   | 0.20%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust             | New Residential Mortgage Loan Trust 2022-SFR1                                   | CUSIP: 64831KAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |   4451181 | PA      | $4365208.63   | 0.23%             | 2039-02-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust             | New Residential Mortgage Loan Trust 2025-NQM1                                   | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |   2038265 | PA      | $2053101.96   | 0.11%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50182.47     | 0.00%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50933.71     | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1910159.10   | 0.10%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5184165.39   | 0.27%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                           | Norfolk Southern Corp                                                           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1430479.89   | 0.07%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                           | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941747.38    | 0.05%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | Northrop Grumman Corp                                                           | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $23818040.16  | 1.25%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | Northrop Grumman Corp                                                           | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2625657.41   | 0.14%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                        | OHA Credit Funding 16-R Ltd                                                     | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6493123.00   | 0.34%             | 2038-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2024-NQM17 Trust                                                            | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |   3203173 | PA      | $3215037.35   | 0.17%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51700.22     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3385234.17   | 0.18%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd            | Octagon Investment Partners XXII Ltd                                            | CUSIP: 67572YBS0<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   1564558 | PA      | $1564623.58   | 0.08%             | 2030-01-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP              | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4822456.00   | 0.25%             | 2036-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944149 | PA      | $928215.11    | 0.05%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5516000 | PA      | $4571976.04   | 0.24%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2203418.81   | 0.12%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    418000 | PA      | $461265.40    | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                     | PRKCM 2021-AFC1 Trust                                                           | CUSIP: 69357TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860768 | PA      | $3373453.21   | 0.18%             | 2056-08-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                     | PRKCM 2021-AFC1 Trust                                                           | CUSIP: 69357TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4516000 | PA      | $3313611.84   | 0.17%             | 2056-08-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2023-RCF2 LLC                                                              | CUSIP: 69380RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2557000 | PA      | $2506363.22   | 0.13%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2024-NQM4 Trust                                                            | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2938115 | PA      | $2949624.70   | 0.15%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2024-NQM4 Trust                                                            | CUSIP: 69381UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3085021 | PA      | $3098642.27   | 0.16%             | 2069-12-26      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2965838 | PA      | $2957680.25   | 0.15%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2025-NQM6 Trust                                                            | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7132856 | PA      | $7092567.49   | 0.37%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2587427.87   | 0.14%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $832674.65    | 0.04%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97924.69     | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Trust 2024-2                                                     | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    731436 | PA      | $733744.28    | 0.04%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2026-1                                             | CUSIP: 694969AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6730000 | PA      | $6724823.28   | 0.35%             | 2033-09-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Trust 2026-R1                                                    | CUSIP: 694971AA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4890603.76   | 0.26%             | 2033-12-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2024-10                                            | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1051900 | PA      | $1054127.78   | 0.06%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2024-10                                            | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2167928 | PA      | $2182418.44   | 0.11%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2025-1                                             | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3162361 | PA      | $3167658.00   | 0.17%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2024-8                                             | CUSIP: 69544QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1772886 | PA      | $1777521.99   | 0.09%             | 2032-01-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2025-R2                                            | CUSIP: 69544VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4717624 | PA      | $4722979.55   | 0.25%             | 2032-10-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust                                                  | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912670 | PA      | $916482.53    | 0.05%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust                                                  | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    883371 | PA      | $887774.42    | 0.05%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya Ai Debt Grantor Trust 2024-9                                             | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1139669 | PA      | $1142411.80   | 0.06%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya Ai Debt Grantor Trust 2024-9                                             | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1257744 | PA      | $1261324.08   | 0.07%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Trust 2025-4                                                     | CUSIP: 69547DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20499271 | PA      | $20588617.50  | 1.08%             | 2033-01-17      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Trust 2024-3                                                     | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    356590 | PA      | $358164.13    | 0.02%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Trust 2024-3                                                     | CUSIP: 69547XAB8<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   2398967 | PA      | $2410375.19   | 0.13%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6             | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1134223 | PA      | $1138432.01   | 0.06%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2025-5                                             | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3699857 | PA      | $3719901.02   | 0.19%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya Ai Debt Grantor Trust 2025-6                                             | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3949636 | PA      | $3927221.00   | 0.21%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2025-R3                                            | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3188829 | PA      | $3186902.40   | 0.17%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust     | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                              | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3003882.60   | 0.16%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                        | Principal Life Global Funding II                                                | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    536000 | PA      | $541330.26    | 0.03%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2022-SFR4 Trust                                            | CUSIP: 74332XAC5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5928610.20   | 0.31%             | 2041-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2022-SFR1 Trust                                            | CUSIP: 74333YAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2960782 | PA      | $2800775.37   | 0.15%             | 2041-02-17      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2024-RCF6 LLC                                                              | CUSIP: 74390FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1792198.97   | 0.09%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2024-RCF6 LLC                                                              | CUSIP: 74390FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1592760.35   | 0.08%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                | RCO 2025-Pr1 Trust                                                              | CUSIP: 74939AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3005082 | PA      | $2972182.17   | 0.16%             | 2055-03-02      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2024-2                                                          | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288613 | PA      | $289252.04    | 0.02%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I      | Research-Driven Pagaya Motor Asset Trust IV                                     | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348083 | PA      | $345279.58    | 0.02%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I      | Research-Driven Pagaya Motor Asset Trust 2023-4                                 | CUSIP: 76089HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1694264 | PA      | $1699885.59   | 0.09%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I      | Research-Driven Pagaya Motor Asset Trust 2026-R1                                | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18740000 | PA      | $18758873.05  | 0.98%             | 2034-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I      | Research-Driven Pagaya Motor Trust 2025-6                                       | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5460000 | PA      | $5468275.72   | 0.29%             | 2034-08-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                            | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1377000 | PA      | $1398836.60   | 0.07%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                            | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3180000 | PA      | $3181850.63   | 0.17%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                            | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5501000 | PA      | $5492600.30   | 0.29%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                   | SFO Commercial Mortgage Trust 2021-555                                          | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2345592.81   | 0.12%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                       | SAIF Securitization Trust 2025-CES1                                             | CUSIP: 78438CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6875516 | PA      | $6875087.97   | 0.36%             | 2065-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                       | SAIF Securitization Trust 2025-CES1                                             | CUSIP: 78438CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2005050.60   | 0.10%             | 2065-06-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                         | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4098273.05   | 0.21%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                            | STAR 2025-SFR6 Trust                                                            | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16000000 | PA      | $15998712.00  | 0.84%             | 2042-08-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Starwood Capital Group                          | STAR 2026-SFR7 Trust                                                            | CUSIP: 85520GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19150000 | PA      | $19150000.00  | 1.00%             | 2043-05-17      | Floating      | 5.08%                 | No            |                  3 | On Loan: No      |
| Starwood Mortgage Residential Trust             | Starwood Mortgage Residential Trust 2019-INV1                                   | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276018 | PA      | $274358.75    | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1   | Starwood Mortgage Residential Trust 2020-INV                                    | CUSIP: 85573EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142421 | PA      | $1112347.71   | 0.06%             | 2055-11-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1   | Starwood Mortgage Residential Trust 2020-INV                                    | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432416 | PA      | $421193.58    | 0.02%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust             | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553048 | PA      | $480705.39    | 0.03%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust             | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4579676.50   | 0.24%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust             | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2523624.60   | 0.13%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                    | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        | 195182657 | NS      | $195182656.89 | 10.20%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1145843.54   | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10202000 | PA      | $9395045.47   | 0.49%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $2060025.94   | 0.11%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    568000 | PA      | $571502.14    | 0.03%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1022624.29   | 0.05%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981371.11    | 0.05%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                           | TRK 2021-INV2 Trust                                                             | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3628369 | PA      | $3262388.35   | 0.17%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50404.92     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8500367.00   | 0.44%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                           | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6940896.20   | 0.36%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes            | Truist Bank Auto Credit-Linked Notes Series 2025-1                              | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2188291 | PA      | $2193044.47   | 0.11%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TBA BMO COC                                     | TBA BMO COC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    470000 | NS      | $470000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                      | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1184801.21   | 0.06%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                      | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232327.43    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                           | Vendee Mortgage Trust 1998-1                                                    | CUSIP: 911760LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145085 | PA      | $0.15         | 0.00%             | 2028-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                           | Vendee Mortgage Trust 1998-3                                                    | CUSIP: 911760LZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183781 | PA      | $0.18         | 0.00%             | 2029-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12007700 | PA      | $11698126.48  | 0.61%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bonds                                                             | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9150000 | PA      | $8818312.50   | 0.46%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $6734124.67   | 0.35%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50476.48     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976686.56    | 0.05%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1032329.46   | 0.05%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2495878.67   | 0.13%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3192000 | PA      | $3192536.13   | 0.17%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    437000 | PA      | $401571.30    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010781.83   | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008533.98   | 0.05%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    739000 | PA      | $703556.22    | 0.04%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    880000 | PA      | $884258.37    | 0.05%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST4                                  | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3461211 | PA      | $3468909.07   | 0.18%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST6                                  | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2802654 | PA      | $2803157.07   | 0.15%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST5                                  | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2136679 | PA      | $2138639.13   | 0.11%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST8                                  | CUSIP: 91535UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3244351 | PA      | $3248558.58   | 0.17%             | 2033-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust                                                    | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545531 | PA      | $545679.78    | 0.03%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                      | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1086181.54   | 0.06%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7380000 | PA      | $6700160.60   | 0.35%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974395.50   | 0.10%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048836.45   | 0.05%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TBA WELLS FARGO COC                             | TBA WELLS FARGO COC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1049000 | NS      | $1049000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2836638 | PA      | $2431913.95   | 0.13%             | 2066-07-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                     | Visio 2020-1R Trust                                                             | CUSIP: 92837MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397750 | PA      | $385959.79    | 0.02%             | 2055-11-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                     | Visio 2021-1R Trust                                                             | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1029825 | PA      | $963302.65    | 0.05%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                | Vista Point Securitization Trust 2024-CES3                                      | CUSIP: 92841WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3840139.40   | 0.20%             | 2055-01-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                | Vista Point Securitization Trust 2025-CES1                                      | CUSIP: 92842DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $3213339.04   | 0.17%             | 2055-04-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                | Vista Point Securitization Trust 2025-CES2                                      | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3229221 | PA      | $3237149.95   | 0.17%             | 2055-08-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                | Vista Point Securitization Trust 2025-CES2                                      | CUSIP: 92842UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2308699.29   | 0.12%             | 2055-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Vitesse Energy Inc                              | Vitesse Energy Inc                                                              | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $72.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1067923.98   | 0.06%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    581000 | PA      | $589333.51    | 0.03%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1556534.05   | 0.08%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ASPWP 29 1A                                     | ASPWP 29 1A                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5700000.00   | 0.30%             | 2029-03-29      | Variable      | 6.71%                 | No            |                  3 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                  | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    568000 | PA      | $562480.42    | 0.03%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       351 | NC      | $-16375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       713 | NC      | $-248562.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1559 | NC      | $-574250.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -367 | NC      | $147882.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -790 | NC      | $-177319.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

**Name of Applicant:** Columbia ETF Trust I

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager